NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.80 |
108.30 |
-1.50 |
-1.4% |
110.11 |
| High |
109.80 |
108.50 |
-1.30 |
-1.2% |
110.87 |
| Low |
107.19 |
106.80 |
-0.39 |
-0.4% |
106.20 |
| Close |
108.05 |
108.07 |
0.02 |
0.0% |
108.05 |
| Range |
2.61 |
1.70 |
-0.91 |
-34.9% |
4.67 |
| ATR |
1.85 |
1.84 |
-0.01 |
-0.6% |
0.00 |
| Volume |
19,628 |
17,437 |
-2,191 |
-11.2% |
109,241 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.89 |
112.18 |
109.01 |
|
| R3 |
111.19 |
110.48 |
108.54 |
|
| R2 |
109.49 |
109.49 |
108.38 |
|
| R1 |
108.78 |
108.78 |
108.23 |
108.29 |
| PP |
107.79 |
107.79 |
107.79 |
107.54 |
| S1 |
107.08 |
107.08 |
107.91 |
106.59 |
| S2 |
106.09 |
106.09 |
107.76 |
|
| S3 |
104.39 |
105.38 |
107.60 |
|
| S4 |
102.69 |
103.68 |
107.14 |
|
|
| 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 |
115.73 |
|
2.618 |
112.95 |
|
1.618 |
111.25 |
|
1.000 |
110.20 |
|
0.618 |
109.55 |
|
HIGH |
108.50 |
|
0.618 |
107.85 |
|
0.500 |
107.65 |
|
0.382 |
107.45 |
|
LOW |
106.80 |
|
0.618 |
105.75 |
|
1.000 |
105.10 |
|
1.618 |
104.05 |
|
2.618 |
102.35 |
|
4.250 |
99.58 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.93 |
108.84 |
| PP |
107.79 |
108.58 |
| S1 |
107.65 |
108.33 |
|