NYMEX Light Sweet Crude Oil Future May 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 |
107.88 |
107.01 |
-0.87 |
-0.8% |
107.14 |
| High |
107.94 |
107.85 |
-0.09 |
-0.1% |
108.65 |
| Low |
105.87 |
106.20 |
0.33 |
0.3% |
104.88 |
| Close |
106.84 |
107.24 |
0.40 |
0.4% |
107.87 |
| Range |
2.07 |
1.65 |
-0.42 |
-20.3% |
3.77 |
| ATR |
2.26 |
2.22 |
-0.04 |
-1.9% |
0.00 |
| Volume |
109,207 |
88,619 |
-20,588 |
-18.9% |
453,458 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.05 |
111.29 |
108.15 |
|
| R3 |
110.40 |
109.64 |
107.69 |
|
| R2 |
108.75 |
108.75 |
107.54 |
|
| R1 |
107.99 |
107.99 |
107.39 |
108.37 |
| PP |
107.10 |
107.10 |
107.10 |
107.29 |
| S1 |
106.34 |
106.34 |
107.09 |
106.72 |
| S2 |
105.45 |
105.45 |
106.94 |
|
| S3 |
103.80 |
104.69 |
106.79 |
|
| S4 |
102.15 |
103.04 |
106.33 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.44 |
116.93 |
109.94 |
|
| R3 |
114.67 |
113.16 |
108.91 |
|
| R2 |
110.90 |
110.90 |
108.56 |
|
| R1 |
109.39 |
109.39 |
108.22 |
110.15 |
| PP |
107.13 |
107.13 |
107.13 |
107.51 |
| S1 |
105.62 |
105.62 |
107.52 |
106.38 |
| S2 |
103.36 |
103.36 |
107.18 |
|
| S3 |
99.59 |
101.85 |
106.83 |
|
| S4 |
95.82 |
98.08 |
105.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.65 |
104.88 |
3.77 |
3.5% |
1.84 |
1.7% |
63% |
False |
False |
104,075 |
| 10 |
110.95 |
104.88 |
6.07 |
5.7% |
2.35 |
2.2% |
39% |
False |
False |
91,298 |
| 20 |
110.95 |
101.20 |
9.75 |
9.1% |
2.17 |
2.0% |
62% |
False |
False |
83,749 |
| 40 |
110.95 |
96.26 |
14.69 |
13.7% |
2.17 |
2.0% |
75% |
False |
False |
69,474 |
| 60 |
110.95 |
93.52 |
17.43 |
16.3% |
2.11 |
2.0% |
79% |
False |
False |
53,121 |
| 80 |
110.95 |
93.52 |
17.43 |
16.3% |
2.22 |
2.1% |
79% |
False |
False |
43,898 |
| 100 |
110.95 |
84.95 |
26.00 |
24.2% |
2.21 |
2.1% |
86% |
False |
False |
37,673 |
| 120 |
110.95 |
76.44 |
34.51 |
32.2% |
2.32 |
2.2% |
89% |
False |
False |
32,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.86 |
|
2.618 |
112.17 |
|
1.618 |
110.52 |
|
1.000 |
109.50 |
|
0.618 |
108.87 |
|
HIGH |
107.85 |
|
0.618 |
107.22 |
|
0.500 |
107.03 |
|
0.382 |
106.83 |
|
LOW |
106.20 |
|
0.618 |
105.18 |
|
1.000 |
104.55 |
|
1.618 |
103.53 |
|
2.618 |
101.88 |
|
4.250 |
99.19 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.17 |
107.26 |
| PP |
107.10 |
107.25 |
| S1 |
107.03 |
107.25 |
|