NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.24 |
106.00 |
-1.24 |
-1.2% |
107.14 |
| High |
107.55 |
106.70 |
-0.85 |
-0.8% |
108.65 |
| Low |
105.65 |
104.29 |
-1.36 |
-1.3% |
104.88 |
| Close |
105.95 |
105.65 |
-0.30 |
-0.3% |
107.87 |
| Range |
1.90 |
2.41 |
0.51 |
26.8% |
3.77 |
| ATR |
2.19 |
2.21 |
0.02 |
0.7% |
0.00 |
| Volume |
102,126 |
106,543 |
4,417 |
4.3% |
453,458 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.78 |
111.62 |
106.98 |
|
| R3 |
110.37 |
109.21 |
106.31 |
|
| R2 |
107.96 |
107.96 |
106.09 |
|
| R1 |
106.80 |
106.80 |
105.87 |
106.18 |
| PP |
105.55 |
105.55 |
105.55 |
105.23 |
| S1 |
104.39 |
104.39 |
105.43 |
103.77 |
| S2 |
103.14 |
103.14 |
105.21 |
|
| S3 |
100.73 |
101.98 |
104.99 |
|
| S4 |
98.32 |
99.57 |
104.32 |
|
|
| 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 |
104.29 |
4.36 |
4.1% |
2.01 |
1.9% |
31% |
False |
True |
100,157 |
| 10 |
109.41 |
104.29 |
5.12 |
4.8% |
2.13 |
2.0% |
27% |
False |
True |
96,873 |
| 20 |
110.95 |
101.72 |
9.23 |
8.7% |
2.22 |
2.1% |
43% |
False |
False |
86,363 |
| 40 |
110.95 |
96.26 |
14.69 |
13.9% |
2.16 |
2.0% |
64% |
False |
False |
72,388 |
| 60 |
110.95 |
93.80 |
17.15 |
16.2% |
2.12 |
2.0% |
69% |
False |
False |
55,922 |
| 80 |
110.95 |
93.52 |
17.43 |
16.5% |
2.16 |
2.0% |
70% |
False |
False |
46,041 |
| 100 |
110.95 |
86.76 |
24.19 |
22.9% |
2.19 |
2.1% |
78% |
False |
False |
39,612 |
| 120 |
110.95 |
76.44 |
34.51 |
32.7% |
2.29 |
2.2% |
85% |
False |
False |
34,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.94 |
|
2.618 |
113.01 |
|
1.618 |
110.60 |
|
1.000 |
109.11 |
|
0.618 |
108.19 |
|
HIGH |
106.70 |
|
0.618 |
105.78 |
|
0.500 |
105.50 |
|
0.382 |
105.21 |
|
LOW |
104.29 |
|
0.618 |
102.80 |
|
1.000 |
101.88 |
|
1.618 |
100.39 |
|
2.618 |
97.98 |
|
4.250 |
94.05 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.60 |
106.07 |
| PP |
105.55 |
105.93 |
| S1 |
105.50 |
105.79 |
|