NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
107.09 |
109.50 |
2.41 |
2.3% |
106.35 |
| High |
109.58 |
110.60 |
1.02 |
0.9% |
110.60 |
| Low |
106.89 |
109.11 |
2.22 |
2.1% |
106.19 |
| Close |
108.99 |
110.56 |
1.57 |
1.4% |
110.56 |
| Range |
2.69 |
1.49 |
-1.20 |
-44.6% |
4.41 |
| ATR |
1.62 |
1.61 |
0.00 |
0.0% |
0.00 |
| Volume |
15,957 |
32,014 |
16,057 |
100.6% |
86,098 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.56 |
114.05 |
111.38 |
|
| R3 |
113.07 |
112.56 |
110.97 |
|
| R2 |
111.58 |
111.58 |
110.83 |
|
| R1 |
111.07 |
111.07 |
110.70 |
111.33 |
| PP |
110.09 |
110.09 |
110.09 |
110.22 |
| S1 |
109.58 |
109.58 |
110.42 |
109.84 |
| S2 |
108.60 |
108.60 |
110.29 |
|
| S3 |
107.11 |
108.09 |
110.15 |
|
| S4 |
105.62 |
106.60 |
109.74 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.35 |
120.86 |
112.99 |
|
| R3 |
117.94 |
116.45 |
111.77 |
|
| R2 |
113.53 |
113.53 |
111.37 |
|
| R1 |
112.04 |
112.04 |
110.96 |
112.79 |
| PP |
109.12 |
109.12 |
109.12 |
109.49 |
| S1 |
107.63 |
107.63 |
110.16 |
108.38 |
| S2 |
104.71 |
104.71 |
109.75 |
|
| S3 |
100.30 |
103.22 |
109.35 |
|
| S4 |
95.89 |
98.81 |
108.13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.93 |
|
2.618 |
114.50 |
|
1.618 |
113.01 |
|
1.000 |
112.09 |
|
0.618 |
111.52 |
|
HIGH |
110.60 |
|
0.618 |
110.03 |
|
0.500 |
109.86 |
|
0.382 |
109.68 |
|
LOW |
109.11 |
|
0.618 |
108.19 |
|
1.000 |
107.62 |
|
1.618 |
106.70 |
|
2.618 |
105.21 |
|
4.250 |
102.78 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
110.33 |
109.96 |
| PP |
110.09 |
109.35 |
| S1 |
109.86 |
108.75 |
|