NYMEX Light Sweet Crude Oil Future May 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 |
107.51 |
105.53 |
-1.98 |
-1.8% |
110.26 |
| High |
107.71 |
107.00 |
-0.71 |
-0.7% |
110.95 |
| Low |
105.01 |
104.88 |
-0.13 |
-0.1% |
105.30 |
| Close |
105.21 |
106.65 |
1.44 |
1.4% |
107.17 |
| Range |
2.70 |
2.12 |
-0.58 |
-21.5% |
5.65 |
| ATR |
2.38 |
2.37 |
-0.02 |
-0.8% |
0.00 |
| Volume |
65,165 |
107,263 |
42,098 |
64.6% |
403,744 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.54 |
111.71 |
107.82 |
|
| R3 |
110.42 |
109.59 |
107.23 |
|
| R2 |
108.30 |
108.30 |
107.04 |
|
| R1 |
107.47 |
107.47 |
106.84 |
107.89 |
| PP |
106.18 |
106.18 |
106.18 |
106.38 |
| S1 |
105.35 |
105.35 |
106.46 |
105.77 |
| S2 |
104.06 |
104.06 |
106.26 |
|
| S3 |
101.94 |
103.23 |
106.07 |
|
| S4 |
99.82 |
101.11 |
105.48 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.76 |
121.61 |
110.28 |
|
| R3 |
119.11 |
115.96 |
108.72 |
|
| R2 |
113.46 |
113.46 |
108.21 |
|
| R1 |
110.31 |
110.31 |
107.69 |
109.06 |
| PP |
107.81 |
107.81 |
107.81 |
107.18 |
| S1 |
104.66 |
104.66 |
106.65 |
103.41 |
| S2 |
102.16 |
102.16 |
106.13 |
|
| S3 |
96.51 |
99.01 |
105.62 |
|
| S4 |
90.86 |
93.36 |
104.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.95 |
104.88 |
6.07 |
5.7% |
2.76 |
2.6% |
29% |
False |
True |
87,057 |
| 10 |
110.95 |
104.88 |
6.07 |
5.7% |
2.65 |
2.5% |
29% |
False |
True |
81,073 |
| 20 |
110.95 |
98.38 |
12.57 |
11.8% |
2.18 |
2.0% |
66% |
False |
False |
81,549 |
| 40 |
110.95 |
96.26 |
14.69 |
13.8% |
2.24 |
2.1% |
71% |
False |
False |
62,235 |
| 60 |
110.95 |
93.52 |
17.43 |
16.3% |
2.20 |
2.1% |
75% |
False |
False |
47,619 |
| 80 |
110.95 |
93.52 |
17.43 |
16.3% |
2.22 |
2.1% |
75% |
False |
False |
39,369 |
| 100 |
110.95 |
84.30 |
26.65 |
25.0% |
2.23 |
2.1% |
84% |
False |
False |
33,916 |
| 120 |
110.95 |
76.44 |
34.51 |
32.4% |
2.32 |
2.2% |
88% |
False |
False |
29,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.01 |
|
2.618 |
112.55 |
|
1.618 |
110.43 |
|
1.000 |
109.12 |
|
0.618 |
108.31 |
|
HIGH |
107.00 |
|
0.618 |
106.19 |
|
0.500 |
105.94 |
|
0.382 |
105.69 |
|
LOW |
104.88 |
|
0.618 |
103.57 |
|
1.000 |
102.76 |
|
1.618 |
101.45 |
|
2.618 |
99.33 |
|
4.250 |
95.87 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.41 |
106.55 |
| PP |
106.18 |
106.46 |
| S1 |
105.94 |
106.36 |
|