NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
109.36 |
108.19 |
-1.17 |
-1.1% |
106.37 |
| High |
109.46 |
108.19 |
-1.27 |
-1.2% |
110.08 |
| Low |
107.60 |
106.30 |
-1.30 |
-1.2% |
106.37 |
| Close |
107.60 |
107.97 |
0.37 |
0.3% |
110.08 |
| Range |
1.86 |
1.89 |
0.03 |
1.6% |
3.71 |
| ATR |
|
|
|
|
|
| Volume |
9,442 |
6,218 |
-3,224 |
-34.1% |
32,050 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.16 |
112.45 |
109.01 |
|
| R3 |
111.27 |
110.56 |
108.49 |
|
| R2 |
109.38 |
109.38 |
108.32 |
|
| R1 |
108.67 |
108.67 |
108.14 |
108.08 |
| PP |
107.49 |
107.49 |
107.49 |
107.19 |
| S1 |
106.78 |
106.78 |
107.80 |
106.19 |
| S2 |
105.60 |
105.60 |
107.62 |
|
| S3 |
103.71 |
104.89 |
107.45 |
|
| S4 |
101.82 |
103.00 |
106.93 |
|
|
| 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 |
116.22 |
|
2.618 |
113.14 |
|
1.618 |
111.25 |
|
1.000 |
110.08 |
|
0.618 |
109.36 |
|
HIGH |
108.19 |
|
0.618 |
107.47 |
|
0.500 |
107.25 |
|
0.382 |
107.02 |
|
LOW |
106.30 |
|
0.618 |
105.13 |
|
1.000 |
104.41 |
|
1.618 |
103.24 |
|
2.618 |
101.35 |
|
4.250 |
98.27 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.73 |
108.06 |
| PP |
107.49 |
108.03 |
| S1 |
107.25 |
108.00 |
|