NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.36 |
106.65 |
-1.71 |
-1.6% |
110.11 |
| High |
108.36 |
108.20 |
-0.16 |
-0.1% |
110.87 |
| Low |
106.31 |
106.35 |
0.04 |
0.0% |
106.20 |
| Close |
106.46 |
108.01 |
1.55 |
1.5% |
108.05 |
| Range |
2.05 |
1.85 |
-0.20 |
-9.8% |
4.67 |
| ATR |
1.85 |
1.85 |
0.00 |
0.0% |
0.00 |
| Volume |
9,455 |
18,387 |
8,932 |
94.5% |
109,241 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.07 |
112.39 |
109.03 |
|
| R3 |
111.22 |
110.54 |
108.52 |
|
| R2 |
109.37 |
109.37 |
108.35 |
|
| R1 |
108.69 |
108.69 |
108.18 |
109.03 |
| PP |
107.52 |
107.52 |
107.52 |
107.69 |
| S1 |
106.84 |
106.84 |
107.84 |
107.18 |
| S2 |
105.67 |
105.67 |
107.67 |
|
| S3 |
103.82 |
104.99 |
107.50 |
|
| S4 |
101.97 |
103.14 |
106.99 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.87 |
106.31 |
4.56 |
4.2% |
2.23 |
2.1% |
37% |
False |
False |
15,478 |
| 10 |
110.87 |
106.20 |
4.67 |
4.3% |
2.13 |
2.0% |
39% |
False |
False |
20,249 |
| 20 |
110.87 |
100.70 |
10.17 |
9.4% |
1.59 |
1.5% |
72% |
False |
False |
18,523 |
| 40 |
110.87 |
97.59 |
13.28 |
12.3% |
1.60 |
1.5% |
78% |
False |
False |
14,253 |
| 60 |
110.87 |
93.44 |
17.43 |
16.1% |
1.52 |
1.4% |
84% |
False |
False |
11,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.06 |
|
2.618 |
113.04 |
|
1.618 |
111.19 |
|
1.000 |
110.05 |
|
0.618 |
109.34 |
|
HIGH |
108.20 |
|
0.618 |
107.49 |
|
0.500 |
107.28 |
|
0.382 |
107.06 |
|
LOW |
106.35 |
|
0.618 |
105.21 |
|
1.000 |
104.50 |
|
1.618 |
103.36 |
|
2.618 |
101.51 |
|
4.250 |
98.49 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.77 |
107.81 |
| PP |
107.52 |
107.61 |
| S1 |
107.28 |
107.41 |
|