NYMEX Light Sweet Crude Oil Future August 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 |
110.50 |
109.31 |
-1.19 |
-1.1% |
106.30 |
| High |
110.50 |
109.85 |
-0.65 |
-0.6% |
110.78 |
| Low |
109.00 |
107.84 |
-1.16 |
-1.1% |
106.10 |
| Close |
109.76 |
107.86 |
-1.90 |
-1.7% |
110.73 |
| Range |
1.50 |
2.01 |
0.51 |
34.0% |
4.68 |
| ATR |
1.71 |
1.73 |
0.02 |
1.2% |
0.00 |
| Volume |
40,537 |
19,163 |
-21,374 |
-52.7% |
72,678 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.55 |
113.21 |
108.97 |
|
| R3 |
112.54 |
111.20 |
108.41 |
|
| R2 |
110.53 |
110.53 |
108.23 |
|
| R1 |
109.19 |
109.19 |
108.04 |
108.86 |
| PP |
108.52 |
108.52 |
108.52 |
108.35 |
| S1 |
107.18 |
107.18 |
107.68 |
106.85 |
| S2 |
106.51 |
106.51 |
107.49 |
|
| S3 |
104.50 |
105.17 |
107.31 |
|
| S4 |
102.49 |
103.16 |
106.75 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.24 |
121.67 |
113.30 |
|
| R3 |
118.56 |
116.99 |
112.02 |
|
| R2 |
113.88 |
113.88 |
111.59 |
|
| R1 |
112.31 |
112.31 |
111.16 |
113.10 |
| PP |
109.20 |
109.20 |
109.20 |
109.60 |
| S1 |
107.63 |
107.63 |
110.30 |
108.42 |
| S2 |
104.52 |
104.52 |
109.87 |
|
| S3 |
99.84 |
102.95 |
109.44 |
|
| S4 |
95.16 |
98.27 |
108.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.78 |
106.90 |
3.88 |
3.6% |
1.78 |
1.6% |
25% |
False |
False |
21,771 |
| 10 |
110.78 |
102.90 |
7.88 |
7.3% |
1.49 |
1.4% |
63% |
False |
False |
18,064 |
| 20 |
110.78 |
97.37 |
13.41 |
12.4% |
1.60 |
1.5% |
78% |
False |
False |
16,001 |
| 40 |
110.78 |
97.37 |
13.41 |
12.4% |
1.54 |
1.4% |
78% |
False |
False |
11,543 |
| 60 |
110.78 |
93.40 |
17.38 |
16.1% |
1.53 |
1.4% |
83% |
False |
False |
8,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.39 |
|
2.618 |
115.11 |
|
1.618 |
113.10 |
|
1.000 |
111.86 |
|
0.618 |
111.09 |
|
HIGH |
109.85 |
|
0.618 |
109.08 |
|
0.500 |
108.85 |
|
0.382 |
108.61 |
|
LOW |
107.84 |
|
0.618 |
106.60 |
|
1.000 |
105.83 |
|
1.618 |
104.59 |
|
2.618 |
102.58 |
|
4.250 |
99.30 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.85 |
109.31 |
| PP |
108.52 |
108.83 |
| S1 |
108.19 |
108.34 |
|