NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.03 |
110.26 |
1.23 |
1.1% |
105.19 |
| High |
110.34 |
110.26 |
-0.08 |
-0.1% |
110.34 |
| Low |
108.36 |
107.75 |
-0.61 |
-0.6% |
105.12 |
| Close |
110.18 |
109.02 |
-1.16 |
-1.1% |
110.18 |
| Range |
1.98 |
2.51 |
0.53 |
26.8% |
5.22 |
| ATR |
2.14 |
2.17 |
0.03 |
1.2% |
0.00 |
| Volume |
98,771 |
72,464 |
-26,307 |
-26.6% |
331,372 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.54 |
115.29 |
110.40 |
|
| R3 |
114.03 |
112.78 |
109.71 |
|
| R2 |
111.52 |
111.52 |
109.48 |
|
| R1 |
110.27 |
110.27 |
109.25 |
109.64 |
| PP |
109.01 |
109.01 |
109.01 |
108.70 |
| S1 |
107.76 |
107.76 |
108.79 |
107.13 |
| S2 |
106.50 |
106.50 |
108.56 |
|
| S3 |
103.99 |
105.25 |
108.33 |
|
| S4 |
101.48 |
102.74 |
107.64 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.21 |
122.41 |
113.05 |
|
| R3 |
118.99 |
117.19 |
111.62 |
|
| R2 |
113.77 |
113.77 |
111.14 |
|
| R1 |
111.97 |
111.97 |
110.66 |
112.87 |
| PP |
108.55 |
108.55 |
108.55 |
109.00 |
| S1 |
106.75 |
106.75 |
109.70 |
107.65 |
| S2 |
103.33 |
103.33 |
109.22 |
|
| S3 |
98.11 |
101.53 |
108.74 |
|
| S4 |
92.89 |
96.31 |
107.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.34 |
105.12 |
5.22 |
4.8% |
2.12 |
1.9% |
75% |
False |
False |
80,767 |
| 10 |
110.34 |
100.20 |
10.14 |
9.3% |
1.93 |
1.8% |
87% |
False |
False |
75,121 |
| 20 |
110.34 |
96.26 |
14.08 |
12.9% |
2.04 |
1.9% |
91% |
False |
False |
70,990 |
| 40 |
110.34 |
96.26 |
14.08 |
12.9% |
2.10 |
1.9% |
91% |
False |
False |
51,901 |
| 60 |
110.34 |
93.52 |
16.82 |
15.4% |
2.13 |
2.0% |
92% |
False |
False |
40,019 |
| 80 |
110.34 |
88.58 |
21.76 |
20.0% |
2.15 |
2.0% |
94% |
False |
False |
33,274 |
| 100 |
110.34 |
76.44 |
33.90 |
31.1% |
2.22 |
2.0% |
96% |
False |
False |
28,864 |
| 120 |
110.34 |
76.44 |
33.90 |
31.1% |
2.28 |
2.1% |
96% |
False |
False |
25,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.93 |
|
2.618 |
116.83 |
|
1.618 |
114.32 |
|
1.000 |
112.77 |
|
0.618 |
111.81 |
|
HIGH |
110.26 |
|
0.618 |
109.30 |
|
0.500 |
109.01 |
|
0.382 |
108.71 |
|
LOW |
107.75 |
|
0.618 |
106.20 |
|
1.000 |
105.24 |
|
1.618 |
103.69 |
|
2.618 |
101.18 |
|
4.250 |
97.08 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.02 |
108.73 |
| PP |
109.01 |
108.44 |
| S1 |
109.01 |
108.15 |
|