NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.96 |
108.75 |
1.79 |
1.7% |
109.72 |
| High |
108.05 |
109.00 |
0.95 |
0.9% |
110.65 |
| Low |
106.47 |
107.92 |
1.45 |
1.4% |
106.26 |
| Close |
108.01 |
108.43 |
0.42 |
0.4% |
107.95 |
| Range |
1.58 |
1.08 |
-0.50 |
-31.6% |
4.39 |
| ATR |
1.64 |
1.60 |
-0.04 |
-2.4% |
0.00 |
| Volume |
11,486 |
11,545 |
59 |
0.5% |
58,702 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.69 |
111.14 |
109.02 |
|
| R3 |
110.61 |
110.06 |
108.73 |
|
| R2 |
109.53 |
109.53 |
108.63 |
|
| R1 |
108.98 |
108.98 |
108.53 |
108.72 |
| PP |
108.45 |
108.45 |
108.45 |
108.32 |
| S1 |
107.90 |
107.90 |
108.33 |
107.64 |
| S2 |
107.37 |
107.37 |
108.23 |
|
| S3 |
106.29 |
106.82 |
108.13 |
|
| S4 |
105.21 |
105.74 |
107.84 |
|
|
| 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 |
113.59 |
|
2.618 |
111.83 |
|
1.618 |
110.75 |
|
1.000 |
110.08 |
|
0.618 |
109.67 |
|
HIGH |
109.00 |
|
0.618 |
108.59 |
|
0.500 |
108.46 |
|
0.382 |
108.33 |
|
LOW |
107.92 |
|
0.618 |
107.25 |
|
1.000 |
106.84 |
|
1.618 |
106.17 |
|
2.618 |
105.09 |
|
4.250 |
103.33 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.46 |
108.17 |
| PP |
108.45 |
107.90 |
| S1 |
108.44 |
107.64 |
|