NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.19 |
107.14 |
-2.05 |
-1.9% |
110.26 |
| High |
109.41 |
107.84 |
-1.57 |
-1.4% |
110.95 |
| Low |
106.27 |
105.94 |
-0.33 |
-0.3% |
105.30 |
| Close |
107.17 |
107.18 |
0.01 |
0.0% |
107.17 |
| Range |
3.14 |
1.90 |
-1.24 |
-39.5% |
5.65 |
| ATR |
2.40 |
2.36 |
-0.04 |
-1.5% |
0.00 |
| Volume |
108,785 |
65,743 |
-43,042 |
-39.6% |
403,744 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.69 |
111.83 |
108.23 |
|
| R3 |
110.79 |
109.93 |
107.70 |
|
| R2 |
108.89 |
108.89 |
107.53 |
|
| R1 |
108.03 |
108.03 |
107.35 |
108.46 |
| PP |
106.99 |
106.99 |
106.99 |
107.20 |
| S1 |
106.13 |
106.13 |
107.01 |
106.56 |
| S2 |
105.09 |
105.09 |
106.83 |
|
| S3 |
103.19 |
104.23 |
106.66 |
|
| S4 |
101.29 |
102.33 |
106.14 |
|
|
| 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% |
2.80 |
2.6% |
33% |
False |
False |
79,404 |
| 10 |
110.95 |
105.12 |
5.83 |
5.4% |
2.46 |
2.3% |
35% |
False |
False |
80,085 |
| 20 |
110.95 |
97.00 |
13.95 |
13.0% |
2.16 |
2.0% |
73% |
False |
False |
80,520 |
| 40 |
110.95 |
96.26 |
14.69 |
13.7% |
2.21 |
2.1% |
74% |
False |
False |
59,297 |
| 60 |
110.95 |
93.52 |
17.43 |
16.3% |
2.21 |
2.1% |
78% |
False |
False |
45,513 |
| 80 |
110.95 |
93.52 |
17.43 |
16.3% |
2.21 |
2.1% |
78% |
False |
False |
37,545 |
| 100 |
110.95 |
84.30 |
26.65 |
24.9% |
2.22 |
2.1% |
86% |
False |
False |
32,418 |
| 120 |
110.95 |
76.44 |
34.51 |
32.2% |
2.31 |
2.2% |
89% |
False |
False |
28,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.92 |
|
2.618 |
112.81 |
|
1.618 |
110.91 |
|
1.000 |
109.74 |
|
0.618 |
109.01 |
|
HIGH |
107.84 |
|
0.618 |
107.11 |
|
0.500 |
106.89 |
|
0.382 |
106.67 |
|
LOW |
105.94 |
|
0.618 |
104.77 |
|
1.000 |
104.04 |
|
1.618 |
102.87 |
|
2.618 |
100.97 |
|
4.250 |
97.87 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.08 |
108.45 |
| PP |
106.99 |
108.02 |
| S1 |
106.89 |
107.60 |
|