NYMEX Light Sweet Crude Oil Future October 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 |
109.48 |
108.10 |
-1.38 |
-1.3% |
106.36 |
| High |
109.67 |
108.10 |
-1.57 |
-1.4% |
110.33 |
| Low |
107.62 |
106.26 |
-1.36 |
-1.3% |
106.21 |
| Close |
107.71 |
108.09 |
0.38 |
0.4% |
110.33 |
| Range |
2.05 |
1.84 |
-0.21 |
-10.2% |
4.12 |
| ATR |
1.46 |
1.49 |
0.03 |
1.9% |
0.00 |
| Volume |
12,251 |
6,842 |
-5,409 |
-44.2% |
41,868 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.00 |
112.39 |
109.10 |
|
| R3 |
111.16 |
110.55 |
108.60 |
|
| R2 |
109.32 |
109.32 |
108.43 |
|
| R1 |
108.71 |
108.71 |
108.26 |
108.10 |
| PP |
107.48 |
107.48 |
107.48 |
107.18 |
| S1 |
106.87 |
106.87 |
107.92 |
106.26 |
| S2 |
105.64 |
105.64 |
107.75 |
|
| S3 |
103.80 |
105.03 |
107.58 |
|
| S4 |
101.96 |
103.19 |
107.08 |
|
|
| 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 |
115.92 |
|
2.618 |
112.92 |
|
1.618 |
111.08 |
|
1.000 |
109.94 |
|
0.618 |
109.24 |
|
HIGH |
108.10 |
|
0.618 |
107.40 |
|
0.500 |
107.18 |
|
0.382 |
106.96 |
|
LOW |
106.26 |
|
0.618 |
105.12 |
|
1.000 |
104.42 |
|
1.618 |
103.28 |
|
2.618 |
101.44 |
|
4.250 |
98.44 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.79 |
108.14 |
| PP |
107.48 |
108.12 |
| S1 |
107.18 |
108.11 |
|