NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
104.08 |
103.64 |
-0.44 |
-0.4% |
99.57 |
| High |
104.44 |
104.62 |
0.18 |
0.2% |
102.90 |
| Low |
103.64 |
103.62 |
-0.02 |
0.0% |
99.03 |
| Close |
103.98 |
104.57 |
0.59 |
0.6% |
101.62 |
| Range |
0.80 |
1.00 |
0.20 |
25.0% |
3.87 |
| ATR |
1.63 |
1.59 |
-0.05 |
-2.8% |
0.00 |
| Volume |
15,793 |
20,076 |
4,283 |
27.1% |
82,447 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.27 |
106.92 |
105.12 |
|
| R3 |
106.27 |
105.92 |
104.85 |
|
| R2 |
105.27 |
105.27 |
104.75 |
|
| R1 |
104.92 |
104.92 |
104.66 |
105.10 |
| PP |
104.27 |
104.27 |
104.27 |
104.36 |
| S1 |
103.92 |
103.92 |
104.48 |
104.10 |
| S2 |
103.27 |
103.27 |
104.39 |
|
| S3 |
102.27 |
102.92 |
104.30 |
|
| S4 |
101.27 |
101.92 |
104.02 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.79 |
111.08 |
103.75 |
|
| R3 |
108.92 |
107.21 |
102.68 |
|
| R2 |
105.05 |
105.05 |
102.33 |
|
| R1 |
103.34 |
103.34 |
101.97 |
104.20 |
| PP |
101.18 |
101.18 |
101.18 |
101.61 |
| S1 |
99.47 |
99.47 |
101.27 |
100.33 |
| S2 |
97.31 |
97.31 |
100.91 |
|
| S3 |
93.44 |
95.60 |
100.56 |
|
| S4 |
89.57 |
91.73 |
99.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.87 |
|
2.618 |
107.24 |
|
1.618 |
106.24 |
|
1.000 |
105.62 |
|
0.618 |
105.24 |
|
HIGH |
104.62 |
|
0.618 |
104.24 |
|
0.500 |
104.12 |
|
0.382 |
104.00 |
|
LOW |
103.62 |
|
0.618 |
103.00 |
|
1.000 |
102.62 |
|
1.618 |
102.00 |
|
2.618 |
101.00 |
|
4.250 |
99.37 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.42 |
104.30 |
| PP |
104.27 |
104.02 |
| S1 |
104.12 |
103.75 |
|