NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.00 |
107.78 |
-0.22 |
-0.2% |
109.72 |
| High |
108.27 |
108.05 |
-0.22 |
-0.2% |
110.65 |
| Low |
106.60 |
106.28 |
-0.32 |
-0.3% |
106.26 |
| Close |
108.00 |
106.47 |
-1.53 |
-1.4% |
107.95 |
| Range |
1.67 |
1.77 |
0.10 |
6.0% |
4.39 |
| ATR |
1.63 |
1.64 |
0.01 |
0.6% |
0.00 |
| Volume |
7,766 |
5,232 |
-2,534 |
-32.6% |
58,702 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.24 |
111.13 |
107.44 |
|
| R3 |
110.47 |
109.36 |
106.96 |
|
| R2 |
108.70 |
108.70 |
106.79 |
|
| R1 |
107.59 |
107.59 |
106.63 |
107.26 |
| PP |
106.93 |
106.93 |
106.93 |
106.77 |
| S1 |
105.82 |
105.82 |
106.31 |
105.49 |
| S2 |
105.16 |
105.16 |
106.15 |
|
| S3 |
103.39 |
104.05 |
105.98 |
|
| S4 |
101.62 |
102.28 |
105.50 |
|
|
| 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 |
115.57 |
|
2.618 |
112.68 |
|
1.618 |
110.91 |
|
1.000 |
109.82 |
|
0.618 |
109.14 |
|
HIGH |
108.05 |
|
0.618 |
107.37 |
|
0.500 |
107.17 |
|
0.382 |
106.96 |
|
LOW |
106.28 |
|
0.618 |
105.19 |
|
1.000 |
104.51 |
|
1.618 |
103.42 |
|
2.618 |
101.65 |
|
4.250 |
98.76 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.17 |
107.74 |
| PP |
106.93 |
107.32 |
| S1 |
106.70 |
106.89 |
|