NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.60 |
110.50 |
0.90 |
0.8% |
106.30 |
| High |
110.78 |
110.50 |
-0.28 |
-0.3% |
110.78 |
| Low |
109.17 |
109.00 |
-0.17 |
-0.2% |
106.10 |
| Close |
110.73 |
109.76 |
-0.97 |
-0.9% |
110.73 |
| Range |
1.61 |
1.50 |
-0.11 |
-6.8% |
4.68 |
| ATR |
1.71 |
1.71 |
0.00 |
0.1% |
0.00 |
| Volume |
18,603 |
40,537 |
21,934 |
117.9% |
72,678 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.25 |
113.51 |
110.59 |
|
| R3 |
112.75 |
112.01 |
110.17 |
|
| R2 |
111.25 |
111.25 |
110.04 |
|
| R1 |
110.51 |
110.51 |
109.90 |
110.13 |
| PP |
109.75 |
109.75 |
109.75 |
109.57 |
| S1 |
109.01 |
109.01 |
109.62 |
108.63 |
| S2 |
108.25 |
108.25 |
109.49 |
|
| S3 |
106.75 |
107.51 |
109.35 |
|
| S4 |
105.25 |
106.01 |
108.94 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.24 |
121.67 |
113.30 |
|
| R3 |
118.56 |
116.99 |
112.02 |
|
| R2 |
113.88 |
113.88 |
111.59 |
|
| R1 |
112.31 |
112.31 |
111.16 |
113.10 |
| PP |
109.20 |
109.20 |
109.20 |
109.60 |
| S1 |
107.63 |
107.63 |
110.30 |
108.42 |
| S2 |
104.52 |
104.52 |
109.87 |
|
| S3 |
99.84 |
102.95 |
109.44 |
|
| S4 |
95.16 |
98.27 |
108.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.78 |
106.10 |
4.68 |
4.3% |
1.69 |
1.5% |
78% |
False |
False |
22,643 |
| 10 |
110.78 |
101.96 |
8.82 |
8.0% |
1.44 |
1.3% |
88% |
False |
False |
17,433 |
| 20 |
110.78 |
97.37 |
13.41 |
12.2% |
1.55 |
1.4% |
92% |
False |
False |
15,283 |
| 40 |
110.78 |
97.37 |
13.41 |
12.2% |
1.49 |
1.4% |
92% |
False |
False |
11,141 |
| 60 |
110.78 |
93.40 |
17.38 |
15.8% |
1.52 |
1.4% |
94% |
False |
False |
8,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.88 |
|
2.618 |
114.43 |
|
1.618 |
112.93 |
|
1.000 |
112.00 |
|
0.618 |
111.43 |
|
HIGH |
110.50 |
|
0.618 |
109.93 |
|
0.500 |
109.75 |
|
0.382 |
109.57 |
|
LOW |
109.00 |
|
0.618 |
108.07 |
|
1.000 |
107.50 |
|
1.618 |
106.57 |
|
2.618 |
105.07 |
|
4.250 |
102.63 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.76 |
109.45 |
| PP |
109.75 |
109.15 |
| S1 |
109.75 |
108.84 |
|