NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
108.66 |
109.67 |
1.01 |
0.9% |
104.75 |
| High |
109.95 |
109.77 |
-0.18 |
-0.2% |
109.95 |
| Low |
107.95 |
107.27 |
-0.68 |
-0.6% |
104.61 |
| Close |
109.77 |
108.56 |
-1.21 |
-1.1% |
109.77 |
| Range |
2.00 |
2.50 |
0.50 |
25.0% |
5.34 |
| ATR |
2.22 |
2.24 |
0.02 |
0.9% |
0.00 |
| Volume |
252,985 |
264,116 |
11,131 |
4.4% |
1,097,412 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.03 |
114.80 |
109.94 |
|
| R3 |
113.53 |
112.30 |
109.25 |
|
| R2 |
111.03 |
111.03 |
109.02 |
|
| R1 |
109.80 |
109.80 |
108.79 |
109.17 |
| PP |
108.53 |
108.53 |
108.53 |
108.22 |
| S1 |
107.30 |
107.30 |
108.33 |
106.67 |
| S2 |
106.03 |
106.03 |
108.10 |
|
| S3 |
103.53 |
104.80 |
107.87 |
|
| S4 |
101.03 |
102.30 |
107.19 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.13 |
122.29 |
112.71 |
|
| R3 |
118.79 |
116.95 |
111.24 |
|
| R2 |
113.45 |
113.45 |
110.75 |
|
| R1 |
111.61 |
111.61 |
110.26 |
112.53 |
| PP |
108.11 |
108.11 |
108.11 |
108.57 |
| S1 |
106.27 |
106.27 |
109.28 |
107.19 |
| S2 |
102.77 |
102.77 |
108.79 |
|
| S3 |
97.43 |
100.93 |
108.30 |
|
| S4 |
92.09 |
95.59 |
106.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.95 |
104.61 |
5.34 |
4.9% |
2.15 |
2.0% |
74% |
False |
False |
272,305 |
| 10 |
109.95 |
99.46 |
10.49 |
9.7% |
2.01 |
1.9% |
87% |
False |
False |
213,541 |
| 20 |
109.95 |
95.81 |
14.14 |
13.0% |
2.12 |
2.0% |
90% |
False |
False |
158,068 |
| 40 |
109.95 |
95.81 |
14.14 |
13.0% |
2.19 |
2.0% |
90% |
False |
False |
103,787 |
| 60 |
109.95 |
93.27 |
16.68 |
15.4% |
2.25 |
2.1% |
92% |
False |
False |
76,858 |
| 80 |
109.95 |
89.34 |
20.61 |
19.0% |
2.29 |
2.1% |
93% |
False |
False |
61,677 |
| 100 |
109.95 |
76.15 |
33.80 |
31.1% |
2.34 |
2.2% |
96% |
False |
False |
51,991 |
| 120 |
109.95 |
76.15 |
33.80 |
31.1% |
2.45 |
2.3% |
96% |
False |
False |
44,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.40 |
|
2.618 |
116.32 |
|
1.618 |
113.82 |
|
1.000 |
112.27 |
|
0.618 |
111.32 |
|
HIGH |
109.77 |
|
0.618 |
108.82 |
|
0.500 |
108.52 |
|
0.382 |
108.23 |
|
LOW |
107.27 |
|
0.618 |
105.73 |
|
1.000 |
104.77 |
|
1.618 |
103.23 |
|
2.618 |
100.73 |
|
4.250 |
96.65 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.55 |
108.27 |
| PP |
108.53 |
107.99 |
| S1 |
108.52 |
107.70 |
|