NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.67 |
107.95 |
-1.72 |
-1.6% |
104.75 |
| High |
109.77 |
108.79 |
-0.98 |
-0.9% |
109.95 |
| Low |
107.27 |
106.30 |
-0.97 |
-0.9% |
104.61 |
| Close |
108.56 |
106.55 |
-2.01 |
-1.9% |
109.77 |
| Range |
2.50 |
2.49 |
-0.01 |
-0.4% |
5.34 |
| ATR |
2.24 |
2.25 |
0.02 |
0.8% |
0.00 |
| Volume |
264,116 |
260,802 |
-3,314 |
-1.3% |
1,097,412 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.68 |
113.11 |
107.92 |
|
| R3 |
112.19 |
110.62 |
107.23 |
|
| R2 |
109.70 |
109.70 |
107.01 |
|
| R1 |
108.13 |
108.13 |
106.78 |
107.67 |
| PP |
107.21 |
107.21 |
107.21 |
106.99 |
| S1 |
105.64 |
105.64 |
106.32 |
105.18 |
| S2 |
104.72 |
104.72 |
106.09 |
|
| S3 |
102.23 |
103.15 |
105.87 |
|
| S4 |
99.74 |
100.66 |
105.18 |
|
|
| 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 |
105.45 |
4.50 |
4.2% |
2.28 |
2.1% |
24% |
False |
False |
263,598 |
| 10 |
109.95 |
100.63 |
9.32 |
8.7% |
2.05 |
1.9% |
64% |
False |
False |
228,703 |
| 20 |
109.95 |
95.81 |
14.14 |
13.3% |
2.16 |
2.0% |
76% |
False |
False |
168,873 |
| 40 |
109.95 |
95.81 |
14.14 |
13.3% |
2.22 |
2.1% |
76% |
False |
False |
109,925 |
| 60 |
109.95 |
93.27 |
16.68 |
15.7% |
2.25 |
2.1% |
80% |
False |
False |
80,910 |
| 80 |
109.95 |
90.40 |
19.55 |
18.3% |
2.29 |
2.2% |
83% |
False |
False |
64,853 |
| 100 |
109.95 |
78.03 |
31.92 |
30.0% |
2.34 |
2.2% |
89% |
False |
False |
54,544 |
| 120 |
109.95 |
76.15 |
33.80 |
31.7% |
2.44 |
2.3% |
90% |
False |
False |
46,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.37 |
|
2.618 |
115.31 |
|
1.618 |
112.82 |
|
1.000 |
111.28 |
|
0.618 |
110.33 |
|
HIGH |
108.79 |
|
0.618 |
107.84 |
|
0.500 |
107.55 |
|
0.382 |
107.25 |
|
LOW |
106.30 |
|
0.618 |
104.76 |
|
1.000 |
103.81 |
|
1.618 |
102.27 |
|
2.618 |
99.78 |
|
4.250 |
95.72 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.55 |
108.13 |
| PP |
107.21 |
107.60 |
| S1 |
106.88 |
107.08 |
|