NYMEX Light Sweet Crude Oil Future June 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 |
107.97 |
109.65 |
1.68 |
1.6% |
110.71 |
| High |
111.30 |
109.80 |
-1.50 |
-1.3% |
111.30 |
| Low |
107.51 |
106.73 |
-0.78 |
-0.7% |
105.73 |
| Close |
109.68 |
107.64 |
-2.04 |
-1.9% |
107.64 |
| Range |
3.79 |
3.07 |
-0.72 |
-19.0% |
5.57 |
| ATR |
2.28 |
2.34 |
0.06 |
2.5% |
0.00 |
| Volume |
88,207 |
100,551 |
12,344 |
14.0% |
467,157 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.27 |
115.52 |
109.33 |
|
| R3 |
114.20 |
112.45 |
108.48 |
|
| R2 |
111.13 |
111.13 |
108.20 |
|
| R1 |
109.38 |
109.38 |
107.92 |
108.72 |
| PP |
108.06 |
108.06 |
108.06 |
107.73 |
| S1 |
106.31 |
106.31 |
107.36 |
105.65 |
| S2 |
104.99 |
104.99 |
107.08 |
|
| S3 |
101.92 |
103.24 |
106.80 |
|
| S4 |
98.85 |
100.17 |
105.95 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.93 |
121.86 |
110.70 |
|
| R3 |
119.36 |
116.29 |
109.17 |
|
| R2 |
113.79 |
113.79 |
108.66 |
|
| R1 |
110.72 |
110.72 |
108.15 |
109.47 |
| PP |
108.22 |
108.22 |
108.22 |
107.60 |
| S1 |
105.15 |
105.15 |
107.13 |
103.90 |
| S2 |
102.65 |
102.65 |
106.62 |
|
| S3 |
97.08 |
99.58 |
106.11 |
|
| S4 |
91.51 |
94.01 |
104.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.30 |
105.73 |
5.57 |
5.2% |
2.87 |
2.7% |
34% |
False |
False |
93,431 |
| 10 |
111.30 |
103.64 |
7.66 |
7.1% |
2.41 |
2.2% |
52% |
False |
False |
88,450 |
| 20 |
111.30 |
97.45 |
13.85 |
12.9% |
2.10 |
2.0% |
74% |
False |
False |
84,460 |
| 40 |
111.30 |
96.67 |
14.63 |
13.6% |
2.16 |
2.0% |
75% |
False |
False |
65,618 |
| 60 |
111.30 |
93.40 |
17.90 |
16.6% |
2.19 |
2.0% |
80% |
False |
False |
52,588 |
| 80 |
111.30 |
93.19 |
18.11 |
16.8% |
2.24 |
2.1% |
80% |
False |
False |
47,978 |
| 100 |
111.30 |
84.11 |
27.19 |
25.3% |
2.31 |
2.1% |
87% |
False |
False |
44,223 |
| 120 |
111.30 |
76.65 |
34.65 |
32.2% |
2.42 |
2.2% |
89% |
False |
False |
40,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.85 |
|
2.618 |
117.84 |
|
1.618 |
114.77 |
|
1.000 |
112.87 |
|
0.618 |
111.70 |
|
HIGH |
109.80 |
|
0.618 |
108.63 |
|
0.500 |
108.27 |
|
0.382 |
107.90 |
|
LOW |
106.73 |
|
0.618 |
104.83 |
|
1.000 |
103.66 |
|
1.618 |
101.76 |
|
2.618 |
98.69 |
|
4.250 |
93.68 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.27 |
108.52 |
| PP |
108.06 |
108.22 |
| S1 |
107.85 |
107.93 |
|