NYMEX Light Sweet Crude Oil Future June 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 |
109.65 |
107.90 |
-1.75 |
-1.6% |
110.71 |
| High |
109.80 |
108.24 |
-1.56 |
-1.4% |
111.30 |
| Low |
106.73 |
106.38 |
-0.35 |
-0.3% |
105.73 |
| Close |
107.64 |
107.63 |
-0.01 |
0.0% |
107.64 |
| Range |
3.07 |
1.86 |
-1.21 |
-39.4% |
5.57 |
| ATR |
2.34 |
2.30 |
-0.03 |
-1.5% |
0.00 |
| Volume |
100,551 |
70,922 |
-29,629 |
-29.5% |
467,157 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.00 |
112.17 |
108.65 |
|
| R3 |
111.14 |
110.31 |
108.14 |
|
| R2 |
109.28 |
109.28 |
107.97 |
|
| R1 |
108.45 |
108.45 |
107.80 |
107.94 |
| PP |
107.42 |
107.42 |
107.42 |
107.16 |
| S1 |
106.59 |
106.59 |
107.46 |
106.08 |
| S2 |
105.56 |
105.56 |
107.29 |
|
| S3 |
103.70 |
104.73 |
107.12 |
|
| S4 |
101.84 |
102.87 |
106.61 |
|
|
| 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% |
2.75 |
2.6% |
34% |
False |
False |
84,375 |
| 10 |
111.30 |
105.49 |
5.81 |
5.4% |
2.42 |
2.3% |
37% |
False |
False |
88,841 |
| 20 |
111.30 |
97.70 |
13.60 |
12.6% |
2.10 |
2.0% |
73% |
False |
False |
84,301 |
| 40 |
111.30 |
96.67 |
14.63 |
13.6% |
2.15 |
2.0% |
75% |
False |
False |
66,126 |
| 60 |
111.30 |
93.40 |
17.90 |
16.6% |
2.20 |
2.0% |
79% |
False |
False |
53,355 |
| 80 |
111.30 |
93.40 |
17.90 |
16.6% |
2.23 |
2.1% |
79% |
False |
False |
48,624 |
| 100 |
111.30 |
84.37 |
26.93 |
25.0% |
2.31 |
2.1% |
86% |
False |
False |
44,719 |
| 120 |
111.30 |
76.65 |
34.65 |
32.2% |
2.41 |
2.2% |
89% |
False |
False |
40,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.15 |
|
2.618 |
113.11 |
|
1.618 |
111.25 |
|
1.000 |
110.10 |
|
0.618 |
109.39 |
|
HIGH |
108.24 |
|
0.618 |
107.53 |
|
0.500 |
107.31 |
|
0.382 |
107.09 |
|
LOW |
106.38 |
|
0.618 |
105.23 |
|
1.000 |
104.52 |
|
1.618 |
103.37 |
|
2.618 |
101.51 |
|
4.250 |
98.48 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.52 |
108.84 |
| PP |
107.42 |
108.44 |
| S1 |
107.31 |
108.03 |
|