NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
105.53 |
106.65 |
1.12 |
1.1% |
110.26 |
| High |
107.00 |
107.67 |
0.67 |
0.6% |
110.95 |
| Low |
104.88 |
106.33 |
1.45 |
1.4% |
105.30 |
| Close |
106.65 |
107.06 |
0.41 |
0.4% |
107.17 |
| Range |
2.12 |
1.34 |
-0.78 |
-36.8% |
5.65 |
| ATR |
2.37 |
2.29 |
-0.07 |
-3.1% |
0.00 |
| Volume |
107,263 |
120,997 |
13,734 |
12.8% |
403,744 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.04 |
110.39 |
107.80 |
|
| R3 |
109.70 |
109.05 |
107.43 |
|
| R2 |
108.36 |
108.36 |
107.31 |
|
| R1 |
107.71 |
107.71 |
107.18 |
108.04 |
| PP |
107.02 |
107.02 |
107.02 |
107.18 |
| S1 |
106.37 |
106.37 |
106.94 |
106.70 |
| S2 |
105.68 |
105.68 |
106.81 |
|
| S3 |
104.34 |
105.03 |
106.69 |
|
| S4 |
103.00 |
103.69 |
106.32 |
|
|
| 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 |
109.41 |
104.88 |
4.53 |
4.2% |
2.24 |
2.1% |
48% |
False |
False |
93,590 |
| 10 |
110.95 |
104.88 |
6.07 |
5.7% |
2.47 |
2.3% |
36% |
False |
False |
86,168 |
| 20 |
110.95 |
98.38 |
12.57 |
11.7% |
2.16 |
2.0% |
69% |
False |
False |
80,755 |
| 40 |
110.95 |
96.26 |
14.69 |
13.7% |
2.23 |
2.1% |
74% |
False |
False |
64,538 |
| 60 |
110.95 |
93.52 |
17.43 |
16.3% |
2.19 |
2.0% |
78% |
False |
False |
49,249 |
| 80 |
110.95 |
93.52 |
17.43 |
16.3% |
2.20 |
2.1% |
78% |
False |
False |
40,686 |
| 100 |
110.95 |
84.95 |
26.00 |
24.3% |
2.23 |
2.1% |
85% |
False |
False |
35,014 |
| 120 |
110.95 |
76.44 |
34.51 |
32.2% |
2.32 |
2.2% |
89% |
False |
False |
30,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.37 |
|
2.618 |
111.18 |
|
1.618 |
109.84 |
|
1.000 |
109.01 |
|
0.618 |
108.50 |
|
HIGH |
107.67 |
|
0.618 |
107.16 |
|
0.500 |
107.00 |
|
0.382 |
106.84 |
|
LOW |
106.33 |
|
0.618 |
105.50 |
|
1.000 |
104.99 |
|
1.618 |
104.16 |
|
2.618 |
102.82 |
|
4.250 |
100.64 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.04 |
106.81 |
| PP |
107.02 |
106.55 |
| S1 |
107.00 |
106.30 |
|