NYMEX Light Sweet Crude Oil Future April 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 |
107.11 |
104.93 |
-2.18 |
-2.0% |
109.67 |
| High |
107.34 |
106.55 |
-0.79 |
-0.7% |
110.55 |
| Low |
104.51 |
104.35 |
-0.16 |
-0.2% |
104.84 |
| Close |
104.70 |
106.16 |
1.46 |
1.4% |
106.70 |
| Range |
2.83 |
2.20 |
-0.63 |
-22.3% |
5.71 |
| ATR |
2.45 |
2.43 |
-0.02 |
-0.7% |
0.00 |
| Volume |
313,690 |
307,299 |
-6,391 |
-2.0% |
1,511,285 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.29 |
111.42 |
107.37 |
|
| R3 |
110.09 |
109.22 |
106.77 |
|
| R2 |
107.89 |
107.89 |
106.56 |
|
| R1 |
107.02 |
107.02 |
106.36 |
107.46 |
| PP |
105.69 |
105.69 |
105.69 |
105.90 |
| S1 |
104.82 |
104.82 |
105.96 |
105.26 |
| S2 |
103.49 |
103.49 |
105.76 |
|
| S3 |
101.29 |
102.62 |
105.56 |
|
| S4 |
99.09 |
100.42 |
104.95 |
|
|
| 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 |
104.35 |
6.20 |
5.8% |
2.84 |
2.7% |
29% |
False |
True |
299,029 |
| 10 |
110.55 |
104.35 |
6.20 |
5.8% |
2.71 |
2.5% |
29% |
False |
True |
291,777 |
| 20 |
110.55 |
97.73 |
12.82 |
12.1% |
2.26 |
2.1% |
66% |
False |
False |
232,883 |
| 40 |
110.55 |
95.81 |
14.74 |
13.9% |
2.32 |
2.2% |
70% |
False |
False |
149,732 |
| 60 |
110.55 |
93.27 |
17.28 |
16.3% |
2.31 |
2.2% |
75% |
False |
False |
108,956 |
| 80 |
110.55 |
93.27 |
17.28 |
16.3% |
2.33 |
2.2% |
75% |
False |
False |
86,581 |
| 100 |
110.55 |
84.22 |
26.33 |
24.8% |
2.36 |
2.2% |
83% |
False |
False |
72,227 |
| 120 |
110.55 |
76.15 |
34.40 |
32.4% |
2.45 |
2.3% |
87% |
False |
False |
61,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.90 |
|
2.618 |
112.31 |
|
1.618 |
110.11 |
|
1.000 |
108.75 |
|
0.618 |
107.91 |
|
HIGH |
106.55 |
|
0.618 |
105.71 |
|
0.500 |
105.45 |
|
0.382 |
105.19 |
|
LOW |
104.35 |
|
0.618 |
102.99 |
|
1.000 |
102.15 |
|
1.618 |
100.79 |
|
2.618 |
98.59 |
|
4.250 |
95.00 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.92 |
106.07 |
| PP |
105.69 |
105.98 |
| S1 |
105.45 |
105.89 |
|