NYMEX Light Sweet Crude Oil Future October 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 |
109.72 |
109.48 |
-0.24 |
-0.2% |
106.36 |
| High |
110.01 |
109.67 |
-0.34 |
-0.3% |
110.33 |
| Low |
108.50 |
107.62 |
-0.88 |
-0.8% |
106.21 |
| Close |
109.48 |
107.71 |
-1.77 |
-1.6% |
110.33 |
| Range |
1.51 |
2.05 |
0.54 |
35.8% |
4.12 |
| ATR |
1.41 |
1.46 |
0.05 |
3.2% |
0.00 |
| Volume |
23,433 |
12,251 |
-11,182 |
-47.7% |
41,868 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.48 |
113.15 |
108.84 |
|
| R3 |
112.43 |
111.10 |
108.27 |
|
| R2 |
110.38 |
110.38 |
108.09 |
|
| R1 |
109.05 |
109.05 |
107.90 |
108.69 |
| PP |
108.33 |
108.33 |
108.33 |
108.16 |
| S1 |
107.00 |
107.00 |
107.52 |
106.64 |
| S2 |
106.28 |
106.28 |
107.33 |
|
| S3 |
104.23 |
104.95 |
107.15 |
|
| S4 |
102.18 |
102.90 |
106.58 |
|
|
| 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 |
118.38 |
|
2.618 |
115.04 |
|
1.618 |
112.99 |
|
1.000 |
111.72 |
|
0.618 |
110.94 |
|
HIGH |
109.67 |
|
0.618 |
108.89 |
|
0.500 |
108.65 |
|
0.382 |
108.40 |
|
LOW |
107.62 |
|
0.618 |
106.35 |
|
1.000 |
105.57 |
|
1.618 |
104.30 |
|
2.618 |
102.25 |
|
4.250 |
98.91 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.65 |
108.98 |
| PP |
108.33 |
108.55 |
| S1 |
108.02 |
108.13 |
|