NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.65 |
107.98 |
1.33 |
1.2% |
110.11 |
| High |
108.20 |
108.90 |
0.70 |
0.6% |
110.87 |
| Low |
106.35 |
107.85 |
1.50 |
1.4% |
106.20 |
| Close |
108.01 |
108.40 |
0.39 |
0.4% |
108.05 |
| Range |
1.85 |
1.05 |
-0.80 |
-43.2% |
4.67 |
| ATR |
1.85 |
1.79 |
-0.06 |
-3.1% |
0.00 |
| Volume |
18,387 |
22,452 |
4,065 |
22.1% |
109,241 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.53 |
111.02 |
108.98 |
|
| R3 |
110.48 |
109.97 |
108.69 |
|
| R2 |
109.43 |
109.43 |
108.59 |
|
| R1 |
108.92 |
108.92 |
108.50 |
109.18 |
| PP |
108.38 |
108.38 |
108.38 |
108.51 |
| S1 |
107.87 |
107.87 |
108.30 |
108.13 |
| S2 |
107.33 |
107.33 |
108.21 |
|
| S3 |
106.28 |
106.82 |
108.11 |
|
| S4 |
105.23 |
105.77 |
107.82 |
|
|
| 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 |
109.80 |
106.31 |
3.49 |
3.2% |
1.85 |
1.7% |
60% |
False |
False |
17,471 |
| 10 |
110.87 |
106.20 |
4.67 |
4.3% |
1.96 |
1.8% |
47% |
False |
False |
20,898 |
| 20 |
110.87 |
100.70 |
10.17 |
9.4% |
1.58 |
1.5% |
76% |
False |
False |
18,478 |
| 40 |
110.87 |
97.59 |
13.28 |
12.3% |
1.60 |
1.5% |
81% |
False |
False |
14,606 |
| 60 |
110.87 |
93.44 |
17.43 |
16.1% |
1.52 |
1.4% |
86% |
False |
False |
11,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.36 |
|
2.618 |
111.65 |
|
1.618 |
110.60 |
|
1.000 |
109.95 |
|
0.618 |
109.55 |
|
HIGH |
108.90 |
|
0.618 |
108.50 |
|
0.500 |
108.38 |
|
0.382 |
108.25 |
|
LOW |
107.85 |
|
0.618 |
107.20 |
|
1.000 |
106.80 |
|
1.618 |
106.15 |
|
2.618 |
105.10 |
|
4.250 |
103.39 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.39 |
108.14 |
| PP |
108.38 |
107.87 |
| S1 |
108.38 |
107.61 |
|