NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.64 |
108.42 |
-1.22 |
-1.1% |
110.50 |
| High |
109.66 |
108.50 |
-1.16 |
-1.1% |
111.38 |
| Low |
107.27 |
106.75 |
-0.52 |
-0.5% |
106.17 |
| Close |
108.06 |
108.06 |
0.00 |
0.0% |
108.06 |
| Range |
2.39 |
1.75 |
-0.64 |
-26.8% |
5.21 |
| ATR |
1.95 |
1.93 |
-0.01 |
-0.7% |
0.00 |
| Volume |
23,009 |
16,541 |
-6,468 |
-28.1% |
101,449 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.02 |
112.29 |
109.02 |
|
| R3 |
111.27 |
110.54 |
108.54 |
|
| R2 |
109.52 |
109.52 |
108.38 |
|
| R1 |
108.79 |
108.79 |
108.22 |
108.28 |
| PP |
107.77 |
107.77 |
107.77 |
107.52 |
| S1 |
107.04 |
107.04 |
107.90 |
106.53 |
| S2 |
106.02 |
106.02 |
107.74 |
|
| S3 |
104.27 |
105.29 |
107.58 |
|
| S4 |
102.52 |
103.54 |
107.10 |
|
|
| 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% |
2.37 |
2.2% |
36% |
False |
False |
15,490 |
| 10 |
111.38 |
106.10 |
5.28 |
4.9% |
2.03 |
1.9% |
37% |
False |
False |
19,066 |
| 20 |
111.38 |
98.81 |
12.57 |
11.6% |
1.71 |
1.6% |
74% |
False |
False |
16,729 |
| 40 |
111.38 |
97.37 |
14.01 |
13.0% |
1.61 |
1.5% |
76% |
False |
False |
12,280 |
| 60 |
111.38 |
93.40 |
17.98 |
16.6% |
1.61 |
1.5% |
82% |
False |
False |
9,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.94 |
|
2.618 |
113.08 |
|
1.618 |
111.33 |
|
1.000 |
110.25 |
|
0.618 |
109.58 |
|
HIGH |
108.50 |
|
0.618 |
107.83 |
|
0.500 |
107.63 |
|
0.382 |
107.42 |
|
LOW |
106.75 |
|
0.618 |
105.67 |
|
1.000 |
105.00 |
|
1.618 |
103.92 |
|
2.618 |
102.17 |
|
4.250 |
99.31 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.92 |
109.07 |
| PP |
107.77 |
108.73 |
| S1 |
107.63 |
108.40 |
|