NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.46 |
107.00 |
-1.46 |
-1.3% |
110.50 |
| High |
108.46 |
107.99 |
-0.47 |
-0.4% |
111.38 |
| Low |
106.13 |
106.14 |
0.01 |
0.0% |
106.17 |
| Close |
106.37 |
107.89 |
1.52 |
1.4% |
108.06 |
| Range |
2.33 |
1.85 |
-0.48 |
-20.6% |
5.21 |
| ATR |
1.96 |
1.95 |
-0.01 |
-0.4% |
0.00 |
| Volume |
10,916 |
17,966 |
7,050 |
64.6% |
101,449 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.89 |
112.24 |
108.91 |
|
| R3 |
111.04 |
110.39 |
108.40 |
|
| R2 |
109.19 |
109.19 |
108.23 |
|
| R1 |
108.54 |
108.54 |
108.06 |
108.87 |
| PP |
107.34 |
107.34 |
107.34 |
107.50 |
| S1 |
106.69 |
106.69 |
107.72 |
107.02 |
| S2 |
105.49 |
105.49 |
107.55 |
|
| S3 |
103.64 |
104.84 |
107.38 |
|
| S4 |
101.79 |
102.99 |
106.87 |
|
|
| 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% |
2.35 |
2.2% |
34% |
False |
False |
15,530 |
| 10 |
111.38 |
106.13 |
5.25 |
4.9% |
2.19 |
2.0% |
34% |
False |
False |
17,817 |
| 20 |
111.38 |
100.25 |
11.13 |
10.3% |
1.75 |
1.6% |
69% |
False |
False |
16,767 |
| 40 |
111.38 |
97.37 |
14.01 |
13.0% |
1.64 |
1.5% |
75% |
False |
False |
12,604 |
| 60 |
111.38 |
93.40 |
17.98 |
16.7% |
1.62 |
1.5% |
81% |
False |
False |
9,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.85 |
|
2.618 |
112.83 |
|
1.618 |
110.98 |
|
1.000 |
109.84 |
|
0.618 |
109.13 |
|
HIGH |
107.99 |
|
0.618 |
107.28 |
|
0.500 |
107.07 |
|
0.382 |
106.85 |
|
LOW |
106.14 |
|
0.618 |
105.00 |
|
1.000 |
104.29 |
|
1.618 |
103.15 |
|
2.618 |
101.30 |
|
4.250 |
98.28 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.62 |
107.70 |
| PP |
107.34 |
107.51 |
| S1 |
107.07 |
107.32 |
|