NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.31 |
108.19 |
-1.12 |
-1.0% |
106.30 |
| High |
109.85 |
108.43 |
-1.42 |
-1.3% |
110.78 |
| Low |
107.84 |
106.17 |
-1.67 |
-1.5% |
106.10 |
| Close |
107.86 |
108.30 |
0.44 |
0.4% |
110.73 |
| Range |
2.01 |
2.26 |
0.25 |
12.4% |
4.68 |
| ATR |
1.73 |
1.77 |
0.04 |
2.2% |
0.00 |
| Volume |
19,163 |
9,522 |
-9,641 |
-50.3% |
72,678 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.41 |
113.62 |
109.54 |
|
| R3 |
112.15 |
111.36 |
108.92 |
|
| R2 |
109.89 |
109.89 |
108.71 |
|
| R1 |
109.10 |
109.10 |
108.51 |
109.50 |
| PP |
107.63 |
107.63 |
107.63 |
107.83 |
| S1 |
106.84 |
106.84 |
108.09 |
107.24 |
| S2 |
105.37 |
105.37 |
107.89 |
|
| S3 |
103.11 |
104.58 |
107.68 |
|
| S4 |
100.85 |
102.32 |
107.06 |
|
|
| 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 |
106.17 |
4.61 |
4.3% |
2.04 |
1.9% |
46% |
False |
True |
20,104 |
| 10 |
110.78 |
103.10 |
7.68 |
7.1% |
1.63 |
1.5% |
68% |
False |
False |
18,300 |
| 20 |
110.78 |
97.37 |
13.41 |
12.4% |
1.58 |
1.5% |
82% |
False |
False |
16,158 |
| 40 |
110.78 |
97.37 |
13.41 |
12.4% |
1.57 |
1.4% |
82% |
False |
False |
11,720 |
| 60 |
110.78 |
93.40 |
17.38 |
16.0% |
1.55 |
1.4% |
86% |
False |
False |
8,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.04 |
|
2.618 |
114.35 |
|
1.618 |
112.09 |
|
1.000 |
110.69 |
|
0.618 |
109.83 |
|
HIGH |
108.43 |
|
0.618 |
107.57 |
|
0.500 |
107.30 |
|
0.382 |
107.03 |
|
LOW |
106.17 |
|
0.618 |
104.77 |
|
1.000 |
103.91 |
|
1.618 |
102.51 |
|
2.618 |
100.25 |
|
4.250 |
96.57 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.97 |
108.34 |
| PP |
107.63 |
108.32 |
| S1 |
107.30 |
108.31 |
|