NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.56 |
109.64 |
1.08 |
1.0% |
110.50 |
| High |
111.38 |
109.66 |
-1.72 |
-1.5% |
111.38 |
| Low |
107.96 |
107.27 |
-0.69 |
-0.6% |
106.17 |
| Close |
109.94 |
108.06 |
-1.88 |
-1.7% |
108.06 |
| Range |
3.42 |
2.39 |
-1.03 |
-30.1% |
5.21 |
| ATR |
1.89 |
1.95 |
0.06 |
2.9% |
0.00 |
| Volume |
9,218 |
23,009 |
13,791 |
149.6% |
101,449 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.50 |
114.17 |
109.37 |
|
| R3 |
113.11 |
111.78 |
108.72 |
|
| R2 |
110.72 |
110.72 |
108.50 |
|
| R1 |
109.39 |
109.39 |
108.28 |
108.86 |
| PP |
108.33 |
108.33 |
108.33 |
108.07 |
| S1 |
107.00 |
107.00 |
107.84 |
106.47 |
| S2 |
105.94 |
105.94 |
107.62 |
|
| S3 |
103.55 |
104.61 |
107.40 |
|
| S4 |
101.16 |
102.22 |
106.75 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.17 |
121.32 |
110.93 |
|
| R3 |
118.96 |
116.11 |
109.49 |
|
| R2 |
113.75 |
113.75 |
109.02 |
|
| R1 |
110.90 |
110.90 |
108.54 |
109.72 |
| PP |
108.54 |
108.54 |
108.54 |
107.95 |
| S1 |
105.69 |
105.69 |
107.58 |
104.51 |
| S2 |
103.33 |
103.33 |
107.10 |
|
| S3 |
98.12 |
100.48 |
106.63 |
|
| S4 |
92.91 |
95.27 |
105.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.38 |
106.17 |
5.21 |
4.8% |
2.32 |
2.1% |
36% |
False |
False |
20,289 |
| 10 |
111.38 |
104.56 |
6.82 |
6.3% |
1.95 |
1.8% |
51% |
False |
False |
18,689 |
| 20 |
111.38 |
98.73 |
12.65 |
11.7% |
1.68 |
1.6% |
74% |
False |
False |
16,584 |
| 40 |
111.38 |
97.37 |
14.01 |
13.0% |
1.61 |
1.5% |
76% |
False |
False |
12,094 |
| 60 |
111.38 |
93.40 |
17.98 |
16.6% |
1.60 |
1.5% |
82% |
False |
False |
9,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.82 |
|
2.618 |
115.92 |
|
1.618 |
113.53 |
|
1.000 |
112.05 |
|
0.618 |
111.14 |
|
HIGH |
109.66 |
|
0.618 |
108.75 |
|
0.500 |
108.47 |
|
0.382 |
108.18 |
|
LOW |
107.27 |
|
0.618 |
105.79 |
|
1.000 |
104.88 |
|
1.618 |
103.40 |
|
2.618 |
101.01 |
|
4.250 |
97.11 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.47 |
108.78 |
| PP |
108.33 |
108.54 |
| S1 |
108.20 |
108.30 |
|