NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.50 |
107.82 |
-1.68 |
-1.5% |
106.15 |
| High |
109.92 |
108.61 |
-1.31 |
-1.2% |
110.85 |
| Low |
107.50 |
106.01 |
-1.49 |
-1.4% |
105.99 |
| Close |
107.78 |
108.25 |
0.47 |
0.4% |
110.76 |
| Range |
2.42 |
2.60 |
0.18 |
7.4% |
4.86 |
| ATR |
1.94 |
1.99 |
0.05 |
2.4% |
0.00 |
| Volume |
28,178 |
18,300 |
-9,878 |
-35.1% |
136,239 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.42 |
114.44 |
109.68 |
|
| R3 |
112.82 |
111.84 |
108.97 |
|
| R2 |
110.22 |
110.22 |
108.73 |
|
| R1 |
109.24 |
109.24 |
108.49 |
109.73 |
| PP |
107.62 |
107.62 |
107.62 |
107.87 |
| S1 |
106.64 |
106.64 |
108.01 |
107.13 |
| S2 |
105.02 |
105.02 |
107.77 |
|
| S3 |
102.42 |
104.04 |
107.54 |
|
| S4 |
99.82 |
101.44 |
106.82 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.78 |
122.13 |
113.43 |
|
| R3 |
118.92 |
117.27 |
112.10 |
|
| R2 |
114.06 |
114.06 |
111.65 |
|
| R1 |
112.41 |
112.41 |
111.21 |
113.24 |
| PP |
109.20 |
109.20 |
109.20 |
109.61 |
| S1 |
107.55 |
107.55 |
110.31 |
108.38 |
| S2 |
104.34 |
104.34 |
109.87 |
|
| S3 |
99.48 |
102.69 |
109.42 |
|
| S4 |
94.62 |
97.83 |
108.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.85 |
106.01 |
4.84 |
4.5% |
2.32 |
2.1% |
46% |
False |
True |
31,564 |
| 10 |
110.85 |
102.88 |
7.97 |
7.4% |
1.80 |
1.7% |
67% |
False |
False |
32,236 |
| 20 |
110.85 |
97.05 |
13.80 |
12.7% |
1.77 |
1.6% |
81% |
False |
False |
29,210 |
| 40 |
110.85 |
97.05 |
13.80 |
12.7% |
1.89 |
1.7% |
81% |
False |
False |
20,114 |
| 60 |
110.85 |
93.45 |
17.40 |
16.1% |
1.85 |
1.7% |
85% |
False |
False |
15,104 |
| 80 |
110.85 |
92.71 |
18.14 |
16.8% |
1.86 |
1.7% |
86% |
False |
False |
13,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.66 |
|
2.618 |
115.42 |
|
1.618 |
112.82 |
|
1.000 |
111.21 |
|
0.618 |
110.22 |
|
HIGH |
108.61 |
|
0.618 |
107.62 |
|
0.500 |
107.31 |
|
0.382 |
107.00 |
|
LOW |
106.01 |
|
0.618 |
104.40 |
|
1.000 |
103.41 |
|
1.618 |
101.80 |
|
2.618 |
99.20 |
|
4.250 |
94.96 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.94 |
108.35 |
| PP |
107.62 |
108.32 |
| S1 |
107.31 |
108.28 |
|