NYMEX Light Sweet Crude Oil Future July 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 |
107.82 |
108.31 |
0.49 |
0.5% |
106.15 |
| High |
108.61 |
111.49 |
2.88 |
2.7% |
110.85 |
| Low |
106.01 |
107.78 |
1.77 |
1.7% |
105.99 |
| Close |
108.25 |
109.93 |
1.68 |
1.6% |
110.76 |
| Range |
2.60 |
3.71 |
1.11 |
42.7% |
4.86 |
| ATR |
1.99 |
2.11 |
0.12 |
6.2% |
0.00 |
| Volume |
18,300 |
19,436 |
1,136 |
6.2% |
136,239 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.86 |
119.11 |
111.97 |
|
| R3 |
117.15 |
115.40 |
110.95 |
|
| R2 |
113.44 |
113.44 |
110.61 |
|
| R1 |
111.69 |
111.69 |
110.27 |
112.57 |
| PP |
109.73 |
109.73 |
109.73 |
110.17 |
| S1 |
107.98 |
107.98 |
109.59 |
108.86 |
| S2 |
106.02 |
106.02 |
109.25 |
|
| S3 |
102.31 |
104.27 |
108.91 |
|
| S4 |
98.60 |
100.56 |
107.89 |
|
|
| 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 |
111.49 |
106.01 |
5.48 |
5.0% |
2.51 |
2.3% |
72% |
True |
False |
31,459 |
| 10 |
111.49 |
102.88 |
8.61 |
7.8% |
2.07 |
1.9% |
82% |
True |
False |
30,769 |
| 20 |
111.49 |
97.05 |
14.44 |
13.1% |
1.85 |
1.7% |
89% |
True |
False |
29,290 |
| 40 |
111.49 |
97.05 |
14.44 |
13.1% |
1.90 |
1.7% |
89% |
True |
False |
20,450 |
| 60 |
111.49 |
93.45 |
18.04 |
16.4% |
1.88 |
1.7% |
91% |
True |
False |
15,304 |
| 80 |
111.49 |
92.71 |
18.78 |
17.1% |
1.91 |
1.7% |
92% |
True |
False |
13,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.26 |
|
2.618 |
121.20 |
|
1.618 |
117.49 |
|
1.000 |
115.20 |
|
0.618 |
113.78 |
|
HIGH |
111.49 |
|
0.618 |
110.07 |
|
0.500 |
109.64 |
|
0.382 |
109.20 |
|
LOW |
107.78 |
|
0.618 |
105.49 |
|
1.000 |
104.07 |
|
1.618 |
101.78 |
|
2.618 |
98.07 |
|
4.250 |
92.01 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.83 |
109.54 |
| PP |
109.73 |
109.14 |
| S1 |
109.64 |
108.75 |
|