NYMEX Light Sweet Crude Oil Future October 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 |
109.72 |
0.22 |
0.2% |
106.36 |
| High |
110.33 |
110.01 |
-0.32 |
-0.3% |
110.33 |
| Low |
109.00 |
108.50 |
-0.50 |
-0.5% |
106.21 |
| Close |
110.33 |
109.48 |
-0.85 |
-0.8% |
110.33 |
| Range |
1.33 |
1.51 |
0.18 |
13.5% |
4.12 |
| ATR |
1.38 |
1.41 |
0.03 |
2.3% |
0.00 |
| Volume |
12,763 |
23,433 |
10,670 |
83.6% |
41,868 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.86 |
113.18 |
110.31 |
|
| R3 |
112.35 |
111.67 |
109.90 |
|
| R2 |
110.84 |
110.84 |
109.76 |
|
| R1 |
110.16 |
110.16 |
109.62 |
109.75 |
| PP |
109.33 |
109.33 |
109.33 |
109.12 |
| S1 |
108.65 |
108.65 |
109.34 |
108.24 |
| S2 |
107.82 |
107.82 |
109.20 |
|
| S3 |
106.31 |
107.14 |
109.06 |
|
| S4 |
104.80 |
105.63 |
108.65 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.32 |
119.94 |
112.60 |
|
| R3 |
117.20 |
115.82 |
111.46 |
|
| R2 |
113.08 |
113.08 |
111.09 |
|
| R1 |
111.70 |
111.70 |
110.71 |
112.39 |
| PP |
108.96 |
108.96 |
108.96 |
109.30 |
| S1 |
107.58 |
107.58 |
109.95 |
108.27 |
| S2 |
104.84 |
104.84 |
109.57 |
|
| S3 |
100.72 |
103.46 |
109.20 |
|
| S4 |
96.60 |
99.34 |
108.06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.43 |
|
2.618 |
113.96 |
|
1.618 |
112.45 |
|
1.000 |
111.52 |
|
0.618 |
110.94 |
|
HIGH |
110.01 |
|
0.618 |
109.43 |
|
0.500 |
109.26 |
|
0.382 |
109.08 |
|
LOW |
108.50 |
|
0.618 |
107.57 |
|
1.000 |
106.99 |
|
1.618 |
106.06 |
|
2.618 |
104.55 |
|
4.250 |
102.08 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.41 |
109.23 |
| PP |
109.33 |
108.98 |
| S1 |
109.26 |
108.73 |
|