NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.42 |
108.46 |
0.04 |
0.0% |
110.50 |
| High |
108.50 |
108.46 |
-0.04 |
0.0% |
111.38 |
| Low |
106.75 |
106.13 |
-0.62 |
-0.6% |
106.17 |
| Close |
108.06 |
106.37 |
-1.69 |
-1.6% |
108.06 |
| Range |
1.75 |
2.33 |
0.58 |
33.1% |
5.21 |
| ATR |
1.93 |
1.96 |
0.03 |
1.5% |
0.00 |
| Volume |
16,541 |
10,916 |
-5,625 |
-34.0% |
101,449 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.98 |
112.50 |
107.65 |
|
| R3 |
111.65 |
110.17 |
107.01 |
|
| R2 |
109.32 |
109.32 |
106.80 |
|
| R1 |
107.84 |
107.84 |
106.58 |
107.42 |
| PP |
106.99 |
106.99 |
106.99 |
106.77 |
| S1 |
105.51 |
105.51 |
106.16 |
105.09 |
| S2 |
104.66 |
104.66 |
105.94 |
|
| S3 |
102.33 |
103.18 |
105.73 |
|
| S4 |
100.00 |
100.85 |
105.09 |
|
|
| 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 |
106.13 |
5.25 |
4.9% |
2.43 |
2.3% |
5% |
False |
True |
13,841 |
| 10 |
111.38 |
106.13 |
5.25 |
4.9% |
2.10 |
2.0% |
5% |
False |
True |
17,806 |
| 20 |
111.38 |
98.81 |
12.57 |
11.8% |
1.78 |
1.7% |
60% |
False |
False |
16,462 |
| 40 |
111.38 |
97.37 |
14.01 |
13.2% |
1.64 |
1.5% |
64% |
False |
False |
12,335 |
| 60 |
111.38 |
93.40 |
17.98 |
16.9% |
1.63 |
1.5% |
72% |
False |
False |
9,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.36 |
|
2.618 |
114.56 |
|
1.618 |
112.23 |
|
1.000 |
110.79 |
|
0.618 |
109.90 |
|
HIGH |
108.46 |
|
0.618 |
107.57 |
|
0.500 |
107.30 |
|
0.382 |
107.02 |
|
LOW |
106.13 |
|
0.618 |
104.69 |
|
1.000 |
103.80 |
|
1.618 |
102.36 |
|
2.618 |
100.03 |
|
4.250 |
96.23 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.30 |
107.90 |
| PP |
106.99 |
107.39 |
| S1 |
106.68 |
106.88 |
|