NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.02 |
106.01 |
-2.01 |
-1.9% |
110.71 |
| High |
108.14 |
107.47 |
-0.67 |
-0.6% |
111.30 |
| Low |
105.52 |
105.43 |
-0.09 |
-0.1% |
105.73 |
| Close |
105.75 |
107.18 |
1.43 |
1.4% |
107.64 |
| Range |
2.62 |
2.04 |
-0.58 |
-22.1% |
5.57 |
| ATR |
2.33 |
2.31 |
-0.02 |
-0.9% |
0.00 |
| Volume |
57,244 |
76,802 |
19,558 |
34.2% |
467,157 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.81 |
112.04 |
108.30 |
|
| R3 |
110.77 |
110.00 |
107.74 |
|
| R2 |
108.73 |
108.73 |
107.55 |
|
| R1 |
107.96 |
107.96 |
107.37 |
108.35 |
| PP |
106.69 |
106.69 |
106.69 |
106.89 |
| S1 |
105.92 |
105.92 |
106.99 |
106.31 |
| S2 |
104.65 |
104.65 |
106.81 |
|
| S3 |
102.61 |
103.88 |
106.62 |
|
| S4 |
100.57 |
101.84 |
106.06 |
|
|
| 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 |
105.43 |
5.87 |
5.5% |
2.68 |
2.5% |
30% |
False |
True |
78,745 |
| 10 |
111.30 |
105.43 |
5.87 |
5.5% |
2.59 |
2.4% |
30% |
False |
True |
83,636 |
| 20 |
111.30 |
99.03 |
12.27 |
11.4% |
2.12 |
2.0% |
66% |
False |
False |
83,534 |
| 40 |
111.30 |
96.67 |
14.63 |
13.6% |
2.18 |
2.0% |
72% |
False |
False |
67,539 |
| 60 |
111.30 |
93.40 |
17.90 |
16.7% |
2.19 |
2.0% |
77% |
False |
False |
54,572 |
| 80 |
111.30 |
93.40 |
17.90 |
16.7% |
2.24 |
2.1% |
77% |
False |
False |
49,597 |
| 100 |
111.30 |
84.37 |
26.93 |
25.1% |
2.31 |
2.2% |
85% |
False |
False |
45,525 |
| 120 |
111.30 |
76.65 |
34.65 |
32.3% |
2.41 |
2.3% |
88% |
False |
False |
41,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.14 |
|
2.618 |
112.81 |
|
1.618 |
110.77 |
|
1.000 |
109.51 |
|
0.618 |
108.73 |
|
HIGH |
107.47 |
|
0.618 |
106.69 |
|
0.500 |
106.45 |
|
0.382 |
106.21 |
|
LOW |
105.43 |
|
0.618 |
104.17 |
|
1.000 |
103.39 |
|
1.618 |
102.13 |
|
2.618 |
100.09 |
|
4.250 |
96.76 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.94 |
107.07 |
| PP |
106.69 |
106.95 |
| S1 |
106.45 |
106.84 |
|