NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.50 |
110.11 |
0.61 |
0.6% |
106.35 |
| High |
110.60 |
110.45 |
-0.15 |
-0.1% |
110.60 |
| Low |
109.11 |
108.97 |
-0.14 |
-0.1% |
106.19 |
| Close |
110.56 |
109.64 |
-0.92 |
-0.8% |
110.56 |
| Range |
1.49 |
1.48 |
-0.01 |
-0.7% |
4.41 |
| ATR |
1.61 |
1.61 |
0.00 |
-0.1% |
0.00 |
| Volume |
32,014 |
39,730 |
7,716 |
24.1% |
86,098 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.13 |
113.36 |
110.45 |
|
| R3 |
112.65 |
111.88 |
110.05 |
|
| R2 |
111.17 |
111.17 |
109.91 |
|
| R1 |
110.40 |
110.40 |
109.78 |
110.05 |
| PP |
109.69 |
109.69 |
109.69 |
109.51 |
| S1 |
108.92 |
108.92 |
109.50 |
108.57 |
| S2 |
108.21 |
108.21 |
109.37 |
|
| S3 |
106.73 |
107.44 |
109.23 |
|
| S4 |
105.25 |
105.96 |
108.83 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.35 |
120.86 |
112.99 |
|
| R3 |
117.94 |
116.45 |
111.77 |
|
| R2 |
113.53 |
113.53 |
111.37 |
|
| R1 |
112.04 |
112.04 |
110.96 |
112.79 |
| PP |
109.12 |
109.12 |
109.12 |
109.49 |
| S1 |
107.63 |
107.63 |
110.16 |
108.38 |
| S2 |
104.71 |
104.71 |
109.75 |
|
| S3 |
100.30 |
103.22 |
109.35 |
|
| S4 |
95.89 |
98.81 |
108.13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.74 |
|
2.618 |
114.32 |
|
1.618 |
112.84 |
|
1.000 |
111.93 |
|
0.618 |
111.36 |
|
HIGH |
110.45 |
|
0.618 |
109.88 |
|
0.500 |
109.71 |
|
0.382 |
109.54 |
|
LOW |
108.97 |
|
0.618 |
108.06 |
|
1.000 |
107.49 |
|
1.618 |
106.58 |
|
2.618 |
105.10 |
|
4.250 |
102.68 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.71 |
109.34 |
| PP |
109.69 |
109.04 |
| S1 |
109.66 |
108.75 |
|