NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
107.15 |
107.09 |
-0.06 |
-0.1% |
102.56 |
| High |
107.62 |
109.58 |
1.96 |
1.8% |
105.29 |
| Low |
106.96 |
106.89 |
-0.07 |
-0.1% |
102.32 |
| Close |
107.55 |
108.99 |
1.44 |
1.3% |
105.04 |
| Range |
0.66 |
2.69 |
2.03 |
307.6% |
2.97 |
| ATR |
1.53 |
1.62 |
0.08 |
5.4% |
0.00 |
| Volume |
18,248 |
15,957 |
-2,291 |
-12.6% |
73,414 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.56 |
115.46 |
110.47 |
|
| R3 |
113.87 |
112.77 |
109.73 |
|
| R2 |
111.18 |
111.18 |
109.48 |
|
| R1 |
110.08 |
110.08 |
109.24 |
110.63 |
| PP |
108.49 |
108.49 |
108.49 |
108.76 |
| S1 |
107.39 |
107.39 |
108.74 |
107.94 |
| S2 |
105.80 |
105.80 |
108.50 |
|
| S3 |
103.11 |
104.70 |
108.25 |
|
| S4 |
100.42 |
102.01 |
107.51 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.13 |
112.05 |
106.67 |
|
| R3 |
110.16 |
109.08 |
105.86 |
|
| R2 |
107.19 |
107.19 |
105.58 |
|
| R1 |
106.11 |
106.11 |
105.31 |
106.65 |
| PP |
104.22 |
104.22 |
104.22 |
104.49 |
| S1 |
103.14 |
103.14 |
104.77 |
103.68 |
| S2 |
101.25 |
101.25 |
104.50 |
|
| S3 |
98.28 |
100.17 |
104.22 |
|
| S4 |
95.31 |
97.20 |
103.41 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.01 |
|
2.618 |
116.62 |
|
1.618 |
113.93 |
|
1.000 |
112.27 |
|
0.618 |
111.24 |
|
HIGH |
109.58 |
|
0.618 |
108.55 |
|
0.500 |
108.24 |
|
0.382 |
107.92 |
|
LOW |
106.89 |
|
0.618 |
105.23 |
|
1.000 |
104.20 |
|
1.618 |
102.54 |
|
2.618 |
99.85 |
|
4.250 |
95.46 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.74 |
108.62 |
| PP |
108.49 |
108.25 |
| S1 |
108.24 |
107.89 |
|