NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
104.93 |
106.24 |
1.31 |
1.2% |
109.67 |
| High |
106.55 |
107.20 |
0.65 |
0.6% |
110.55 |
| Low |
104.35 |
105.84 |
1.49 |
1.4% |
104.84 |
| Close |
106.16 |
106.58 |
0.42 |
0.4% |
106.70 |
| Range |
2.20 |
1.36 |
-0.84 |
-38.2% |
5.71 |
| ATR |
2.43 |
2.36 |
-0.08 |
-3.2% |
0.00 |
| Volume |
307,299 |
251,117 |
-56,182 |
-18.3% |
1,511,285 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.62 |
109.96 |
107.33 |
|
| R3 |
109.26 |
108.60 |
106.95 |
|
| R2 |
107.90 |
107.90 |
106.83 |
|
| R1 |
107.24 |
107.24 |
106.70 |
107.57 |
| PP |
106.54 |
106.54 |
106.54 |
106.71 |
| S1 |
105.88 |
105.88 |
106.46 |
106.21 |
| S2 |
105.18 |
105.18 |
106.33 |
|
| S3 |
103.82 |
104.52 |
106.21 |
|
| S4 |
102.46 |
103.16 |
105.83 |
|
|
| 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 |
109.03 |
104.35 |
4.68 |
4.4% |
2.31 |
2.2% |
48% |
False |
False |
275,316 |
| 10 |
110.55 |
104.35 |
6.20 |
5.8% |
2.51 |
2.4% |
36% |
False |
False |
285,820 |
| 20 |
110.55 |
97.73 |
12.82 |
12.0% |
2.23 |
2.1% |
69% |
False |
False |
235,986 |
| 40 |
110.55 |
95.81 |
14.74 |
13.8% |
2.30 |
2.2% |
73% |
False |
False |
154,704 |
| 60 |
110.55 |
93.27 |
17.28 |
16.2% |
2.30 |
2.2% |
77% |
False |
False |
112,641 |
| 80 |
110.55 |
93.27 |
17.28 |
16.2% |
2.32 |
2.2% |
77% |
False |
False |
89,497 |
| 100 |
110.55 |
84.82 |
25.73 |
24.1% |
2.35 |
2.2% |
85% |
False |
False |
74,560 |
| 120 |
110.55 |
76.15 |
34.40 |
32.3% |
2.45 |
2.3% |
88% |
False |
False |
63,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.98 |
|
2.618 |
110.76 |
|
1.618 |
109.40 |
|
1.000 |
108.56 |
|
0.618 |
108.04 |
|
HIGH |
107.20 |
|
0.618 |
106.68 |
|
0.500 |
106.52 |
|
0.382 |
106.36 |
|
LOW |
105.84 |
|
0.618 |
105.00 |
|
1.000 |
104.48 |
|
1.618 |
103.64 |
|
2.618 |
102.28 |
|
4.250 |
100.06 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.56 |
106.34 |
| PP |
106.54 |
106.09 |
| S1 |
106.52 |
105.85 |
|