NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
110.71 |
108.92 |
-1.79 |
-1.6% |
105.49 |
| High |
110.71 |
109.65 |
-1.06 |
-1.0% |
110.68 |
| Low |
108.24 |
107.18 |
-1.06 |
-1.0% |
105.49 |
| Close |
109.48 |
107.45 |
-2.03 |
-1.9% |
110.56 |
| Range |
2.47 |
2.47 |
0.00 |
0.0% |
5.19 |
| ATR |
2.11 |
2.14 |
0.03 |
1.2% |
0.00 |
| Volume |
116,203 |
89,190 |
-27,013 |
-23.2% |
350,332 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.50 |
113.95 |
108.81 |
|
| R3 |
113.03 |
111.48 |
108.13 |
|
| R2 |
110.56 |
110.56 |
107.90 |
|
| R1 |
109.01 |
109.01 |
107.68 |
108.55 |
| PP |
108.09 |
108.09 |
108.09 |
107.87 |
| S1 |
106.54 |
106.54 |
107.22 |
106.08 |
| S2 |
105.62 |
105.62 |
107.00 |
|
| S3 |
103.15 |
104.07 |
106.77 |
|
| S4 |
100.68 |
101.60 |
106.09 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.48 |
122.71 |
113.41 |
|
| R3 |
119.29 |
117.52 |
111.99 |
|
| R2 |
114.10 |
114.10 |
111.51 |
|
| R1 |
112.33 |
112.33 |
111.04 |
113.22 |
| PP |
108.91 |
108.91 |
108.91 |
109.35 |
| S1 |
107.14 |
107.14 |
110.08 |
108.03 |
| S2 |
103.72 |
103.72 |
109.61 |
|
| S3 |
98.53 |
101.95 |
109.13 |
|
| S4 |
93.34 |
96.76 |
107.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.71 |
106.47 |
4.24 |
3.9% |
2.21 |
2.1% |
23% |
False |
False |
89,846 |
| 10 |
110.71 |
101.76 |
8.95 |
8.3% |
1.96 |
1.8% |
64% |
False |
False |
85,708 |
| 20 |
110.71 |
96.67 |
14.04 |
13.1% |
2.02 |
1.9% |
77% |
False |
False |
79,204 |
| 40 |
110.71 |
96.67 |
14.04 |
13.1% |
2.08 |
1.9% |
77% |
False |
False |
61,670 |
| 60 |
110.71 |
93.40 |
17.31 |
16.1% |
2.13 |
2.0% |
81% |
False |
False |
50,141 |
| 80 |
110.71 |
90.09 |
20.62 |
19.2% |
2.22 |
2.1% |
84% |
False |
False |
45,649 |
| 100 |
110.71 |
78.63 |
32.08 |
29.9% |
2.30 |
2.1% |
90% |
False |
False |
42,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.15 |
|
2.618 |
116.12 |
|
1.618 |
113.65 |
|
1.000 |
112.12 |
|
0.618 |
111.18 |
|
HIGH |
109.65 |
|
0.618 |
108.71 |
|
0.500 |
108.42 |
|
0.382 |
108.12 |
|
LOW |
107.18 |
|
0.618 |
105.65 |
|
1.000 |
104.71 |
|
1.618 |
103.18 |
|
2.618 |
100.71 |
|
4.250 |
96.68 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.42 |
108.95 |
| PP |
108.09 |
108.45 |
| S1 |
107.77 |
107.95 |
|