NYMEX Light Sweet Crude Oil Future April 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 |
106.75 |
107.11 |
0.36 |
0.3% |
109.67 |
| High |
107.42 |
107.34 |
-0.08 |
-0.1% |
110.55 |
| Low |
105.50 |
104.51 |
-0.99 |
-0.9% |
104.84 |
| Close |
106.72 |
104.70 |
-2.02 |
-1.9% |
106.70 |
| Range |
1.92 |
2.83 |
0.91 |
47.4% |
5.71 |
| ATR |
2.42 |
2.45 |
0.03 |
1.2% |
0.00 |
| Volume |
221,830 |
313,690 |
91,860 |
41.4% |
1,511,285 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.01 |
112.18 |
106.26 |
|
| R3 |
111.18 |
109.35 |
105.48 |
|
| R2 |
108.35 |
108.35 |
105.22 |
|
| R1 |
106.52 |
106.52 |
104.96 |
106.02 |
| PP |
105.52 |
105.52 |
105.52 |
105.27 |
| S1 |
103.69 |
103.69 |
104.44 |
103.19 |
| S2 |
102.69 |
102.69 |
104.18 |
|
| S3 |
99.86 |
100.86 |
103.92 |
|
| S4 |
97.03 |
98.03 |
103.14 |
|
|
| 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 |
104.51 |
6.04 |
5.8% |
2.91 |
2.8% |
3% |
False |
True |
304,377 |
| 10 |
110.55 |
104.51 |
6.04 |
5.8% |
2.60 |
2.5% |
3% |
False |
True |
283,987 |
| 20 |
110.55 |
96.33 |
14.22 |
13.6% |
2.31 |
2.2% |
59% |
False |
False |
223,303 |
| 40 |
110.55 |
95.81 |
14.74 |
14.1% |
2.31 |
2.2% |
60% |
False |
False |
143,378 |
| 60 |
110.55 |
93.27 |
17.28 |
16.5% |
2.34 |
2.2% |
66% |
False |
False |
104,649 |
| 80 |
110.55 |
93.27 |
17.28 |
16.5% |
2.34 |
2.2% |
66% |
False |
False |
82,929 |
| 100 |
110.55 |
84.22 |
26.33 |
25.1% |
2.36 |
2.2% |
78% |
False |
False |
69,306 |
| 120 |
110.55 |
76.15 |
34.40 |
32.9% |
2.45 |
2.3% |
83% |
False |
False |
59,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.37 |
|
2.618 |
114.75 |
|
1.618 |
111.92 |
|
1.000 |
110.17 |
|
0.618 |
109.09 |
|
HIGH |
107.34 |
|
0.618 |
106.26 |
|
0.500 |
105.93 |
|
0.382 |
105.59 |
|
LOW |
104.51 |
|
0.618 |
102.76 |
|
1.000 |
101.68 |
|
1.618 |
99.93 |
|
2.618 |
97.10 |
|
4.250 |
92.48 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.93 |
106.77 |
| PP |
105.52 |
106.08 |
| S1 |
105.11 |
105.39 |
|