NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
98.81 |
99.37 |
0.56 |
0.6% |
100.36 |
| High |
98.81 |
100.20 |
1.39 |
1.4% |
102.09 |
| Low |
97.89 |
98.77 |
0.88 |
0.9% |
97.89 |
| Close |
98.60 |
100.20 |
1.60 |
1.6% |
100.20 |
| Range |
0.92 |
1.43 |
0.51 |
55.4% |
4.20 |
| ATR |
1.35 |
1.36 |
0.02 |
1.3% |
0.00 |
| Volume |
5,285 |
6,892 |
1,607 |
30.4% |
24,031 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.01 |
103.54 |
100.99 |
|
| R3 |
102.58 |
102.11 |
100.59 |
|
| R2 |
101.15 |
101.15 |
100.46 |
|
| R1 |
100.68 |
100.68 |
100.33 |
100.92 |
| PP |
99.72 |
99.72 |
99.72 |
99.84 |
| S1 |
99.25 |
99.25 |
100.07 |
99.49 |
| S2 |
98.29 |
98.29 |
99.94 |
|
| S3 |
96.86 |
97.82 |
99.81 |
|
| S4 |
95.43 |
96.39 |
99.41 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.66 |
110.63 |
102.51 |
|
| R3 |
108.46 |
106.43 |
101.36 |
|
| R2 |
104.26 |
104.26 |
100.97 |
|
| R1 |
102.23 |
102.23 |
100.59 |
101.15 |
| PP |
100.06 |
100.06 |
100.06 |
99.52 |
| S1 |
98.03 |
98.03 |
99.82 |
96.95 |
| S2 |
95.86 |
95.86 |
99.43 |
|
| S3 |
91.66 |
93.83 |
99.05 |
|
| S4 |
87.46 |
89.63 |
97.89 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.28 |
|
2.618 |
103.94 |
|
1.618 |
102.51 |
|
1.000 |
101.63 |
|
0.618 |
101.08 |
|
HIGH |
100.20 |
|
0.618 |
99.65 |
|
0.500 |
99.49 |
|
0.382 |
99.32 |
|
LOW |
98.77 |
|
0.618 |
97.89 |
|
1.000 |
97.34 |
|
1.618 |
96.46 |
|
2.618 |
95.03 |
|
4.250 |
92.69 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.96 |
99.90 |
| PP |
99.72 |
99.60 |
| S1 |
99.49 |
99.30 |
|