NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
106.36 |
107.11 |
0.75 |
0.7% |
103.17 |
| High |
107.73 |
107.55 |
-0.18 |
-0.2% |
105.27 |
| Low |
106.21 |
106.95 |
0.74 |
0.7% |
102.33 |
| Close |
107.57 |
107.50 |
-0.07 |
-0.1% |
105.05 |
| Range |
1.52 |
0.60 |
-0.92 |
-60.5% |
2.94 |
| ATR |
1.36 |
1.30 |
-0.05 |
-3.9% |
0.00 |
| Volume |
8,250 |
10,900 |
2,650 |
32.1% |
35,430 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.13 |
108.92 |
107.83 |
|
| R3 |
108.53 |
108.32 |
107.67 |
|
| R2 |
107.93 |
107.93 |
107.61 |
|
| R1 |
107.72 |
107.72 |
107.56 |
107.83 |
| PP |
107.33 |
107.33 |
107.33 |
107.39 |
| S1 |
107.12 |
107.12 |
107.45 |
107.23 |
| S2 |
106.73 |
106.73 |
107.39 |
|
| S3 |
106.13 |
106.52 |
107.34 |
|
| S4 |
105.53 |
105.92 |
107.17 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.04 |
111.98 |
106.67 |
|
| R3 |
110.10 |
109.04 |
105.86 |
|
| R2 |
107.16 |
107.16 |
105.59 |
|
| R1 |
106.10 |
106.10 |
105.32 |
106.63 |
| PP |
104.22 |
104.22 |
104.22 |
104.48 |
| S1 |
103.16 |
103.16 |
104.78 |
103.69 |
| S2 |
101.28 |
101.28 |
104.51 |
|
| S3 |
98.34 |
100.22 |
104.24 |
|
| S4 |
95.40 |
97.28 |
103.43 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.10 |
|
2.618 |
109.12 |
|
1.618 |
108.52 |
|
1.000 |
108.15 |
|
0.618 |
107.92 |
|
HIGH |
107.55 |
|
0.618 |
107.32 |
|
0.500 |
107.25 |
|
0.382 |
107.18 |
|
LOW |
106.95 |
|
0.618 |
106.58 |
|
1.000 |
106.35 |
|
1.618 |
105.98 |
|
2.618 |
105.38 |
|
4.250 |
104.40 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.42 |
107.03 |
| PP |
107.33 |
106.55 |
| S1 |
107.25 |
106.08 |
|