NYMEX Light Sweet Crude Oil Future May 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 |
107.27 |
109.19 |
1.92 |
1.8% |
110.26 |
| High |
110.95 |
109.41 |
-1.54 |
-1.4% |
110.95 |
| Low |
107.01 |
106.27 |
-0.74 |
-0.7% |
105.30 |
| Close |
109.27 |
107.17 |
-2.10 |
-1.9% |
107.17 |
| Range |
3.94 |
3.14 |
-0.80 |
-20.3% |
5.65 |
| ATR |
2.34 |
2.40 |
0.06 |
2.4% |
0.00 |
| Volume |
88,332 |
108,785 |
20,453 |
23.2% |
403,744 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.04 |
115.24 |
108.90 |
|
| R3 |
113.90 |
112.10 |
108.03 |
|
| R2 |
110.76 |
110.76 |
107.75 |
|
| R1 |
108.96 |
108.96 |
107.46 |
108.29 |
| PP |
107.62 |
107.62 |
107.62 |
107.28 |
| S1 |
105.82 |
105.82 |
106.88 |
105.15 |
| S2 |
104.48 |
104.48 |
106.59 |
|
| S3 |
101.34 |
102.68 |
106.31 |
|
| S4 |
98.20 |
99.54 |
105.44 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.76 |
121.61 |
110.28 |
|
| R3 |
119.11 |
115.96 |
108.72 |
|
| R2 |
113.46 |
113.46 |
108.21 |
|
| R1 |
110.31 |
110.31 |
107.69 |
109.06 |
| PP |
107.81 |
107.81 |
107.81 |
107.18 |
| S1 |
104.66 |
104.66 |
106.65 |
103.41 |
| S2 |
102.16 |
102.16 |
106.13 |
|
| S3 |
96.51 |
99.01 |
105.62 |
|
| S4 |
90.86 |
93.36 |
104.06 |
|
|
| 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 |
5.3% |
2.92 |
2.7% |
33% |
False |
False |
80,748 |
| 10 |
110.95 |
103.07 |
7.88 |
7.4% |
2.46 |
2.3% |
52% |
False |
False |
79,689 |
| 20 |
110.95 |
96.97 |
13.98 |
13.0% |
2.16 |
2.0% |
73% |
False |
False |
80,051 |
| 40 |
110.95 |
96.26 |
14.69 |
13.7% |
2.21 |
2.1% |
74% |
False |
False |
58,347 |
| 60 |
110.95 |
93.52 |
17.43 |
16.3% |
2.20 |
2.1% |
78% |
False |
False |
44,582 |
| 80 |
110.95 |
93.52 |
17.43 |
16.3% |
2.21 |
2.1% |
78% |
False |
False |
36,804 |
| 100 |
110.95 |
84.03 |
26.92 |
25.1% |
2.23 |
2.1% |
86% |
False |
False |
31,825 |
| 120 |
110.95 |
76.44 |
34.51 |
32.2% |
2.31 |
2.2% |
89% |
False |
False |
27,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.76 |
|
2.618 |
117.63 |
|
1.618 |
114.49 |
|
1.000 |
112.55 |
|
0.618 |
111.35 |
|
HIGH |
109.41 |
|
0.618 |
108.21 |
|
0.500 |
107.84 |
|
0.382 |
107.47 |
|
LOW |
106.27 |
|
0.618 |
104.33 |
|
1.000 |
103.13 |
|
1.618 |
101.19 |
|
2.618 |
98.05 |
|
4.250 |
92.93 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.84 |
108.13 |
| PP |
107.62 |
107.81 |
| S1 |
107.39 |
107.49 |
|