NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.42 |
107.71 |
1.29 |
1.2% |
110.59 |
| High |
107.84 |
108.60 |
0.76 |
0.7% |
111.49 |
| Low |
105.88 |
107.35 |
1.47 |
1.4% |
106.01 |
| Close |
107.62 |
107.96 |
0.34 |
0.3% |
107.96 |
| Range |
1.96 |
1.25 |
-0.71 |
-36.2% |
5.48 |
| ATR |
2.16 |
2.10 |
-0.07 |
-3.0% |
0.00 |
| Volume |
33,868 |
37,794 |
3,926 |
11.6% |
152,649 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.72 |
111.09 |
108.65 |
|
| R3 |
110.47 |
109.84 |
108.30 |
|
| R2 |
109.22 |
109.22 |
108.19 |
|
| R1 |
108.59 |
108.59 |
108.07 |
108.91 |
| PP |
107.97 |
107.97 |
107.97 |
108.13 |
| S1 |
107.34 |
107.34 |
107.85 |
107.66 |
| S2 |
106.72 |
106.72 |
107.73 |
|
| S3 |
105.47 |
106.09 |
107.62 |
|
| S4 |
104.22 |
104.84 |
107.27 |
|
|
| 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 |
110.10 |
105.88 |
4.22 |
3.9% |
2.10 |
1.9% |
49% |
False |
False |
29,167 |
| 10 |
111.49 |
105.88 |
5.61 |
5.2% |
2.31 |
2.1% |
37% |
False |
False |
30,313 |
| 20 |
111.49 |
99.70 |
11.79 |
10.9% |
1.90 |
1.8% |
70% |
False |
False |
29,404 |
| 40 |
111.49 |
97.05 |
14.44 |
13.4% |
1.96 |
1.8% |
76% |
False |
False |
22,526 |
| 60 |
111.49 |
93.45 |
18.04 |
16.7% |
1.94 |
1.8% |
80% |
False |
False |
17,291 |
| 80 |
111.49 |
93.45 |
18.04 |
16.7% |
1.92 |
1.8% |
80% |
False |
False |
14,749 |
| 100 |
111.49 |
85.15 |
26.34 |
24.4% |
1.94 |
1.8% |
87% |
False |
False |
12,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.91 |
|
2.618 |
111.87 |
|
1.618 |
110.62 |
|
1.000 |
109.85 |
|
0.618 |
109.37 |
|
HIGH |
108.60 |
|
0.618 |
108.12 |
|
0.500 |
107.98 |
|
0.382 |
107.83 |
|
LOW |
107.35 |
|
0.618 |
106.58 |
|
1.000 |
106.10 |
|
1.618 |
105.33 |
|
2.618 |
104.08 |
|
4.250 |
102.04 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.98 |
107.72 |
| PP |
107.97 |
107.48 |
| S1 |
107.97 |
107.24 |
|