NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.30 |
109.80 |
1.50 |
1.4% |
110.11 |
| High |
110.87 |
109.80 |
-1.07 |
-1.0% |
110.87 |
| Low |
107.93 |
107.19 |
-0.74 |
-0.7% |
106.20 |
| Close |
109.80 |
108.05 |
-1.75 |
-1.6% |
108.05 |
| Range |
2.94 |
2.61 |
-0.33 |
-11.2% |
4.67 |
| ATR |
1.79 |
1.85 |
0.06 |
3.3% |
0.00 |
| Volume |
12,487 |
19,628 |
7,141 |
57.2% |
109,241 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.18 |
114.72 |
109.49 |
|
| R3 |
113.57 |
112.11 |
108.77 |
|
| R2 |
110.96 |
110.96 |
108.53 |
|
| R1 |
109.50 |
109.50 |
108.29 |
108.93 |
| PP |
108.35 |
108.35 |
108.35 |
108.06 |
| S1 |
106.89 |
106.89 |
107.81 |
106.32 |
| S2 |
105.74 |
105.74 |
107.57 |
|
| S3 |
103.13 |
104.28 |
107.33 |
|
| S4 |
100.52 |
101.67 |
106.61 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.38 |
119.89 |
110.62 |
|
| R3 |
117.71 |
115.22 |
109.33 |
|
| R2 |
113.04 |
113.04 |
108.91 |
|
| R1 |
110.55 |
110.55 |
108.48 |
109.46 |
| PP |
108.37 |
108.37 |
108.37 |
107.83 |
| S1 |
105.88 |
105.88 |
107.62 |
104.79 |
| S2 |
103.70 |
103.70 |
107.19 |
|
| S3 |
99.03 |
101.21 |
106.77 |
|
| S4 |
94.36 |
96.54 |
105.48 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.89 |
|
2.618 |
116.63 |
|
1.618 |
114.02 |
|
1.000 |
112.41 |
|
0.618 |
111.41 |
|
HIGH |
109.80 |
|
0.618 |
108.80 |
|
0.500 |
108.50 |
|
0.382 |
108.19 |
|
LOW |
107.19 |
|
0.618 |
105.58 |
|
1.000 |
104.58 |
|
1.618 |
102.97 |
|
2.618 |
100.36 |
|
4.250 |
96.10 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.50 |
108.54 |
| PP |
108.35 |
108.37 |
| S1 |
108.20 |
108.21 |
|