NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
105.50 |
105.44 |
-0.06 |
-0.1% |
107.50 |
| High |
106.18 |
107.34 |
1.16 |
1.1% |
107.56 |
| Low |
103.78 |
105.13 |
1.35 |
1.3% |
103.78 |
| Close |
105.11 |
107.06 |
1.95 |
1.9% |
107.06 |
| Range |
2.40 |
2.21 |
-0.19 |
-7.9% |
3.78 |
| ATR |
2.26 |
2.26 |
0.00 |
-0.1% |
0.00 |
| Volume |
353,353 |
180,215 |
-173,138 |
-49.0% |
1,259,109 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.14 |
112.31 |
108.28 |
|
| R3 |
110.93 |
110.10 |
107.67 |
|
| R2 |
108.72 |
108.72 |
107.47 |
|
| R1 |
107.89 |
107.89 |
107.26 |
108.31 |
| PP |
106.51 |
106.51 |
106.51 |
106.72 |
| S1 |
105.68 |
105.68 |
106.86 |
106.10 |
| S2 |
104.30 |
104.30 |
106.65 |
|
| S3 |
102.09 |
103.47 |
106.45 |
|
| S4 |
99.88 |
101.26 |
105.84 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.47 |
116.05 |
109.14 |
|
| R3 |
113.69 |
112.27 |
108.10 |
|
| R2 |
109.91 |
109.91 |
107.75 |
|
| R1 |
108.49 |
108.49 |
107.41 |
107.31 |
| PP |
106.13 |
106.13 |
106.13 |
105.55 |
| S1 |
104.71 |
104.71 |
106.71 |
103.53 |
| S2 |
102.35 |
102.35 |
106.37 |
|
| S3 |
98.57 |
100.93 |
106.02 |
|
| S4 |
94.79 |
97.15 |
104.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.56 |
103.78 |
3.78 |
3.5% |
2.07 |
1.9% |
87% |
False |
False |
251,821 |
| 10 |
108.20 |
103.78 |
4.42 |
4.1% |
2.08 |
1.9% |
74% |
False |
False |
261,964 |
| 20 |
110.55 |
102.55 |
8.00 |
7.5% |
2.29 |
2.1% |
56% |
False |
False |
272,874 |
| 40 |
110.55 |
95.81 |
14.74 |
13.8% |
2.23 |
2.1% |
76% |
False |
False |
185,056 |
| 60 |
110.55 |
94.80 |
15.75 |
14.7% |
2.22 |
2.1% |
78% |
False |
False |
135,450 |
| 80 |
110.55 |
93.27 |
17.28 |
16.1% |
2.27 |
2.1% |
80% |
False |
False |
107,259 |
| 100 |
110.55 |
87.95 |
22.60 |
21.1% |
2.31 |
2.2% |
85% |
False |
False |
89,266 |
| 120 |
110.55 |
76.15 |
34.40 |
32.1% |
2.40 |
2.2% |
90% |
False |
False |
75,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.73 |
|
2.618 |
113.13 |
|
1.618 |
110.92 |
|
1.000 |
109.55 |
|
0.618 |
108.71 |
|
HIGH |
107.34 |
|
0.618 |
106.50 |
|
0.500 |
106.24 |
|
0.382 |
105.97 |
|
LOW |
105.13 |
|
0.618 |
103.76 |
|
1.000 |
102.92 |
|
1.618 |
101.55 |
|
2.618 |
99.34 |
|
4.250 |
95.74 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.79 |
106.56 |
| PP |
106.51 |
106.06 |
| S1 |
106.24 |
105.56 |
|