NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.50 |
110.71 |
1.21 |
1.1% |
105.49 |
| High |
110.68 |
110.71 |
0.03 |
0.0% |
110.68 |
| Low |
108.77 |
108.24 |
-0.53 |
-0.5% |
105.49 |
| Close |
110.56 |
109.48 |
-1.08 |
-1.0% |
110.56 |
| Range |
1.91 |
2.47 |
0.56 |
29.3% |
5.19 |
| ATR |
2.08 |
2.11 |
0.03 |
1.3% |
0.00 |
| Volume |
96,188 |
116,203 |
20,015 |
20.8% |
350,332 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.89 |
115.65 |
110.84 |
|
| R3 |
114.42 |
113.18 |
110.16 |
|
| R2 |
111.95 |
111.95 |
109.93 |
|
| R1 |
110.71 |
110.71 |
109.71 |
110.10 |
| PP |
109.48 |
109.48 |
109.48 |
109.17 |
| S1 |
108.24 |
108.24 |
109.25 |
107.63 |
| S2 |
107.01 |
107.01 |
109.03 |
|
| S3 |
104.54 |
105.77 |
108.80 |
|
| S4 |
102.07 |
103.30 |
108.12 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.48 |
122.71 |
113.41 |
|
| R3 |
119.29 |
117.52 |
111.99 |
|
| R2 |
114.10 |
114.10 |
111.51 |
|
| R1 |
112.33 |
112.33 |
111.04 |
113.22 |
| PP |
108.91 |
108.91 |
108.91 |
109.35 |
| S1 |
107.14 |
107.14 |
110.08 |
108.03 |
| S2 |
103.72 |
103.72 |
109.61 |
|
| S3 |
98.53 |
101.95 |
109.13 |
|
| S4 |
93.34 |
96.76 |
107.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.71 |
105.49 |
5.22 |
4.8% |
2.09 |
1.9% |
76% |
True |
False |
93,307 |
| 10 |
110.71 |
100.82 |
9.89 |
9.0% |
1.87 |
1.7% |
88% |
True |
False |
82,017 |
| 20 |
110.71 |
96.67 |
14.04 |
12.8% |
1.97 |
1.8% |
91% |
True |
False |
76,345 |
| 40 |
110.71 |
96.67 |
14.04 |
12.8% |
2.05 |
1.9% |
91% |
True |
False |
59,851 |
| 60 |
110.71 |
93.40 |
17.31 |
15.8% |
2.13 |
1.9% |
93% |
True |
False |
49,302 |
| 80 |
110.71 |
88.43 |
22.28 |
20.4% |
2.23 |
2.0% |
94% |
True |
False |
44,731 |
| 100 |
110.71 |
76.65 |
34.06 |
31.1% |
2.31 |
2.1% |
96% |
True |
False |
41,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.21 |
|
2.618 |
117.18 |
|
1.618 |
114.71 |
|
1.000 |
113.18 |
|
0.618 |
112.24 |
|
HIGH |
110.71 |
|
0.618 |
109.77 |
|
0.500 |
109.48 |
|
0.382 |
109.18 |
|
LOW |
108.24 |
|
0.618 |
106.71 |
|
1.000 |
105.77 |
|
1.618 |
104.24 |
|
2.618 |
101.77 |
|
4.250 |
97.74 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.48 |
109.18 |
| PP |
109.48 |
108.89 |
| S1 |
109.48 |
108.59 |
|