NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
107.95 |
106.46 |
-1.49 |
-1.4% |
104.75 |
| High |
108.79 |
107.43 |
-1.36 |
-1.3% |
109.95 |
| Low |
106.30 |
104.84 |
-1.46 |
-1.4% |
104.61 |
| Close |
106.55 |
107.07 |
0.52 |
0.5% |
109.77 |
| Range |
2.49 |
2.59 |
0.10 |
4.0% |
5.34 |
| ATR |
2.25 |
2.28 |
0.02 |
1.1% |
0.00 |
| Volume |
260,802 |
334,040 |
73,238 |
28.1% |
1,097,412 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.22 |
113.23 |
108.49 |
|
| R3 |
111.63 |
110.64 |
107.78 |
|
| R2 |
109.04 |
109.04 |
107.54 |
|
| R1 |
108.05 |
108.05 |
107.31 |
108.55 |
| PP |
106.45 |
106.45 |
106.45 |
106.69 |
| S1 |
105.46 |
105.46 |
106.83 |
105.96 |
| S2 |
103.86 |
103.86 |
106.60 |
|
| S3 |
101.27 |
102.87 |
106.36 |
|
| S4 |
98.68 |
100.28 |
105.65 |
|
|
| 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 |
104.84 |
5.11 |
4.8% |
2.57 |
2.4% |
44% |
False |
True |
284,525 |
| 10 |
109.95 |
100.96 |
8.99 |
8.4% |
2.16 |
2.0% |
68% |
False |
False |
250,827 |
| 20 |
109.95 |
95.81 |
14.14 |
13.2% |
2.13 |
2.0% |
80% |
False |
False |
182,672 |
| 40 |
109.95 |
95.81 |
14.14 |
13.2% |
2.24 |
2.1% |
80% |
False |
False |
117,802 |
| 60 |
109.95 |
93.27 |
16.68 |
15.6% |
2.25 |
2.1% |
83% |
False |
False |
86,093 |
| 80 |
109.95 |
90.42 |
19.53 |
18.2% |
2.29 |
2.1% |
85% |
False |
False |
68,771 |
| 100 |
109.95 |
79.93 |
30.02 |
28.0% |
2.34 |
2.2% |
90% |
False |
False |
57,796 |
| 120 |
109.95 |
76.15 |
33.80 |
31.6% |
2.43 |
2.3% |
91% |
False |
False |
49,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.44 |
|
2.618 |
114.21 |
|
1.618 |
111.62 |
|
1.000 |
110.02 |
|
0.618 |
109.03 |
|
HIGH |
107.43 |
|
0.618 |
106.44 |
|
0.500 |
106.14 |
|
0.382 |
105.83 |
|
LOW |
104.84 |
|
0.618 |
103.24 |
|
1.000 |
102.25 |
|
1.618 |
100.65 |
|
2.618 |
98.06 |
|
4.250 |
93.83 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.76 |
107.31 |
| PP |
106.45 |
107.23 |
| S1 |
106.14 |
107.15 |
|