NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.75 |
106.75 |
-2.00 |
-1.8% |
109.67 |
| High |
109.03 |
107.42 |
-1.61 |
-1.5% |
110.55 |
| Low |
105.80 |
105.50 |
-0.30 |
-0.3% |
104.84 |
| Close |
106.70 |
106.72 |
0.02 |
0.0% |
106.70 |
| Range |
3.23 |
1.92 |
-1.31 |
-40.6% |
5.71 |
| ATR |
2.46 |
2.42 |
-0.04 |
-1.6% |
0.00 |
| Volume |
282,646 |
221,830 |
-60,816 |
-21.5% |
1,511,285 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.31 |
111.43 |
107.78 |
|
| R3 |
110.39 |
109.51 |
107.25 |
|
| R2 |
108.47 |
108.47 |
107.07 |
|
| R1 |
107.59 |
107.59 |
106.90 |
107.07 |
| PP |
106.55 |
106.55 |
106.55 |
106.29 |
| S1 |
105.67 |
105.67 |
106.54 |
105.15 |
| S2 |
104.63 |
104.63 |
106.37 |
|
| S3 |
102.71 |
103.75 |
106.19 |
|
| S4 |
100.79 |
101.83 |
105.66 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.49 |
121.31 |
109.84 |
|
| R3 |
118.78 |
115.60 |
108.27 |
|
| R2 |
113.07 |
113.07 |
107.75 |
|
| R1 |
109.89 |
109.89 |
107.22 |
108.63 |
| PP |
107.36 |
107.36 |
107.36 |
106.73 |
| S1 |
104.18 |
104.18 |
106.18 |
102.92 |
| S2 |
101.65 |
101.65 |
105.65 |
|
| S3 |
95.94 |
98.47 |
105.13 |
|
| S4 |
90.23 |
92.76 |
103.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.55 |
104.84 |
5.71 |
5.4% |
2.85 |
2.7% |
33% |
False |
False |
293,799 |
| 10 |
110.55 |
104.61 |
5.94 |
5.6% |
2.50 |
2.3% |
36% |
False |
False |
283,052 |
| 20 |
110.55 |
96.33 |
14.22 |
13.3% |
2.24 |
2.1% |
73% |
False |
False |
213,389 |
| 40 |
110.55 |
95.81 |
14.74 |
13.8% |
2.29 |
2.1% |
74% |
False |
False |
136,577 |
| 60 |
110.55 |
93.27 |
17.28 |
16.2% |
2.33 |
2.2% |
78% |
False |
False |
99,710 |
| 80 |
110.55 |
93.27 |
17.28 |
16.2% |
2.32 |
2.2% |
78% |
False |
False |
79,228 |
| 100 |
110.55 |
84.22 |
26.33 |
24.7% |
2.35 |
2.2% |
85% |
False |
False |
66,282 |
| 120 |
110.55 |
76.15 |
34.40 |
32.2% |
2.44 |
2.3% |
89% |
False |
False |
56,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.58 |
|
2.618 |
112.45 |
|
1.618 |
110.53 |
|
1.000 |
109.34 |
|
0.618 |
108.61 |
|
HIGH |
107.42 |
|
0.618 |
106.69 |
|
0.500 |
106.46 |
|
0.382 |
106.23 |
|
LOW |
105.50 |
|
0.618 |
104.31 |
|
1.000 |
103.58 |
|
1.618 |
102.39 |
|
2.618 |
100.47 |
|
4.250 |
97.34 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.63 |
108.03 |
| PP |
106.55 |
107.59 |
| S1 |
106.46 |
107.16 |
|