NYMEX Light Sweet Crude Oil Future June 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 |
106.01 |
107.21 |
1.20 |
1.1% |
110.71 |
| High |
107.47 |
108.20 |
0.73 |
0.7% |
111.30 |
| Low |
105.43 |
106.86 |
1.43 |
1.4% |
105.73 |
| Close |
107.18 |
107.56 |
0.38 |
0.4% |
107.64 |
| Range |
2.04 |
1.34 |
-0.70 |
-34.3% |
5.57 |
| ATR |
2.31 |
2.24 |
-0.07 |
-3.0% |
0.00 |
| Volume |
76,802 |
91,165 |
14,363 |
18.7% |
467,157 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.56 |
110.90 |
108.30 |
|
| R3 |
110.22 |
109.56 |
107.93 |
|
| R2 |
108.88 |
108.88 |
107.81 |
|
| R1 |
108.22 |
108.22 |
107.68 |
108.55 |
| PP |
107.54 |
107.54 |
107.54 |
107.71 |
| S1 |
106.88 |
106.88 |
107.44 |
107.21 |
| S2 |
106.20 |
106.20 |
107.31 |
|
| S3 |
104.86 |
105.54 |
107.19 |
|
| S4 |
103.52 |
104.20 |
106.82 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.93 |
121.86 |
110.70 |
|
| R3 |
119.36 |
116.29 |
109.17 |
|
| R2 |
113.79 |
113.79 |
108.66 |
|
| R1 |
110.72 |
110.72 |
108.15 |
109.47 |
| PP |
108.22 |
108.22 |
108.22 |
107.60 |
| S1 |
105.15 |
105.15 |
107.13 |
103.90 |
| S2 |
102.65 |
102.65 |
106.62 |
|
| S3 |
97.08 |
99.58 |
106.11 |
|
| S4 |
91.51 |
94.01 |
104.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.80 |
105.43 |
4.37 |
4.1% |
2.19 |
2.0% |
49% |
False |
False |
79,336 |
| 10 |
111.30 |
105.43 |
5.87 |
5.5% |
2.41 |
2.2% |
36% |
False |
False |
85,947 |
| 20 |
111.30 |
99.03 |
12.27 |
11.4% |
2.10 |
2.0% |
70% |
False |
False |
81,087 |
| 40 |
111.30 |
96.67 |
14.63 |
13.6% |
2.16 |
2.0% |
74% |
False |
False |
68,735 |
| 60 |
111.30 |
93.40 |
17.90 |
16.6% |
2.17 |
2.0% |
79% |
False |
False |
55,552 |
| 80 |
111.30 |
93.40 |
17.90 |
16.6% |
2.22 |
2.1% |
79% |
False |
False |
50,306 |
| 100 |
111.30 |
85.00 |
26.30 |
24.5% |
2.30 |
2.1% |
86% |
False |
False |
46,214 |
| 120 |
111.30 |
76.65 |
34.65 |
32.2% |
2.41 |
2.2% |
89% |
False |
False |
41,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.90 |
|
2.618 |
111.71 |
|
1.618 |
110.37 |
|
1.000 |
109.54 |
|
0.618 |
109.03 |
|
HIGH |
108.20 |
|
0.618 |
107.69 |
|
0.500 |
107.53 |
|
0.382 |
107.37 |
|
LOW |
106.86 |
|
0.618 |
106.03 |
|
1.000 |
105.52 |
|
1.618 |
104.69 |
|
2.618 |
103.35 |
|
4.250 |
101.17 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.55 |
107.31 |
| PP |
107.54 |
107.06 |
| S1 |
107.53 |
106.82 |
|