NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.71 |
107.42 |
-0.29 |
-0.3% |
109.82 |
| High |
108.27 |
107.55 |
-0.72 |
-0.7% |
109.82 |
| Low |
107.43 |
106.45 |
-0.98 |
-0.9% |
106.30 |
| Close |
107.91 |
106.45 |
-1.46 |
-1.4% |
107.83 |
| Range |
0.84 |
1.10 |
0.26 |
31.0% |
3.52 |
| ATR |
1.28 |
1.30 |
0.01 |
1.0% |
0.00 |
| Volume |
5,542 |
4,505 |
-1,037 |
-18.7% |
47,016 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.12 |
109.38 |
107.06 |
|
| R3 |
109.02 |
108.28 |
106.75 |
|
| R2 |
107.92 |
107.92 |
106.65 |
|
| R1 |
107.18 |
107.18 |
106.55 |
107.00 |
| PP |
106.82 |
106.82 |
106.82 |
106.73 |
| S1 |
106.08 |
106.08 |
106.35 |
105.90 |
| S2 |
105.72 |
105.72 |
106.25 |
|
| S3 |
104.62 |
104.98 |
106.15 |
|
| S4 |
103.52 |
103.88 |
105.85 |
|
|
| 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 |
112.23 |
|
2.618 |
110.43 |
|
1.618 |
109.33 |
|
1.000 |
108.65 |
|
0.618 |
108.23 |
|
HIGH |
107.55 |
|
0.618 |
107.13 |
|
0.500 |
107.00 |
|
0.382 |
106.87 |
|
LOW |
106.45 |
|
0.618 |
105.77 |
|
1.000 |
105.35 |
|
1.618 |
104.67 |
|
2.618 |
103.57 |
|
4.250 |
101.78 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.00 |
107.36 |
| PP |
106.82 |
107.06 |
| S1 |
106.63 |
106.75 |
|