NYMEX Light Sweet Crude Oil Future September 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 |
107.91 |
108.30 |
0.39 |
0.4% |
106.35 |
| High |
108.48 |
110.87 |
2.39 |
2.2% |
110.60 |
| Low |
106.20 |
107.93 |
1.73 |
1.6% |
106.19 |
| Close |
108.21 |
109.80 |
1.59 |
1.5% |
110.56 |
| Range |
2.28 |
2.94 |
0.66 |
28.9% |
4.41 |
| ATR |
1.70 |
1.79 |
0.09 |
5.2% |
0.00 |
| Volume |
15,626 |
12,487 |
-3,139 |
-20.1% |
86,098 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.35 |
117.02 |
111.42 |
|
| R3 |
115.41 |
114.08 |
110.61 |
|
| R2 |
112.47 |
112.47 |
110.34 |
|
| R1 |
111.14 |
111.14 |
110.07 |
111.81 |
| PP |
109.53 |
109.53 |
109.53 |
109.87 |
| S1 |
108.20 |
108.20 |
109.53 |
108.87 |
| S2 |
106.59 |
106.59 |
109.26 |
|
| S3 |
103.65 |
105.26 |
108.99 |
|
| S4 |
100.71 |
102.32 |
108.18 |
|
|
| 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 |
123.37 |
|
2.618 |
118.57 |
|
1.618 |
115.63 |
|
1.000 |
113.81 |
|
0.618 |
112.69 |
|
HIGH |
110.87 |
|
0.618 |
109.75 |
|
0.500 |
109.40 |
|
0.382 |
109.05 |
|
LOW |
107.93 |
|
0.618 |
106.11 |
|
1.000 |
104.99 |
|
1.618 |
103.17 |
|
2.618 |
100.23 |
|
4.250 |
95.44 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.67 |
109.38 |
| PP |
109.53 |
108.96 |
| S1 |
109.40 |
108.54 |
|