NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.41 |
107.97 |
0.56 |
0.5% |
105.49 |
| High |
108.29 |
111.30 |
3.01 |
2.8% |
110.68 |
| Low |
105.73 |
107.51 |
1.78 |
1.7% |
105.49 |
| Close |
107.95 |
109.68 |
1.73 |
1.6% |
110.56 |
| Range |
2.56 |
3.79 |
1.23 |
48.0% |
5.19 |
| ATR |
2.17 |
2.28 |
0.12 |
5.4% |
0.00 |
| Volume |
73,006 |
88,207 |
15,201 |
20.8% |
350,332 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.87 |
119.06 |
111.76 |
|
| R3 |
117.08 |
115.27 |
110.72 |
|
| R2 |
113.29 |
113.29 |
110.37 |
|
| R1 |
111.48 |
111.48 |
110.03 |
112.39 |
| PP |
109.50 |
109.50 |
109.50 |
109.95 |
| S1 |
107.69 |
107.69 |
109.33 |
108.60 |
| S2 |
105.71 |
105.71 |
108.99 |
|
| S3 |
101.92 |
103.90 |
108.64 |
|
| S4 |
98.13 |
100.11 |
107.60 |
|
|
| 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 |
111.30 |
105.73 |
5.57 |
5.1% |
2.64 |
2.4% |
71% |
True |
False |
92,558 |
| 10 |
111.30 |
102.29 |
9.01 |
8.2% |
2.28 |
2.1% |
82% |
True |
False |
87,120 |
| 20 |
111.30 |
96.67 |
14.63 |
13.3% |
2.07 |
1.9% |
89% |
True |
False |
82,054 |
| 40 |
111.30 |
96.67 |
14.63 |
13.3% |
2.13 |
1.9% |
89% |
True |
False |
64,729 |
| 60 |
111.30 |
93.40 |
17.90 |
16.3% |
2.17 |
2.0% |
91% |
True |
False |
51,442 |
| 80 |
111.30 |
92.49 |
18.81 |
17.1% |
2.22 |
2.0% |
91% |
True |
False |
47,032 |
| 100 |
111.30 |
82.26 |
29.04 |
26.5% |
2.31 |
2.1% |
94% |
True |
False |
43,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.41 |
|
2.618 |
121.22 |
|
1.618 |
117.43 |
|
1.000 |
115.09 |
|
0.618 |
113.64 |
|
HIGH |
111.30 |
|
0.618 |
109.85 |
|
0.500 |
109.41 |
|
0.382 |
108.96 |
|
LOW |
107.51 |
|
0.618 |
105.17 |
|
1.000 |
103.72 |
|
1.618 |
101.38 |
|
2.618 |
97.59 |
|
4.250 |
91.40 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.59 |
109.29 |
| PP |
109.50 |
108.90 |
| S1 |
109.41 |
108.52 |
|