NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.24 |
106.87 |
0.63 |
0.6% |
106.75 |
| High |
107.20 |
108.20 |
1.00 |
0.9% |
108.20 |
| Low |
105.84 |
106.13 |
0.29 |
0.3% |
104.35 |
| Close |
106.58 |
107.40 |
0.82 |
0.8% |
107.40 |
| Range |
1.36 |
2.07 |
0.71 |
52.2% |
3.85 |
| ATR |
2.36 |
2.34 |
-0.02 |
-0.9% |
0.00 |
| Volume |
251,117 |
266,600 |
15,483 |
6.2% |
1,360,536 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.45 |
112.50 |
108.54 |
|
| R3 |
111.38 |
110.43 |
107.97 |
|
| R2 |
109.31 |
109.31 |
107.78 |
|
| R1 |
108.36 |
108.36 |
107.59 |
108.84 |
| PP |
107.24 |
107.24 |
107.24 |
107.48 |
| S1 |
106.29 |
106.29 |
107.21 |
106.77 |
| S2 |
105.17 |
105.17 |
107.02 |
|
| S3 |
103.10 |
104.22 |
106.83 |
|
| S4 |
101.03 |
102.15 |
106.26 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.20 |
116.65 |
109.52 |
|
| R3 |
114.35 |
112.80 |
108.46 |
|
| R2 |
110.50 |
110.50 |
108.11 |
|
| R1 |
108.95 |
108.95 |
107.75 |
109.73 |
| PP |
106.65 |
106.65 |
106.65 |
107.04 |
| S1 |
105.10 |
105.10 |
107.05 |
105.88 |
| S2 |
102.80 |
102.80 |
106.69 |
|
| S3 |
98.95 |
101.25 |
106.34 |
|
| S4 |
95.10 |
97.40 |
105.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.20 |
104.35 |
3.85 |
3.6% |
2.08 |
1.9% |
79% |
True |
False |
272,107 |
| 10 |
110.55 |
104.35 |
6.20 |
5.8% |
2.52 |
2.3% |
49% |
False |
False |
287,182 |
| 20 |
110.55 |
97.73 |
12.82 |
11.9% |
2.26 |
2.1% |
75% |
False |
False |
242,340 |
| 40 |
110.55 |
95.81 |
14.74 |
13.7% |
2.31 |
2.1% |
79% |
False |
False |
160,258 |
| 60 |
110.55 |
93.27 |
17.28 |
16.1% |
2.30 |
2.1% |
82% |
False |
False |
116,706 |
| 80 |
110.55 |
93.27 |
17.28 |
16.1% |
2.32 |
2.2% |
82% |
False |
False |
92,639 |
| 100 |
110.55 |
84.94 |
25.61 |
23.8% |
2.34 |
2.2% |
88% |
False |
False |
77,135 |
| 120 |
110.55 |
76.15 |
34.40 |
32.0% |
2.45 |
2.3% |
91% |
False |
False |
65,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.00 |
|
2.618 |
113.62 |
|
1.618 |
111.55 |
|
1.000 |
110.27 |
|
0.618 |
109.48 |
|
HIGH |
108.20 |
|
0.618 |
107.41 |
|
0.500 |
107.17 |
|
0.382 |
106.92 |
|
LOW |
106.13 |
|
0.618 |
104.85 |
|
1.000 |
104.06 |
|
1.618 |
102.78 |
|
2.618 |
100.71 |
|
4.250 |
97.33 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.32 |
107.03 |
| PP |
107.24 |
106.65 |
| S1 |
107.17 |
106.28 |
|