NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.04 |
107.91 |
-1.13 |
-1.0% |
106.35 |
| High |
109.81 |
108.48 |
-1.33 |
-1.2% |
110.60 |
| Low |
107.63 |
106.20 |
-1.43 |
-1.3% |
106.19 |
| Close |
107.81 |
108.21 |
0.40 |
0.4% |
110.56 |
| Range |
2.18 |
2.28 |
0.10 |
4.6% |
4.41 |
| ATR |
1.65 |
1.70 |
0.04 |
2.7% |
0.00 |
| Volume |
21,770 |
15,626 |
-6,144 |
-28.2% |
86,098 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.47 |
113.62 |
109.46 |
|
| R3 |
112.19 |
111.34 |
108.84 |
|
| R2 |
109.91 |
109.91 |
108.63 |
|
| R1 |
109.06 |
109.06 |
108.42 |
109.49 |
| PP |
107.63 |
107.63 |
107.63 |
107.84 |
| S1 |
106.78 |
106.78 |
108.00 |
107.21 |
| S2 |
105.35 |
105.35 |
107.79 |
|
| S3 |
103.07 |
104.50 |
107.58 |
|
| S4 |
100.79 |
102.22 |
106.96 |
|
|
| 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 |
118.17 |
|
2.618 |
114.45 |
|
1.618 |
112.17 |
|
1.000 |
110.76 |
|
0.618 |
109.89 |
|
HIGH |
108.48 |
|
0.618 |
107.61 |
|
0.500 |
107.34 |
|
0.382 |
107.07 |
|
LOW |
106.20 |
|
0.618 |
104.79 |
|
1.000 |
103.92 |
|
1.618 |
102.51 |
|
2.618 |
100.23 |
|
4.250 |
96.51 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.92 |
108.33 |
| PP |
107.63 |
108.29 |
| S1 |
107.34 |
108.25 |
|