NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.19 |
107.81 |
-0.38 |
-0.4% |
106.37 |
| High |
108.19 |
109.42 |
1.23 |
1.1% |
110.08 |
| Low |
106.30 |
107.81 |
1.51 |
1.4% |
106.37 |
| Close |
107.97 |
109.39 |
1.42 |
1.3% |
110.08 |
| Range |
1.89 |
1.61 |
-0.28 |
-14.8% |
3.71 |
| ATR |
|
|
|
|
|
| Volume |
6,218 |
5,800 |
-418 |
-6.7% |
32,050 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.70 |
113.16 |
110.28 |
|
| R3 |
112.09 |
111.55 |
109.83 |
|
| R2 |
110.48 |
110.48 |
109.69 |
|
| R1 |
109.94 |
109.94 |
109.54 |
110.21 |
| PP |
108.87 |
108.87 |
108.87 |
109.01 |
| S1 |
108.33 |
108.33 |
109.24 |
108.60 |
| S2 |
107.26 |
107.26 |
109.09 |
|
| S3 |
105.65 |
106.72 |
108.95 |
|
| S4 |
104.04 |
105.11 |
108.50 |
|
|
| 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 |
116.26 |
|
2.618 |
113.63 |
|
1.618 |
112.02 |
|
1.000 |
111.03 |
|
0.618 |
110.41 |
|
HIGH |
109.42 |
|
0.618 |
108.80 |
|
0.500 |
108.62 |
|
0.382 |
108.43 |
|
LOW |
107.81 |
|
0.618 |
106.82 |
|
1.000 |
106.20 |
|
1.618 |
105.21 |
|
2.618 |
103.60 |
|
4.250 |
100.97 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.13 |
108.89 |
| PP |
108.87 |
108.38 |
| S1 |
108.62 |
107.88 |
|