NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
108.38 |
107.00 |
-1.38 |
-1.3% |
105.19 |
| High |
109.20 |
107.87 |
-1.33 |
-1.2% |
110.34 |
| Low |
106.75 |
105.30 |
-1.45 |
-1.4% |
105.12 |
| Close |
107.00 |
107.52 |
0.52 |
0.5% |
110.18 |
| Range |
2.45 |
2.57 |
0.12 |
4.9% |
5.22 |
| ATR |
2.19 |
2.21 |
0.03 |
1.2% |
0.00 |
| Volume |
69,578 |
64,585 |
-4,993 |
-7.2% |
331,372 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.61 |
113.63 |
108.93 |
|
| R3 |
112.04 |
111.06 |
108.23 |
|
| R2 |
109.47 |
109.47 |
107.99 |
|
| R1 |
108.49 |
108.49 |
107.76 |
108.98 |
| PP |
106.90 |
106.90 |
106.90 |
107.14 |
| S1 |
105.92 |
105.92 |
107.28 |
106.41 |
| S2 |
104.33 |
104.33 |
107.05 |
|
| S3 |
101.76 |
103.35 |
106.81 |
|
| S4 |
99.19 |
100.78 |
106.11 |
|
|
| 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 |
105.30 |
5.04 |
4.7% |
2.54 |
2.4% |
44% |
False |
True |
75,088 |
| 10 |
110.34 |
101.49 |
8.85 |
8.2% |
2.11 |
2.0% |
68% |
False |
False |
77,583 |
| 20 |
110.34 |
96.26 |
14.08 |
13.1% |
2.05 |
1.9% |
80% |
False |
False |
74,493 |
| 40 |
110.34 |
96.26 |
14.08 |
13.1% |
2.16 |
2.0% |
80% |
False |
False |
54,705 |
| 60 |
110.34 |
93.52 |
16.82 |
15.6% |
2.14 |
2.0% |
83% |
False |
False |
41,714 |
| 80 |
110.34 |
90.61 |
19.73 |
18.4% |
2.17 |
2.0% |
86% |
False |
False |
34,638 |
| 100 |
110.34 |
80.09 |
30.25 |
28.1% |
2.22 |
2.1% |
91% |
False |
False |
30,063 |
| 120 |
110.34 |
76.44 |
33.90 |
31.5% |
2.28 |
2.1% |
92% |
False |
False |
26,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.79 |
|
2.618 |
114.60 |
|
1.618 |
112.03 |
|
1.000 |
110.44 |
|
0.618 |
109.46 |
|
HIGH |
107.87 |
|
0.618 |
106.89 |
|
0.500 |
106.59 |
|
0.382 |
106.28 |
|
LOW |
105.30 |
|
0.618 |
103.71 |
|
1.000 |
102.73 |
|
1.618 |
101.14 |
|
2.618 |
98.57 |
|
4.250 |
94.38 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.21 |
107.78 |
| PP |
106.90 |
107.69 |
| S1 |
106.59 |
107.61 |
|