NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.50 |
106.55 |
-0.95 |
-0.9% |
106.75 |
| High |
107.56 |
107.35 |
-0.21 |
-0.2% |
108.20 |
| Low |
105.38 |
105.67 |
0.29 |
0.3% |
104.35 |
| Close |
106.34 |
106.71 |
0.37 |
0.3% |
107.40 |
| Range |
2.18 |
1.68 |
-0.50 |
-22.9% |
3.85 |
| ATR |
2.32 |
2.28 |
-0.05 |
-2.0% |
0.00 |
| Volume |
210,938 |
250,193 |
39,255 |
18.6% |
1,360,536 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.62 |
110.84 |
107.63 |
|
| R3 |
109.94 |
109.16 |
107.17 |
|
| R2 |
108.26 |
108.26 |
107.02 |
|
| R1 |
107.48 |
107.48 |
106.86 |
107.87 |
| PP |
106.58 |
106.58 |
106.58 |
106.77 |
| S1 |
105.80 |
105.80 |
106.56 |
106.19 |
| S2 |
104.90 |
104.90 |
106.40 |
|
| S3 |
103.22 |
104.12 |
106.25 |
|
| S4 |
101.54 |
102.44 |
105.79 |
|
|
| 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% |
1.90 |
1.8% |
61% |
False |
False |
257,229 |
| 10 |
110.55 |
104.35 |
6.20 |
5.8% |
2.41 |
2.3% |
38% |
False |
False |
280,803 |
| 20 |
110.55 |
100.63 |
9.92 |
9.3% |
2.23 |
2.1% |
61% |
False |
False |
254,753 |
| 40 |
110.55 |
95.81 |
14.74 |
13.8% |
2.23 |
2.1% |
74% |
False |
False |
169,639 |
| 60 |
110.55 |
93.27 |
17.28 |
16.2% |
2.22 |
2.1% |
78% |
False |
False |
123,469 |
| 80 |
110.55 |
93.27 |
17.28 |
16.2% |
2.33 |
2.2% |
78% |
False |
False |
98,069 |
| 100 |
110.55 |
84.94 |
25.61 |
24.0% |
2.33 |
2.2% |
85% |
False |
False |
81,533 |
| 120 |
110.55 |
76.15 |
34.40 |
32.2% |
2.44 |
2.3% |
89% |
False |
False |
69,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.49 |
|
2.618 |
111.75 |
|
1.618 |
110.07 |
|
1.000 |
109.03 |
|
0.618 |
108.39 |
|
HIGH |
107.35 |
|
0.618 |
106.71 |
|
0.500 |
106.51 |
|
0.382 |
106.31 |
|
LOW |
105.67 |
|
0.618 |
104.63 |
|
1.000 |
103.99 |
|
1.618 |
102.95 |
|
2.618 |
101.27 |
|
4.250 |
98.53 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.64 |
106.79 |
| PP |
106.58 |
106.76 |
| S1 |
106.51 |
106.74 |
|