NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.00 |
108.00 |
1.00 |
0.9% |
110.50 |
| High |
107.99 |
108.76 |
0.77 |
0.7% |
111.38 |
| Low |
106.14 |
107.64 |
1.50 |
1.4% |
106.17 |
| Close |
107.89 |
108.25 |
0.36 |
0.3% |
108.06 |
| Range |
1.85 |
1.12 |
-0.73 |
-39.5% |
5.21 |
| ATR |
1.95 |
1.89 |
-0.06 |
-3.0% |
0.00 |
| Volume |
17,966 |
25,245 |
7,279 |
40.5% |
101,449 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.58 |
111.03 |
108.87 |
|
| R3 |
110.46 |
109.91 |
108.56 |
|
| R2 |
109.34 |
109.34 |
108.46 |
|
| R1 |
108.79 |
108.79 |
108.35 |
109.07 |
| PP |
108.22 |
108.22 |
108.22 |
108.35 |
| S1 |
107.67 |
107.67 |
108.15 |
107.95 |
| S2 |
107.10 |
107.10 |
108.04 |
|
| S3 |
105.98 |
106.55 |
107.94 |
|
| S4 |
104.86 |
105.43 |
107.63 |
|
|
| 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 |
109.66 |
106.13 |
3.53 |
3.3% |
1.89 |
1.7% |
60% |
False |
False |
18,735 |
| 10 |
111.38 |
106.13 |
5.25 |
4.8% |
2.02 |
1.9% |
40% |
False |
False |
19,072 |
| 20 |
111.38 |
100.25 |
11.13 |
10.3% |
1.73 |
1.6% |
72% |
False |
False |
16,856 |
| 40 |
111.38 |
97.37 |
14.01 |
12.9% |
1.64 |
1.5% |
78% |
False |
False |
13,000 |
| 60 |
111.38 |
93.40 |
17.98 |
16.6% |
1.62 |
1.5% |
83% |
False |
False |
10,306 |
| 80 |
111.38 |
93.40 |
17.98 |
16.6% |
1.58 |
1.5% |
83% |
False |
False |
8,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.52 |
|
2.618 |
111.69 |
|
1.618 |
110.57 |
|
1.000 |
109.88 |
|
0.618 |
109.45 |
|
HIGH |
108.76 |
|
0.618 |
108.33 |
|
0.500 |
108.20 |
|
0.382 |
108.07 |
|
LOW |
107.64 |
|
0.618 |
106.95 |
|
1.000 |
106.52 |
|
1.618 |
105.83 |
|
2.618 |
104.71 |
|
4.250 |
102.88 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.23 |
107.98 |
| PP |
108.22 |
107.71 |
| S1 |
108.20 |
107.45 |
|