NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.37 |
106.42 |
-1.95 |
-1.8% |
110.59 |
| High |
108.37 |
107.84 |
-0.53 |
-0.5% |
111.49 |
| Low |
105.98 |
105.88 |
-0.10 |
-0.1% |
106.01 |
| Close |
106.16 |
107.62 |
1.46 |
1.4% |
107.96 |
| Range |
2.39 |
1.96 |
-0.43 |
-18.0% |
5.48 |
| ATR |
2.18 |
2.16 |
-0.02 |
-0.7% |
0.00 |
| Volume |
20,420 |
33,868 |
13,448 |
65.9% |
152,649 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.99 |
112.27 |
108.70 |
|
| R3 |
111.03 |
110.31 |
108.16 |
|
| R2 |
109.07 |
109.07 |
107.98 |
|
| R1 |
108.35 |
108.35 |
107.80 |
108.71 |
| PP |
107.11 |
107.11 |
107.11 |
107.30 |
| S1 |
106.39 |
106.39 |
107.44 |
106.75 |
| S2 |
105.15 |
105.15 |
107.26 |
|
| S3 |
103.19 |
104.43 |
107.08 |
|
| S4 |
101.23 |
102.47 |
106.54 |
|
|
| 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 |
105.88 |
5.61 |
5.2% |
2.60 |
2.4% |
31% |
False |
True |
25,495 |
| 10 |
111.49 |
105.88 |
5.61 |
5.2% |
2.46 |
2.3% |
31% |
False |
True |
28,529 |
| 20 |
111.49 |
99.70 |
11.79 |
11.0% |
1.92 |
1.8% |
67% |
False |
False |
29,835 |
| 40 |
111.49 |
97.05 |
14.44 |
13.4% |
1.97 |
1.8% |
73% |
False |
False |
21,863 |
| 60 |
111.49 |
93.45 |
18.04 |
16.8% |
1.94 |
1.8% |
79% |
False |
False |
16,749 |
| 80 |
111.49 |
93.45 |
18.04 |
16.8% |
1.93 |
1.8% |
79% |
False |
False |
14,367 |
| 100 |
111.49 |
84.58 |
26.91 |
25.0% |
1.95 |
1.8% |
86% |
False |
False |
12,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.17 |
|
2.618 |
112.97 |
|
1.618 |
111.01 |
|
1.000 |
109.80 |
|
0.618 |
109.05 |
|
HIGH |
107.84 |
|
0.618 |
107.09 |
|
0.500 |
106.86 |
|
0.382 |
106.63 |
|
LOW |
105.88 |
|
0.618 |
104.67 |
|
1.000 |
103.92 |
|
1.618 |
102.71 |
|
2.618 |
100.75 |
|
4.250 |
97.55 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.37 |
107.48 |
| PP |
107.11 |
107.35 |
| S1 |
106.86 |
107.21 |
|