NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.46 |
106.82 |
0.36 |
0.3% |
104.75 |
| High |
107.43 |
110.55 |
3.12 |
2.9% |
109.95 |
| Low |
104.84 |
106.55 |
1.71 |
1.6% |
104.61 |
| Close |
107.07 |
108.84 |
1.77 |
1.7% |
109.77 |
| Range |
2.59 |
4.00 |
1.41 |
54.4% |
5.34 |
| ATR |
2.28 |
2.40 |
0.12 |
5.4% |
0.00 |
| Volume |
334,040 |
369,681 |
35,641 |
10.7% |
1,097,412 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.65 |
118.74 |
111.04 |
|
| R3 |
116.65 |
114.74 |
109.94 |
|
| R2 |
112.65 |
112.65 |
109.57 |
|
| R1 |
110.74 |
110.74 |
109.21 |
111.70 |
| PP |
108.65 |
108.65 |
108.65 |
109.12 |
| S1 |
106.74 |
106.74 |
108.47 |
107.70 |
| S2 |
104.65 |
104.65 |
108.11 |
|
| S3 |
100.65 |
102.74 |
107.74 |
|
| S4 |
96.65 |
98.74 |
106.64 |
|
|
| 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 |
110.55 |
104.84 |
5.71 |
5.2% |
2.72 |
2.5% |
70% |
True |
False |
296,324 |
| 10 |
110.55 |
101.18 |
9.37 |
8.6% |
2.36 |
2.2% |
82% |
True |
False |
270,346 |
| 20 |
110.55 |
95.81 |
14.74 |
13.5% |
2.21 |
2.0% |
88% |
True |
False |
196,445 |
| 40 |
110.55 |
95.81 |
14.74 |
13.5% |
2.26 |
2.1% |
88% |
True |
False |
126,447 |
| 60 |
110.55 |
93.27 |
17.28 |
15.9% |
2.29 |
2.1% |
90% |
True |
False |
91,893 |
| 80 |
110.55 |
92.73 |
17.82 |
16.4% |
2.30 |
2.1% |
90% |
True |
False |
73,244 |
| 100 |
110.55 |
81.97 |
28.58 |
26.3% |
2.35 |
2.2% |
94% |
True |
False |
61,394 |
| 120 |
110.55 |
76.15 |
34.40 |
31.6% |
2.46 |
2.3% |
95% |
True |
False |
52,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.55 |
|
2.618 |
121.02 |
|
1.618 |
117.02 |
|
1.000 |
114.55 |
|
0.618 |
113.02 |
|
HIGH |
110.55 |
|
0.618 |
109.02 |
|
0.500 |
108.55 |
|
0.382 |
108.08 |
|
LOW |
106.55 |
|
0.618 |
104.08 |
|
1.000 |
102.55 |
|
1.618 |
100.08 |
|
2.618 |
96.08 |
|
4.250 |
89.55 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.74 |
108.46 |
| PP |
108.65 |
108.08 |
| S1 |
108.55 |
107.70 |
|