NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.86 |
108.00 |
-0.86 |
-0.8% |
109.72 |
| High |
109.20 |
108.27 |
-0.93 |
-0.9% |
110.65 |
| Low |
107.14 |
106.60 |
-0.54 |
-0.5% |
106.26 |
| Close |
107.95 |
108.00 |
0.05 |
0.0% |
107.95 |
| Range |
2.06 |
1.67 |
-0.39 |
-18.9% |
4.39 |
| ATR |
1.63 |
1.63 |
0.00 |
0.2% |
0.00 |
| Volume |
10,180 |
7,766 |
-2,414 |
-23.7% |
58,702 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.63 |
111.99 |
108.92 |
|
| R3 |
110.96 |
110.32 |
108.46 |
|
| R2 |
109.29 |
109.29 |
108.31 |
|
| R1 |
108.65 |
108.65 |
108.15 |
108.84 |
| PP |
107.62 |
107.62 |
107.62 |
107.72 |
| S1 |
106.98 |
106.98 |
107.85 |
107.17 |
| S2 |
105.95 |
105.95 |
107.69 |
|
| S3 |
104.28 |
105.31 |
107.54 |
|
| S4 |
102.61 |
103.64 |
107.08 |
|
|
| 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 |
115.37 |
|
2.618 |
112.64 |
|
1.618 |
110.97 |
|
1.000 |
109.94 |
|
0.618 |
109.30 |
|
HIGH |
108.27 |
|
0.618 |
107.63 |
|
0.500 |
107.44 |
|
0.382 |
107.24 |
|
LOW |
106.60 |
|
0.618 |
105.57 |
|
1.000 |
104.93 |
|
1.618 |
103.90 |
|
2.618 |
102.23 |
|
4.250 |
99.50 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.81 |
108.63 |
| PP |
107.62 |
108.42 |
| S1 |
107.44 |
108.21 |
|