NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
110.59 |
109.50 |
-1.09 |
-1.0% |
106.15 |
| High |
110.69 |
109.92 |
-0.77 |
-0.7% |
110.85 |
| Low |
108.58 |
107.50 |
-1.08 |
-1.0% |
105.99 |
| Close |
109.75 |
107.78 |
-1.97 |
-1.8% |
110.76 |
| Range |
2.11 |
2.42 |
0.31 |
14.7% |
4.86 |
| ATR |
1.91 |
1.94 |
0.04 |
1.9% |
0.00 |
| Volume |
56,420 |
28,178 |
-28,242 |
-50.1% |
136,239 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.66 |
114.14 |
109.11 |
|
| R3 |
113.24 |
111.72 |
108.45 |
|
| R2 |
110.82 |
110.82 |
108.22 |
|
| R1 |
109.30 |
109.30 |
108.00 |
108.85 |
| PP |
108.40 |
108.40 |
108.40 |
108.18 |
| S1 |
106.88 |
106.88 |
107.56 |
106.43 |
| S2 |
105.98 |
105.98 |
107.34 |
|
| S3 |
103.56 |
104.46 |
107.11 |
|
| S4 |
101.14 |
102.04 |
106.45 |
|
|
| 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 |
106.94 |
3.91 |
3.6% |
1.99 |
1.8% |
21% |
False |
False |
33,510 |
| 10 |
110.85 |
102.43 |
8.42 |
7.8% |
1.65 |
1.5% |
64% |
False |
False |
32,398 |
| 20 |
110.85 |
97.05 |
13.80 |
12.8% |
1.79 |
1.7% |
78% |
False |
False |
28,832 |
| 40 |
110.85 |
97.05 |
13.80 |
12.8% |
1.85 |
1.7% |
78% |
False |
False |
19,787 |
| 60 |
110.85 |
93.45 |
17.40 |
16.1% |
1.83 |
1.7% |
82% |
False |
False |
14,968 |
| 80 |
110.85 |
91.53 |
19.32 |
17.9% |
1.84 |
1.7% |
84% |
False |
False |
12,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.21 |
|
2.618 |
116.26 |
|
1.618 |
113.84 |
|
1.000 |
112.34 |
|
0.618 |
111.42 |
|
HIGH |
109.92 |
|
0.618 |
109.00 |
|
0.500 |
108.71 |
|
0.382 |
108.42 |
|
LOW |
107.50 |
|
0.618 |
106.00 |
|
1.000 |
105.08 |
|
1.618 |
103.58 |
|
2.618 |
101.16 |
|
4.250 |
97.22 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.71 |
109.18 |
| PP |
108.40 |
108.71 |
| S1 |
108.09 |
108.25 |
|