NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.31 |
109.92 |
1.61 |
1.5% |
110.59 |
| High |
111.49 |
110.10 |
-1.39 |
-1.2% |
111.49 |
| Low |
107.78 |
107.05 |
-0.73 |
-0.7% |
106.01 |
| Close |
109.93 |
107.96 |
-1.97 |
-1.8% |
107.96 |
| Range |
3.71 |
3.05 |
-0.66 |
-17.8% |
5.48 |
| ATR |
2.11 |
2.18 |
0.07 |
3.2% |
0.00 |
| Volume |
19,436 |
30,315 |
10,879 |
56.0% |
152,649 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.52 |
115.79 |
109.64 |
|
| R3 |
114.47 |
112.74 |
108.80 |
|
| R2 |
111.42 |
111.42 |
108.52 |
|
| R1 |
109.69 |
109.69 |
108.24 |
109.03 |
| PP |
108.37 |
108.37 |
108.37 |
108.04 |
| S1 |
106.64 |
106.64 |
107.68 |
105.98 |
| S2 |
105.32 |
105.32 |
107.40 |
|
| S3 |
102.27 |
103.59 |
107.12 |
|
| S4 |
99.22 |
100.54 |
106.28 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.93 |
121.92 |
110.97 |
|
| R3 |
119.45 |
116.44 |
109.47 |
|
| R2 |
113.97 |
113.97 |
108.96 |
|
| R1 |
110.96 |
110.96 |
108.46 |
109.73 |
| PP |
108.49 |
108.49 |
108.49 |
107.87 |
| S1 |
105.48 |
105.48 |
107.46 |
104.25 |
| S2 |
103.01 |
103.01 |
106.96 |
|
| S3 |
97.53 |
100.00 |
106.45 |
|
| S4 |
92.05 |
94.52 |
104.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.49 |
106.01 |
5.48 |
5.1% |
2.78 |
2.6% |
36% |
False |
False |
30,529 |
| 10 |
111.49 |
104.13 |
7.36 |
6.8% |
2.22 |
2.1% |
52% |
False |
False |
30,893 |
| 20 |
111.49 |
97.86 |
13.63 |
12.6% |
1.89 |
1.7% |
74% |
False |
False |
29,753 |
| 40 |
111.49 |
97.05 |
14.44 |
13.4% |
1.94 |
1.8% |
76% |
False |
False |
20,782 |
| 60 |
111.49 |
93.45 |
18.04 |
16.7% |
1.92 |
1.8% |
80% |
False |
False |
15,704 |
| 80 |
111.49 |
93.12 |
18.37 |
17.0% |
1.93 |
1.8% |
81% |
False |
False |
13,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.06 |
|
2.618 |
118.08 |
|
1.618 |
115.03 |
|
1.000 |
113.15 |
|
0.618 |
111.98 |
|
HIGH |
110.10 |
|
0.618 |
108.93 |
|
0.500 |
108.58 |
|
0.382 |
108.22 |
|
LOW |
107.05 |
|
0.618 |
105.17 |
|
1.000 |
104.00 |
|
1.618 |
102.12 |
|
2.618 |
99.07 |
|
4.250 |
94.09 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.58 |
108.75 |
| PP |
108.37 |
108.49 |
| S1 |
108.17 |
108.22 |
|