NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.49 |
110.59 |
1.10 |
1.0% |
106.15 |
| High |
110.85 |
110.69 |
-0.16 |
-0.1% |
110.85 |
| Low |
109.12 |
108.58 |
-0.54 |
-0.5% |
105.99 |
| Close |
110.76 |
109.75 |
-1.01 |
-0.9% |
110.76 |
| Range |
1.73 |
2.11 |
0.38 |
22.0% |
4.86 |
| ATR |
1.89 |
1.91 |
0.02 |
1.1% |
0.00 |
| Volume |
34,962 |
56,420 |
21,458 |
61.4% |
136,239 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.00 |
114.99 |
110.91 |
|
| R3 |
113.89 |
112.88 |
110.33 |
|
| R2 |
111.78 |
111.78 |
110.14 |
|
| R1 |
110.77 |
110.77 |
109.94 |
110.22 |
| PP |
109.67 |
109.67 |
109.67 |
109.40 |
| S1 |
108.66 |
108.66 |
109.56 |
108.11 |
| S2 |
107.56 |
107.56 |
109.36 |
|
| S3 |
105.45 |
106.55 |
109.17 |
|
| S4 |
103.34 |
104.44 |
108.59 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.78 |
122.13 |
113.43 |
|
| R3 |
118.92 |
117.27 |
112.10 |
|
| R2 |
114.06 |
114.06 |
111.65 |
|
| R1 |
112.41 |
112.41 |
111.21 |
113.24 |
| PP |
109.20 |
109.20 |
109.20 |
109.61 |
| S1 |
107.55 |
107.55 |
110.31 |
108.38 |
| S2 |
104.34 |
104.34 |
109.87 |
|
| S3 |
99.48 |
102.69 |
109.42 |
|
| S4 |
94.62 |
97.83 |
108.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.85 |
105.99 |
4.86 |
4.4% |
1.85 |
1.7% |
77% |
False |
False |
38,531 |
| 10 |
110.85 |
101.58 |
9.27 |
8.4% |
1.55 |
1.4% |
88% |
False |
False |
31,964 |
| 20 |
110.85 |
97.05 |
13.80 |
12.6% |
1.72 |
1.6% |
92% |
False |
False |
27,846 |
| 40 |
110.85 |
97.05 |
13.80 |
12.6% |
1.82 |
1.7% |
92% |
False |
False |
19,182 |
| 60 |
110.85 |
93.45 |
17.40 |
15.9% |
1.81 |
1.6% |
94% |
False |
False |
14,612 |
| 80 |
110.85 |
89.40 |
21.45 |
19.5% |
1.83 |
1.7% |
95% |
False |
False |
12,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.66 |
|
2.618 |
116.21 |
|
1.618 |
114.10 |
|
1.000 |
112.80 |
|
0.618 |
111.99 |
|
HIGH |
110.69 |
|
0.618 |
109.88 |
|
0.500 |
109.64 |
|
0.382 |
109.39 |
|
LOW |
108.58 |
|
0.618 |
107.28 |
|
1.000 |
106.47 |
|
1.618 |
105.17 |
|
2.618 |
103.06 |
|
4.250 |
99.61 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.71 |
109.47 |
| PP |
109.67 |
109.18 |
| S1 |
109.64 |
108.90 |
|