NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.26 |
108.86 |
0.60 |
0.6% |
109.72 |
| High |
110.65 |
109.20 |
-1.45 |
-1.3% |
110.65 |
| Low |
108.21 |
107.14 |
-1.07 |
-1.0% |
106.26 |
| Close |
109.60 |
107.95 |
-1.65 |
-1.5% |
107.95 |
| Range |
2.44 |
2.06 |
-0.38 |
-15.6% |
4.39 |
| ATR |
1.56 |
1.63 |
0.06 |
4.1% |
0.00 |
| Volume |
5,996 |
10,180 |
4,184 |
69.8% |
58,702 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.28 |
113.17 |
109.08 |
|
| R3 |
112.22 |
111.11 |
108.52 |
|
| R2 |
110.16 |
110.16 |
108.33 |
|
| R1 |
109.05 |
109.05 |
108.14 |
108.58 |
| PP |
108.10 |
108.10 |
108.10 |
107.86 |
| S1 |
106.99 |
106.99 |
107.76 |
106.52 |
| S2 |
106.04 |
106.04 |
107.57 |
|
| S3 |
103.98 |
104.93 |
107.38 |
|
| S4 |
101.92 |
102.87 |
106.82 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.46 |
119.09 |
110.36 |
|
| R3 |
117.07 |
114.70 |
109.16 |
|
| R2 |
112.68 |
112.68 |
108.75 |
|
| R1 |
110.31 |
110.31 |
108.35 |
109.30 |
| PP |
108.29 |
108.29 |
108.29 |
107.78 |
| S1 |
105.92 |
105.92 |
107.55 |
104.91 |
| S2 |
103.90 |
103.90 |
107.15 |
|
| S3 |
99.51 |
101.53 |
106.74 |
|
| S4 |
95.12 |
97.14 |
105.54 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.96 |
|
2.618 |
114.59 |
|
1.618 |
112.53 |
|
1.000 |
111.26 |
|
0.618 |
110.47 |
|
HIGH |
109.20 |
|
0.618 |
108.41 |
|
0.500 |
108.17 |
|
0.382 |
107.93 |
|
LOW |
107.14 |
|
0.618 |
105.87 |
|
1.000 |
105.08 |
|
1.618 |
103.81 |
|
2.618 |
101.75 |
|
4.250 |
98.39 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.17 |
108.46 |
| PP |
108.10 |
108.29 |
| S1 |
108.02 |
108.12 |
|