NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.92 |
107.98 |
-1.94 |
-1.8% |
110.59 |
| High |
110.10 |
108.54 |
-1.56 |
-1.4% |
111.49 |
| Low |
107.05 |
106.67 |
-0.38 |
-0.4% |
106.01 |
| Close |
107.96 |
107.94 |
-0.02 |
0.0% |
107.96 |
| Range |
3.05 |
1.87 |
-1.18 |
-38.7% |
5.48 |
| ATR |
2.18 |
2.16 |
-0.02 |
-1.0% |
0.00 |
| Volume |
30,315 |
23,439 |
-6,876 |
-22.7% |
152,649 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.33 |
112.50 |
108.97 |
|
| R3 |
111.46 |
110.63 |
108.45 |
|
| R2 |
109.59 |
109.59 |
108.28 |
|
| R1 |
108.76 |
108.76 |
108.11 |
108.24 |
| PP |
107.72 |
107.72 |
107.72 |
107.46 |
| S1 |
106.89 |
106.89 |
107.77 |
106.37 |
| S2 |
105.85 |
105.85 |
107.60 |
|
| S3 |
103.98 |
105.02 |
107.43 |
|
| S4 |
102.11 |
103.15 |
106.91 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.93 |
121.92 |
110.97 |
|
| R3 |
119.45 |
116.44 |
109.47 |
|
| R2 |
113.97 |
113.97 |
108.96 |
|
| R1 |
110.96 |
110.96 |
108.46 |
109.73 |
| PP |
108.49 |
108.49 |
108.49 |
107.87 |
| S1 |
105.48 |
105.48 |
107.46 |
104.25 |
| S2 |
103.01 |
103.01 |
106.96 |
|
| S3 |
97.53 |
100.00 |
106.45 |
|
| S4 |
92.05 |
94.52 |
104.95 |
|
|
| 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 |
5.1% |
2.73 |
2.5% |
35% |
False |
False |
23,933 |
| 10 |
111.49 |
105.99 |
5.50 |
5.1% |
2.29 |
2.1% |
35% |
False |
False |
31,232 |
| 20 |
111.49 |
98.30 |
13.19 |
12.2% |
1.89 |
1.8% |
73% |
False |
False |
29,642 |
| 40 |
111.49 |
97.05 |
14.44 |
13.4% |
1.93 |
1.8% |
75% |
False |
False |
21,080 |
| 60 |
111.49 |
93.45 |
18.04 |
16.7% |
1.93 |
1.8% |
80% |
False |
False |
16,008 |
| 80 |
111.49 |
93.45 |
18.04 |
16.7% |
1.93 |
1.8% |
80% |
False |
False |
13,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.49 |
|
2.618 |
113.44 |
|
1.618 |
111.57 |
|
1.000 |
110.41 |
|
0.618 |
109.70 |
|
HIGH |
108.54 |
|
0.618 |
107.83 |
|
0.500 |
107.61 |
|
0.382 |
107.38 |
|
LOW |
106.67 |
|
0.618 |
105.51 |
|
1.000 |
104.80 |
|
1.618 |
103.64 |
|
2.618 |
101.77 |
|
4.250 |
98.72 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.83 |
109.08 |
| PP |
107.72 |
108.70 |
| S1 |
107.61 |
108.32 |
|