NYMEX Light Sweet Crude Oil Future June 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 |
107.90 |
108.02 |
0.12 |
0.1% |
110.71 |
| High |
108.24 |
108.14 |
-0.10 |
-0.1% |
111.30 |
| Low |
106.38 |
105.52 |
-0.86 |
-0.8% |
105.73 |
| Close |
107.63 |
105.75 |
-1.88 |
-1.7% |
107.64 |
| Range |
1.86 |
2.62 |
0.76 |
40.9% |
5.57 |
| ATR |
2.30 |
2.33 |
0.02 |
1.0% |
0.00 |
| Volume |
70,922 |
57,244 |
-13,678 |
-19.3% |
467,157 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.33 |
112.66 |
107.19 |
|
| R3 |
111.71 |
110.04 |
106.47 |
|
| R2 |
109.09 |
109.09 |
106.23 |
|
| R1 |
107.42 |
107.42 |
105.99 |
106.95 |
| PP |
106.47 |
106.47 |
106.47 |
106.23 |
| S1 |
104.80 |
104.80 |
105.51 |
104.33 |
| S2 |
103.85 |
103.85 |
105.27 |
|
| S3 |
101.23 |
102.18 |
105.03 |
|
| S4 |
98.61 |
99.56 |
104.31 |
|
|
| 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 |
105.52 |
5.78 |
5.5% |
2.78 |
2.6% |
4% |
False |
True |
77,986 |
| 10 |
111.30 |
105.52 |
5.78 |
5.5% |
2.49 |
2.4% |
4% |
False |
True |
83,916 |
| 20 |
111.30 |
97.70 |
13.60 |
12.9% |
2.17 |
2.1% |
59% |
False |
False |
83,430 |
| 40 |
111.30 |
96.67 |
14.63 |
13.8% |
2.17 |
2.1% |
62% |
False |
False |
66,663 |
| 60 |
111.30 |
93.40 |
17.90 |
16.9% |
2.21 |
2.1% |
69% |
False |
False |
53,906 |
| 80 |
111.30 |
93.40 |
17.90 |
16.9% |
2.25 |
2.1% |
69% |
False |
False |
49,029 |
| 100 |
111.30 |
84.37 |
26.93 |
25.5% |
2.31 |
2.2% |
79% |
False |
False |
45,118 |
| 120 |
111.30 |
76.65 |
34.65 |
32.8% |
2.41 |
2.3% |
84% |
False |
False |
40,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.28 |
|
2.618 |
115.00 |
|
1.618 |
112.38 |
|
1.000 |
110.76 |
|
0.618 |
109.76 |
|
HIGH |
108.14 |
|
0.618 |
107.14 |
|
0.500 |
106.83 |
|
0.382 |
106.52 |
|
LOW |
105.52 |
|
0.618 |
103.90 |
|
1.000 |
102.90 |
|
1.618 |
101.28 |
|
2.618 |
98.66 |
|
4.250 |
94.39 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.83 |
107.66 |
| PP |
106.47 |
107.02 |
| S1 |
106.11 |
106.39 |
|