NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.05 |
108.75 |
1.70 |
1.6% |
109.82 |
| High |
107.97 |
108.89 |
0.92 |
0.9% |
109.82 |
| Low |
106.59 |
108.12 |
1.53 |
1.4% |
106.30 |
| Close |
107.97 |
108.37 |
0.40 |
0.4% |
107.83 |
| Range |
1.38 |
0.77 |
-0.61 |
-44.2% |
3.52 |
| ATR |
1.31 |
1.28 |
-0.03 |
-2.1% |
0.00 |
| Volume |
9,165 |
8,312 |
-853 |
-9.3% |
47,016 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.77 |
110.34 |
108.79 |
|
| R3 |
110.00 |
109.57 |
108.58 |
|
| R2 |
109.23 |
109.23 |
108.51 |
|
| R1 |
108.80 |
108.80 |
108.44 |
108.63 |
| PP |
108.46 |
108.46 |
108.46 |
108.38 |
| S1 |
108.03 |
108.03 |
108.30 |
107.86 |
| S2 |
107.69 |
107.69 |
108.23 |
|
| S3 |
106.92 |
107.26 |
108.16 |
|
| S4 |
106.15 |
106.49 |
107.95 |
|
|
| 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 |
112.16 |
|
2.618 |
110.91 |
|
1.618 |
110.14 |
|
1.000 |
109.66 |
|
0.618 |
109.37 |
|
HIGH |
108.89 |
|
0.618 |
108.60 |
|
0.500 |
108.51 |
|
0.382 |
108.41 |
|
LOW |
108.12 |
|
0.618 |
107.64 |
|
1.000 |
107.35 |
|
1.618 |
106.87 |
|
2.618 |
106.10 |
|
4.250 |
104.85 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.51 |
108.14 |
| PP |
108.46 |
107.90 |
| S1 |
108.42 |
107.67 |
|