NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.98 |
108.37 |
0.39 |
0.4% |
110.59 |
| High |
108.54 |
108.37 |
-0.17 |
-0.2% |
111.49 |
| Low |
106.67 |
105.98 |
-0.69 |
-0.6% |
106.01 |
| Close |
107.94 |
106.16 |
-1.78 |
-1.6% |
107.96 |
| Range |
1.87 |
2.39 |
0.52 |
27.8% |
5.48 |
| ATR |
2.16 |
2.18 |
0.02 |
0.8% |
0.00 |
| Volume |
23,439 |
20,420 |
-3,019 |
-12.9% |
152,649 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.01 |
112.47 |
107.47 |
|
| R3 |
111.62 |
110.08 |
106.82 |
|
| R2 |
109.23 |
109.23 |
106.60 |
|
| R1 |
107.69 |
107.69 |
106.38 |
107.27 |
| PP |
106.84 |
106.84 |
106.84 |
106.62 |
| S1 |
105.30 |
105.30 |
105.94 |
104.88 |
| S2 |
104.45 |
104.45 |
105.72 |
|
| S3 |
102.06 |
102.91 |
105.50 |
|
| S4 |
99.67 |
100.52 |
104.85 |
|
|
| 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 |
105.98 |
5.51 |
5.2% |
2.72 |
2.6% |
3% |
False |
True |
22,382 |
| 10 |
111.49 |
105.98 |
5.51 |
5.2% |
2.36 |
2.2% |
3% |
False |
True |
27,946 |
| 20 |
111.49 |
98.30 |
13.19 |
12.4% |
1.96 |
1.8% |
60% |
False |
False |
29,249 |
| 40 |
111.49 |
97.05 |
14.44 |
13.6% |
1.96 |
1.8% |
63% |
False |
False |
21,319 |
| 60 |
111.49 |
93.45 |
18.04 |
17.0% |
1.96 |
1.8% |
70% |
False |
False |
16,286 |
| 80 |
111.49 |
93.45 |
18.04 |
17.0% |
1.94 |
1.8% |
70% |
False |
False |
14,037 |
| 100 |
111.49 |
84.58 |
26.91 |
25.3% |
1.94 |
1.8% |
80% |
False |
False |
12,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.53 |
|
2.618 |
114.63 |
|
1.618 |
112.24 |
|
1.000 |
110.76 |
|
0.618 |
109.85 |
|
HIGH |
108.37 |
|
0.618 |
107.46 |
|
0.500 |
107.18 |
|
0.382 |
106.89 |
|
LOW |
105.98 |
|
0.618 |
104.50 |
|
1.000 |
103.59 |
|
1.618 |
102.11 |
|
2.618 |
99.72 |
|
4.250 |
95.82 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.18 |
108.04 |
| PP |
106.84 |
107.41 |
| S1 |
106.50 |
106.79 |
|