NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.10 |
108.26 |
0.16 |
0.1% |
106.36 |
| High |
108.10 |
110.65 |
2.55 |
2.4% |
110.33 |
| Low |
106.26 |
108.21 |
1.95 |
1.8% |
106.21 |
| Close |
108.09 |
109.60 |
1.51 |
1.4% |
110.33 |
| Range |
1.84 |
2.44 |
0.60 |
32.6% |
4.12 |
| ATR |
1.49 |
1.56 |
0.08 |
5.2% |
0.00 |
| Volume |
6,842 |
5,996 |
-846 |
-12.4% |
41,868 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.81 |
115.64 |
110.94 |
|
| R3 |
114.37 |
113.20 |
110.27 |
|
| R2 |
111.93 |
111.93 |
110.05 |
|
| R1 |
110.76 |
110.76 |
109.82 |
111.35 |
| PP |
109.49 |
109.49 |
109.49 |
109.78 |
| S1 |
108.32 |
108.32 |
109.38 |
108.91 |
| S2 |
107.05 |
107.05 |
109.15 |
|
| S3 |
104.61 |
105.88 |
108.93 |
|
| S4 |
102.17 |
103.44 |
108.26 |
|
|
| 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 |
121.02 |
|
2.618 |
117.04 |
|
1.618 |
114.60 |
|
1.000 |
113.09 |
|
0.618 |
112.16 |
|
HIGH |
110.65 |
|
0.618 |
109.72 |
|
0.500 |
109.43 |
|
0.382 |
109.14 |
|
LOW |
108.21 |
|
0.618 |
106.70 |
|
1.000 |
105.77 |
|
1.618 |
104.26 |
|
2.618 |
101.82 |
|
4.250 |
97.84 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.54 |
109.22 |
| PP |
109.49 |
108.84 |
| S1 |
109.43 |
108.46 |
|