NYMEX Light Sweet Crude Oil Future May 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 |
110.26 |
108.38 |
-1.88 |
-1.7% |
105.19 |
| High |
110.26 |
109.20 |
-1.06 |
-1.0% |
110.34 |
| Low |
107.75 |
106.75 |
-1.00 |
-0.9% |
105.12 |
| Close |
109.02 |
107.00 |
-2.02 |
-1.9% |
110.18 |
| Range |
2.51 |
2.45 |
-0.06 |
-2.4% |
5.22 |
| ATR |
2.17 |
2.19 |
0.02 |
0.9% |
0.00 |
| Volume |
72,464 |
69,578 |
-2,886 |
-4.0% |
331,372 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.00 |
113.45 |
108.35 |
|
| R3 |
112.55 |
111.00 |
107.67 |
|
| R2 |
110.10 |
110.10 |
107.45 |
|
| R1 |
108.55 |
108.55 |
107.22 |
108.10 |
| PP |
107.65 |
107.65 |
107.65 |
107.43 |
| S1 |
106.10 |
106.10 |
106.78 |
105.65 |
| S2 |
105.20 |
105.20 |
106.55 |
|
| S3 |
102.75 |
103.65 |
106.33 |
|
| S4 |
100.30 |
101.20 |
105.65 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.21 |
122.41 |
113.05 |
|
| R3 |
118.99 |
117.19 |
111.62 |
|
| R2 |
113.77 |
113.77 |
111.14 |
|
| R1 |
111.97 |
111.97 |
110.66 |
112.87 |
| PP |
108.55 |
108.55 |
108.55 |
109.00 |
| S1 |
106.75 |
106.75 |
109.70 |
107.65 |
| S2 |
103.33 |
103.33 |
109.22 |
|
| S3 |
98.11 |
101.53 |
108.74 |
|
| S4 |
92.89 |
96.31 |
107.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.34 |
105.96 |
4.38 |
4.1% |
2.24 |
2.1% |
24% |
False |
False |
77,863 |
| 10 |
110.34 |
101.20 |
9.14 |
8.5% |
2.00 |
1.9% |
63% |
False |
False |
76,199 |
| 20 |
110.34 |
96.26 |
14.08 |
13.2% |
2.08 |
1.9% |
76% |
False |
False |
73,149 |
| 40 |
110.34 |
96.26 |
14.08 |
13.2% |
2.13 |
2.0% |
76% |
False |
False |
53,397 |
| 60 |
110.34 |
93.52 |
16.82 |
15.7% |
2.13 |
2.0% |
80% |
False |
False |
40,944 |
| 80 |
110.34 |
90.61 |
19.73 |
18.4% |
2.15 |
2.0% |
83% |
False |
False |
34,069 |
| 100 |
110.34 |
78.34 |
32.00 |
29.9% |
2.21 |
2.1% |
90% |
False |
False |
29,514 |
| 120 |
110.34 |
76.44 |
33.90 |
31.7% |
2.28 |
2.1% |
90% |
False |
False |
25,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.61 |
|
2.618 |
115.61 |
|
1.618 |
113.16 |
|
1.000 |
111.65 |
|
0.618 |
110.71 |
|
HIGH |
109.20 |
|
0.618 |
108.26 |
|
0.500 |
107.98 |
|
0.382 |
107.69 |
|
LOW |
106.75 |
|
0.618 |
105.24 |
|
1.000 |
104.30 |
|
1.618 |
102.79 |
|
2.618 |
100.34 |
|
4.250 |
96.34 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.98 |
108.55 |
| PP |
107.65 |
108.03 |
| S1 |
107.33 |
107.52 |
|