NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.19 |
108.56 |
0.37 |
0.3% |
106.30 |
| High |
108.43 |
111.38 |
2.95 |
2.7% |
110.78 |
| Low |
106.17 |
107.96 |
1.79 |
1.7% |
106.10 |
| Close |
108.30 |
109.94 |
1.64 |
1.5% |
110.73 |
| Range |
2.26 |
3.42 |
1.16 |
51.3% |
4.68 |
| ATR |
1.77 |
1.89 |
0.12 |
6.6% |
0.00 |
| Volume |
9,522 |
9,218 |
-304 |
-3.2% |
72,678 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.02 |
118.40 |
111.82 |
|
| R3 |
116.60 |
114.98 |
110.88 |
|
| R2 |
113.18 |
113.18 |
110.57 |
|
| R1 |
111.56 |
111.56 |
110.25 |
112.37 |
| PP |
109.76 |
109.76 |
109.76 |
110.17 |
| S1 |
108.14 |
108.14 |
109.63 |
108.95 |
| S2 |
106.34 |
106.34 |
109.31 |
|
| S3 |
102.92 |
104.72 |
109.00 |
|
| S4 |
99.50 |
101.30 |
108.06 |
|
|
| 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 |
111.38 |
106.17 |
5.21 |
4.7% |
2.16 |
2.0% |
72% |
True |
False |
19,408 |
| 10 |
111.38 |
103.15 |
8.23 |
7.5% |
1.86 |
1.7% |
83% |
True |
False |
17,983 |
| 20 |
111.38 |
97.37 |
14.01 |
12.7% |
1.65 |
1.5% |
90% |
True |
False |
16,208 |
| 40 |
111.38 |
97.37 |
14.01 |
12.7% |
1.59 |
1.4% |
90% |
True |
False |
11,861 |
| 60 |
111.38 |
93.40 |
17.98 |
16.4% |
1.58 |
1.4% |
92% |
True |
False |
9,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.92 |
|
2.618 |
120.33 |
|
1.618 |
116.91 |
|
1.000 |
114.80 |
|
0.618 |
113.49 |
|
HIGH |
111.38 |
|
0.618 |
110.07 |
|
0.500 |
109.67 |
|
0.382 |
109.27 |
|
LOW |
107.96 |
|
0.618 |
105.85 |
|
1.000 |
104.54 |
|
1.618 |
102.43 |
|
2.618 |
99.01 |
|
4.250 |
93.43 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.85 |
109.55 |
| PP |
109.76 |
109.16 |
| S1 |
109.67 |
108.78 |
|