NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.82 |
109.36 |
-0.46 |
-0.4% |
106.37 |
| High |
109.82 |
109.46 |
-0.36 |
-0.3% |
110.08 |
| Low |
108.61 |
107.60 |
-1.01 |
-0.9% |
106.37 |
| Close |
109.31 |
107.60 |
-1.71 |
-1.6% |
110.08 |
| Range |
1.21 |
1.86 |
0.65 |
53.7% |
3.71 |
| ATR |
|
|
|
|
|
| Volume |
16,979 |
9,442 |
-7,537 |
-44.4% |
32,050 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.80 |
112.56 |
108.62 |
|
| R3 |
111.94 |
110.70 |
108.11 |
|
| R2 |
110.08 |
110.08 |
107.94 |
|
| R1 |
108.84 |
108.84 |
107.77 |
108.53 |
| PP |
108.22 |
108.22 |
108.22 |
108.07 |
| S1 |
106.98 |
106.98 |
107.43 |
106.67 |
| S2 |
106.36 |
106.36 |
107.26 |
|
| S3 |
104.50 |
105.12 |
107.09 |
|
| S4 |
102.64 |
103.26 |
106.58 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.97 |
118.74 |
112.12 |
|
| R3 |
116.26 |
115.03 |
111.10 |
|
| R2 |
112.55 |
112.55 |
110.76 |
|
| R1 |
111.32 |
111.32 |
110.42 |
111.94 |
| PP |
108.84 |
108.84 |
108.84 |
109.15 |
| S1 |
107.61 |
107.61 |
109.74 |
108.23 |
| S2 |
105.13 |
105.13 |
109.40 |
|
| S3 |
101.42 |
103.90 |
109.06 |
|
| S4 |
97.71 |
100.19 |
108.04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.37 |
|
2.618 |
114.33 |
|
1.618 |
112.47 |
|
1.000 |
111.32 |
|
0.618 |
110.61 |
|
HIGH |
109.46 |
|
0.618 |
108.75 |
|
0.500 |
108.53 |
|
0.382 |
108.31 |
|
LOW |
107.60 |
|
0.618 |
106.45 |
|
1.000 |
105.74 |
|
1.618 |
104.59 |
|
2.618 |
102.73 |
|
4.250 |
99.70 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.53 |
108.84 |
| PP |
108.22 |
108.43 |
| S1 |
107.91 |
108.01 |
|