NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
110.11 |
109.04 |
-1.07 |
-1.0% |
106.35 |
| High |
110.45 |
109.81 |
-0.64 |
-0.6% |
110.60 |
| Low |
108.97 |
107.63 |
-1.34 |
-1.2% |
106.19 |
| Close |
109.64 |
107.81 |
-1.83 |
-1.7% |
110.56 |
| Range |
1.48 |
2.18 |
0.70 |
47.3% |
4.41 |
| ATR |
1.61 |
1.65 |
0.04 |
2.5% |
0.00 |
| Volume |
39,730 |
21,770 |
-17,960 |
-45.2% |
86,098 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.96 |
113.56 |
109.01 |
|
| R3 |
112.78 |
111.38 |
108.41 |
|
| R2 |
110.60 |
110.60 |
108.21 |
|
| R1 |
109.20 |
109.20 |
108.01 |
108.81 |
| PP |
108.42 |
108.42 |
108.42 |
108.22 |
| S1 |
107.02 |
107.02 |
107.61 |
106.63 |
| S2 |
106.24 |
106.24 |
107.41 |
|
| S3 |
104.06 |
104.84 |
107.21 |
|
| S4 |
101.88 |
102.66 |
106.61 |
|
|
| 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 |
119.08 |
|
2.618 |
115.52 |
|
1.618 |
113.34 |
|
1.000 |
111.99 |
|
0.618 |
111.16 |
|
HIGH |
109.81 |
|
0.618 |
108.98 |
|
0.500 |
108.72 |
|
0.382 |
108.46 |
|
LOW |
107.63 |
|
0.618 |
106.28 |
|
1.000 |
105.45 |
|
1.618 |
104.10 |
|
2.618 |
101.92 |
|
4.250 |
98.37 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.72 |
109.12 |
| PP |
108.42 |
108.68 |
| S1 |
108.11 |
108.25 |
|