NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.83 |
107.71 |
-0.12 |
-0.1% |
109.82 |
| High |
107.89 |
108.27 |
0.38 |
0.4% |
109.82 |
| Low |
107.15 |
107.43 |
0.28 |
0.3% |
106.30 |
| Close |
107.83 |
107.91 |
0.08 |
0.1% |
107.83 |
| Range |
0.74 |
0.84 |
0.10 |
13.5% |
3.52 |
| ATR |
1.32 |
1.28 |
-0.03 |
-2.6% |
0.00 |
| Volume |
8,577 |
5,542 |
-3,035 |
-35.4% |
47,016 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.39 |
109.99 |
108.37 |
|
| R3 |
109.55 |
109.15 |
108.14 |
|
| R2 |
108.71 |
108.71 |
108.06 |
|
| R1 |
108.31 |
108.31 |
107.99 |
108.51 |
| PP |
107.87 |
107.87 |
107.87 |
107.97 |
| S1 |
107.47 |
107.47 |
107.83 |
107.67 |
| S2 |
107.03 |
107.03 |
107.76 |
|
| S3 |
106.19 |
106.63 |
107.68 |
|
| S4 |
105.35 |
105.79 |
107.45 |
|
|
| 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 |
111.84 |
|
2.618 |
110.47 |
|
1.618 |
109.63 |
|
1.000 |
109.11 |
|
0.618 |
108.79 |
|
HIGH |
108.27 |
|
0.618 |
107.95 |
|
0.500 |
107.85 |
|
0.382 |
107.75 |
|
LOW |
107.43 |
|
0.618 |
106.91 |
|
1.000 |
106.59 |
|
1.618 |
106.07 |
|
2.618 |
105.23 |
|
4.250 |
103.86 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.89 |
108.29 |
| PP |
107.87 |
108.16 |
| S1 |
107.85 |
108.04 |
|