NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.14 |
107.51 |
0.37 |
0.3% |
110.26 |
| High |
107.84 |
107.71 |
-0.13 |
-0.1% |
110.95 |
| Low |
105.94 |
105.01 |
-0.93 |
-0.9% |
105.30 |
| Close |
107.18 |
105.21 |
-1.97 |
-1.8% |
107.17 |
| Range |
1.90 |
2.70 |
0.80 |
42.1% |
5.65 |
| ATR |
2.36 |
2.38 |
0.02 |
1.0% |
0.00 |
| Volume |
65,743 |
65,165 |
-578 |
-0.9% |
403,744 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.08 |
112.34 |
106.70 |
|
| R3 |
111.38 |
109.64 |
105.95 |
|
| R2 |
108.68 |
108.68 |
105.71 |
|
| R1 |
106.94 |
106.94 |
105.46 |
106.46 |
| PP |
105.98 |
105.98 |
105.98 |
105.74 |
| S1 |
104.24 |
104.24 |
104.96 |
103.76 |
| S2 |
103.28 |
103.28 |
104.72 |
|
| S3 |
100.58 |
101.54 |
104.47 |
|
| S4 |
97.88 |
98.84 |
103.73 |
|
|
| 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 |
105.01 |
5.94 |
5.6% |
2.85 |
2.7% |
3% |
False |
True |
78,522 |
| 10 |
110.95 |
105.01 |
5.94 |
5.6% |
2.55 |
2.4% |
3% |
False |
True |
78,192 |
| 20 |
110.95 |
97.00 |
13.95 |
13.3% |
2.23 |
2.1% |
59% |
False |
False |
80,200 |
| 40 |
110.95 |
96.26 |
14.69 |
14.0% |
2.23 |
2.1% |
61% |
False |
False |
60,329 |
| 60 |
110.95 |
93.52 |
17.43 |
16.6% |
2.22 |
2.1% |
67% |
False |
False |
46,365 |
| 80 |
110.95 |
93.52 |
17.43 |
16.6% |
2.23 |
2.1% |
67% |
False |
False |
38,213 |
| 100 |
110.95 |
84.30 |
26.65 |
25.3% |
2.23 |
2.1% |
78% |
False |
False |
32,975 |
| 120 |
110.95 |
76.44 |
34.51 |
32.8% |
2.32 |
2.2% |
83% |
False |
False |
28,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.19 |
|
2.618 |
114.78 |
|
1.618 |
112.08 |
|
1.000 |
110.41 |
|
0.618 |
109.38 |
|
HIGH |
107.71 |
|
0.618 |
106.68 |
|
0.500 |
106.36 |
|
0.382 |
106.04 |
|
LOW |
105.01 |
|
0.618 |
103.34 |
|
1.000 |
102.31 |
|
1.618 |
100.64 |
|
2.618 |
97.94 |
|
4.250 |
93.54 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.36 |
107.21 |
| PP |
105.98 |
106.54 |
| S1 |
105.59 |
105.88 |
|