NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.81 |
107.83 |
0.02 |
0.0% |
109.82 |
| High |
109.42 |
107.89 |
-1.53 |
-1.4% |
109.82 |
| Low |
107.81 |
107.15 |
-0.66 |
-0.6% |
106.30 |
| Close |
109.39 |
107.83 |
-1.56 |
-1.4% |
107.83 |
| Range |
1.61 |
0.74 |
-0.87 |
-54.0% |
3.52 |
| ATR |
0.00 |
1.32 |
1.32 |
|
0.00 |
| Volume |
5,800 |
8,577 |
2,777 |
47.9% |
47,016 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.84 |
109.58 |
108.24 |
|
| R3 |
109.10 |
108.84 |
108.03 |
|
| R2 |
108.36 |
108.36 |
107.97 |
|
| R1 |
108.10 |
108.10 |
107.90 |
108.20 |
| PP |
107.62 |
107.62 |
107.62 |
107.68 |
| S1 |
107.36 |
107.36 |
107.76 |
107.46 |
| S2 |
106.88 |
106.88 |
107.69 |
|
| S3 |
106.14 |
106.62 |
107.63 |
|
| S4 |
105.40 |
105.88 |
107.42 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.54 |
116.71 |
109.77 |
|
| R3 |
115.02 |
113.19 |
108.80 |
|
| R2 |
111.50 |
111.50 |
108.48 |
|
| R1 |
109.67 |
109.67 |
108.15 |
108.83 |
| PP |
107.98 |
107.98 |
107.98 |
107.56 |
| S1 |
106.15 |
106.15 |
107.51 |
105.31 |
| S2 |
104.46 |
104.46 |
107.18 |
|
| S3 |
100.94 |
102.63 |
106.86 |
|
| S4 |
97.42 |
99.11 |
105.89 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.04 |
|
2.618 |
109.83 |
|
1.618 |
109.09 |
|
1.000 |
108.63 |
|
0.618 |
108.35 |
|
HIGH |
107.89 |
|
0.618 |
107.61 |
|
0.500 |
107.52 |
|
0.382 |
107.43 |
|
LOW |
107.15 |
|
0.618 |
106.69 |
|
1.000 |
106.41 |
|
1.618 |
105.95 |
|
2.618 |
105.21 |
|
4.250 |
104.01 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.73 |
107.86 |
| PP |
107.62 |
107.85 |
| S1 |
107.52 |
107.84 |
|