NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.78 |
106.96 |
-0.82 |
-0.8% |
109.72 |
| High |
108.05 |
108.05 |
0.00 |
0.0% |
110.65 |
| Low |
106.28 |
106.47 |
0.19 |
0.2% |
106.26 |
| Close |
106.47 |
108.01 |
1.54 |
1.4% |
107.95 |
| Range |
1.77 |
1.58 |
-0.19 |
-10.7% |
4.39 |
| ATR |
1.64 |
1.64 |
0.00 |
-0.3% |
0.00 |
| Volume |
5,232 |
11,486 |
6,254 |
119.5% |
58,702 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.25 |
111.71 |
108.88 |
|
| R3 |
110.67 |
110.13 |
108.44 |
|
| R2 |
109.09 |
109.09 |
108.30 |
|
| R1 |
108.55 |
108.55 |
108.15 |
108.82 |
| PP |
107.51 |
107.51 |
107.51 |
107.65 |
| S1 |
106.97 |
106.97 |
107.87 |
107.24 |
| S2 |
105.93 |
105.93 |
107.72 |
|
| S3 |
104.35 |
105.39 |
107.58 |
|
| S4 |
102.77 |
103.81 |
107.14 |
|
|
| 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 |
114.77 |
|
2.618 |
112.19 |
|
1.618 |
110.61 |
|
1.000 |
109.63 |
|
0.618 |
109.03 |
|
HIGH |
108.05 |
|
0.618 |
107.45 |
|
0.500 |
107.26 |
|
0.382 |
107.07 |
|
LOW |
106.47 |
|
0.618 |
105.49 |
|
1.000 |
104.89 |
|
1.618 |
103.91 |
|
2.618 |
102.33 |
|
4.250 |
99.76 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.76 |
107.77 |
| PP |
107.51 |
107.52 |
| S1 |
107.26 |
107.28 |
|