NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.82 |
108.75 |
1.93 |
1.8% |
109.67 |
| High |
110.55 |
109.03 |
-1.52 |
-1.4% |
110.55 |
| Low |
106.55 |
105.80 |
-0.75 |
-0.7% |
104.84 |
| Close |
108.84 |
106.70 |
-2.14 |
-2.0% |
106.70 |
| Range |
4.00 |
3.23 |
-0.77 |
-19.3% |
5.71 |
| ATR |
2.40 |
2.46 |
0.06 |
2.5% |
0.00 |
| Volume |
369,681 |
282,646 |
-87,035 |
-23.5% |
1,511,285 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.87 |
115.01 |
108.48 |
|
| R3 |
113.64 |
111.78 |
107.59 |
|
| R2 |
110.41 |
110.41 |
107.29 |
|
| R1 |
108.55 |
108.55 |
107.00 |
107.87 |
| PP |
107.18 |
107.18 |
107.18 |
106.83 |
| S1 |
105.32 |
105.32 |
106.40 |
104.64 |
| S2 |
103.95 |
103.95 |
106.11 |
|
| S3 |
100.72 |
102.09 |
105.81 |
|
| S4 |
97.49 |
98.86 |
104.92 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.49 |
121.31 |
109.84 |
|
| R3 |
118.78 |
115.60 |
108.27 |
|
| R2 |
113.07 |
113.07 |
107.75 |
|
| R1 |
109.89 |
109.89 |
107.22 |
108.63 |
| PP |
107.36 |
107.36 |
107.36 |
106.73 |
| S1 |
104.18 |
104.18 |
106.18 |
102.92 |
| S2 |
101.65 |
101.65 |
105.65 |
|
| S3 |
95.94 |
98.47 |
105.13 |
|
| S4 |
90.23 |
92.76 |
103.56 |
|
|
| 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 |
5.4% |
2.96 |
2.8% |
33% |
False |
False |
302,257 |
| 10 |
110.55 |
102.55 |
8.00 |
7.5% |
2.50 |
2.3% |
52% |
False |
False |
283,784 |
| 20 |
110.55 |
96.33 |
14.22 |
13.3% |
2.24 |
2.1% |
73% |
False |
False |
206,640 |
| 40 |
110.55 |
95.81 |
14.74 |
13.8% |
2.30 |
2.2% |
74% |
False |
False |
132,118 |
| 60 |
110.55 |
93.27 |
17.28 |
16.2% |
2.31 |
2.2% |
78% |
False |
False |
96,305 |
| 80 |
110.55 |
93.27 |
17.28 |
16.2% |
2.32 |
2.2% |
78% |
False |
False |
76,584 |
| 100 |
110.55 |
83.95 |
26.60 |
24.9% |
2.36 |
2.2% |
86% |
False |
False |
64,133 |
| 120 |
110.55 |
76.15 |
34.40 |
32.2% |
2.46 |
2.3% |
89% |
False |
False |
54,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.76 |
|
2.618 |
117.49 |
|
1.618 |
114.26 |
|
1.000 |
112.26 |
|
0.618 |
111.03 |
|
HIGH |
109.03 |
|
0.618 |
107.80 |
|
0.500 |
107.42 |
|
0.382 |
107.03 |
|
LOW |
105.80 |
|
0.618 |
103.80 |
|
1.000 |
102.57 |
|
1.618 |
100.57 |
|
2.618 |
97.34 |
|
4.250 |
92.07 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.42 |
107.70 |
| PP |
107.18 |
107.36 |
| S1 |
106.94 |
107.03 |
|