NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
108.92 |
107.41 |
-1.51 |
-1.4% |
105.49 |
| High |
109.65 |
108.29 |
-1.36 |
-1.2% |
110.68 |
| Low |
107.18 |
105.73 |
-1.45 |
-1.4% |
105.49 |
| Close |
107.45 |
107.95 |
0.50 |
0.5% |
110.56 |
| Range |
2.47 |
2.56 |
0.09 |
3.6% |
5.19 |
| ATR |
2.14 |
2.17 |
0.03 |
1.4% |
0.00 |
| Volume |
89,190 |
73,006 |
-16,184 |
-18.1% |
350,332 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.00 |
114.04 |
109.36 |
|
| R3 |
112.44 |
111.48 |
108.65 |
|
| R2 |
109.88 |
109.88 |
108.42 |
|
| R1 |
108.92 |
108.92 |
108.18 |
109.40 |
| PP |
107.32 |
107.32 |
107.32 |
107.57 |
| S1 |
106.36 |
106.36 |
107.72 |
106.84 |
| S2 |
104.76 |
104.76 |
107.48 |
|
| S3 |
102.20 |
103.80 |
107.25 |
|
| S4 |
99.64 |
101.24 |
106.54 |
|
|
| 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 |
105.73 |
4.98 |
4.6% |
2.50 |
2.3% |
45% |
False |
True |
88,528 |
| 10 |
110.71 |
102.05 |
8.66 |
8.0% |
2.08 |
1.9% |
68% |
False |
False |
88,502 |
| 20 |
110.71 |
96.67 |
14.04 |
13.0% |
1.99 |
1.8% |
80% |
False |
False |
80,562 |
| 40 |
110.71 |
96.67 |
14.04 |
13.0% |
2.10 |
1.9% |
80% |
False |
False |
63,001 |
| 60 |
110.71 |
93.40 |
17.31 |
16.0% |
2.13 |
2.0% |
84% |
False |
False |
50,644 |
| 80 |
110.71 |
90.12 |
20.59 |
19.1% |
2.22 |
2.1% |
87% |
False |
False |
46,217 |
| 100 |
110.71 |
80.26 |
30.45 |
28.2% |
2.31 |
2.1% |
91% |
False |
False |
42,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.17 |
|
2.618 |
114.99 |
|
1.618 |
112.43 |
|
1.000 |
110.85 |
|
0.618 |
109.87 |
|
HIGH |
108.29 |
|
0.618 |
107.31 |
|
0.500 |
107.01 |
|
0.382 |
106.71 |
|
LOW |
105.73 |
|
0.618 |
104.15 |
|
1.000 |
103.17 |
|
1.618 |
101.59 |
|
2.618 |
99.03 |
|
4.250 |
94.85 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.64 |
108.22 |
| PP |
107.32 |
108.13 |
| S1 |
107.01 |
108.04 |
|