NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.30 |
108.36 |
0.06 |
0.1% |
110.11 |
| High |
108.50 |
108.36 |
-0.14 |
-0.1% |
110.87 |
| Low |
106.80 |
106.31 |
-0.49 |
-0.5% |
106.20 |
| Close |
108.07 |
106.46 |
-1.61 |
-1.5% |
108.05 |
| Range |
1.70 |
2.05 |
0.35 |
20.6% |
4.67 |
| ATR |
1.84 |
1.85 |
0.02 |
0.8% |
0.00 |
| Volume |
17,437 |
9,455 |
-7,982 |
-45.8% |
109,241 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.19 |
111.88 |
107.59 |
|
| R3 |
111.14 |
109.83 |
107.02 |
|
| R2 |
109.09 |
109.09 |
106.84 |
|
| R1 |
107.78 |
107.78 |
106.65 |
107.41 |
| PP |
107.04 |
107.04 |
107.04 |
106.86 |
| S1 |
105.73 |
105.73 |
106.27 |
105.36 |
| S2 |
104.99 |
104.99 |
106.08 |
|
| S3 |
102.94 |
103.68 |
105.90 |
|
| S4 |
100.89 |
101.63 |
105.33 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.38 |
119.89 |
110.62 |
|
| R3 |
117.71 |
115.22 |
109.33 |
|
| R2 |
113.04 |
113.04 |
108.91 |
|
| R1 |
110.55 |
110.55 |
108.48 |
109.46 |
| PP |
108.37 |
108.37 |
108.37 |
107.83 |
| S1 |
105.88 |
105.88 |
107.62 |
104.79 |
| S2 |
103.70 |
103.70 |
107.19 |
|
| S3 |
99.03 |
101.21 |
106.77 |
|
| S4 |
94.36 |
96.54 |
105.48 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.07 |
|
2.618 |
113.73 |
|
1.618 |
111.68 |
|
1.000 |
110.41 |
|
0.618 |
109.63 |
|
HIGH |
108.36 |
|
0.618 |
107.58 |
|
0.500 |
107.34 |
|
0.382 |
107.09 |
|
LOW |
106.31 |
|
0.618 |
105.04 |
|
1.000 |
104.26 |
|
1.618 |
102.99 |
|
2.618 |
100.94 |
|
4.250 |
97.60 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.34 |
108.06 |
| PP |
107.04 |
107.52 |
| S1 |
106.75 |
106.99 |
|