NYMEX Light Sweet Crude Oil Future May 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 |
107.00 |
107.27 |
0.27 |
0.3% |
105.19 |
| High |
107.87 |
110.95 |
3.08 |
2.9% |
110.34 |
| Low |
105.30 |
107.01 |
1.71 |
1.6% |
105.12 |
| Close |
107.52 |
109.27 |
1.75 |
1.6% |
110.18 |
| Range |
2.57 |
3.94 |
1.37 |
53.3% |
5.22 |
| ATR |
2.21 |
2.34 |
0.12 |
5.6% |
0.00 |
| Volume |
64,585 |
88,332 |
23,747 |
36.8% |
331,372 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.90 |
119.02 |
111.44 |
|
| R3 |
116.96 |
115.08 |
110.35 |
|
| R2 |
113.02 |
113.02 |
109.99 |
|
| R1 |
111.14 |
111.14 |
109.63 |
112.08 |
| PP |
109.08 |
109.08 |
109.08 |
109.55 |
| S1 |
107.20 |
107.20 |
108.91 |
108.14 |
| S2 |
105.14 |
105.14 |
108.55 |
|
| S3 |
101.20 |
103.26 |
108.19 |
|
| S4 |
97.26 |
99.32 |
107.10 |
|
|
| 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 |
110.95 |
105.30 |
5.65 |
5.2% |
2.69 |
2.5% |
70% |
True |
False |
78,746 |
| 10 |
110.95 |
101.72 |
9.23 |
8.4% |
2.32 |
2.1% |
82% |
True |
False |
75,853 |
| 20 |
110.95 |
96.26 |
14.69 |
13.4% |
2.13 |
1.9% |
89% |
True |
False |
76,506 |
| 40 |
110.95 |
96.26 |
14.69 |
13.4% |
2.17 |
2.0% |
89% |
True |
False |
56,555 |
| 60 |
110.95 |
93.52 |
17.43 |
16.0% |
2.18 |
2.0% |
90% |
True |
False |
42,963 |
| 80 |
110.95 |
92.73 |
18.22 |
16.7% |
2.18 |
2.0% |
91% |
True |
False |
35,611 |
| 100 |
110.95 |
82.09 |
28.86 |
26.4% |
2.22 |
2.0% |
94% |
True |
False |
30,845 |
| 120 |
110.95 |
76.44 |
34.51 |
31.6% |
2.30 |
2.1% |
95% |
True |
False |
26,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.70 |
|
2.618 |
121.26 |
|
1.618 |
117.32 |
|
1.000 |
114.89 |
|
0.618 |
113.38 |
|
HIGH |
110.95 |
|
0.618 |
109.44 |
|
0.500 |
108.98 |
|
0.382 |
108.52 |
|
LOW |
107.01 |
|
0.618 |
104.58 |
|
1.000 |
103.07 |
|
1.618 |
100.64 |
|
2.618 |
96.70 |
|
4.250 |
90.27 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.17 |
108.89 |
| PP |
109.08 |
108.51 |
| S1 |
108.98 |
108.13 |
|