NYMEX Light Sweet Crude Oil Future May 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 |
106.00 |
105.90 |
-0.10 |
-0.1% |
107.88 |
| High |
106.70 |
107.85 |
1.15 |
1.1% |
107.94 |
| Low |
104.29 |
105.65 |
1.36 |
1.3% |
104.29 |
| Close |
105.65 |
107.58 |
1.93 |
1.8% |
107.58 |
| Range |
2.41 |
2.20 |
-0.21 |
-8.7% |
3.65 |
| ATR |
2.21 |
2.21 |
0.00 |
0.0% |
0.00 |
| Volume |
106,543 |
139,951 |
33,408 |
31.4% |
546,446 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.63 |
112.80 |
108.79 |
|
| R3 |
111.43 |
110.60 |
108.19 |
|
| R2 |
109.23 |
109.23 |
107.98 |
|
| R1 |
108.40 |
108.40 |
107.78 |
108.82 |
| PP |
107.03 |
107.03 |
107.03 |
107.23 |
| S1 |
106.20 |
106.20 |
107.38 |
106.62 |
| S2 |
104.83 |
104.83 |
107.18 |
|
| S3 |
102.63 |
104.00 |
106.98 |
|
| S4 |
100.43 |
101.80 |
106.37 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.55 |
116.22 |
109.59 |
|
| R3 |
113.90 |
112.57 |
108.58 |
|
| R2 |
110.25 |
110.25 |
108.25 |
|
| R1 |
108.92 |
108.92 |
107.91 |
107.76 |
| PP |
106.60 |
106.60 |
106.60 |
106.03 |
| S1 |
105.27 |
105.27 |
107.25 |
104.11 |
| S2 |
102.95 |
102.95 |
106.91 |
|
| S3 |
99.30 |
101.62 |
106.58 |
|
| S4 |
95.65 |
97.97 |
105.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.94 |
104.29 |
3.65 |
3.4% |
2.05 |
1.9% |
90% |
False |
False |
109,289 |
| 10 |
108.65 |
104.29 |
4.36 |
4.1% |
2.03 |
1.9% |
75% |
False |
False |
99,990 |
| 20 |
110.95 |
103.07 |
7.88 |
7.3% |
2.24 |
2.1% |
57% |
False |
False |
89,839 |
| 40 |
110.95 |
96.26 |
14.69 |
13.7% |
2.17 |
2.0% |
77% |
False |
False |
75,012 |
| 60 |
110.95 |
94.93 |
16.02 |
14.9% |
2.13 |
2.0% |
79% |
False |
False |
57,957 |
| 80 |
110.95 |
93.52 |
17.43 |
16.2% |
2.16 |
2.0% |
81% |
False |
False |
47,570 |
| 100 |
110.95 |
88.04 |
22.91 |
21.3% |
2.18 |
2.0% |
85% |
False |
False |
40,948 |
| 120 |
110.95 |
76.44 |
34.51 |
32.1% |
2.27 |
2.1% |
90% |
False |
False |
35,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.20 |
|
2.618 |
113.61 |
|
1.618 |
111.41 |
|
1.000 |
110.05 |
|
0.618 |
109.21 |
|
HIGH |
107.85 |
|
0.618 |
107.01 |
|
0.500 |
106.75 |
|
0.382 |
106.49 |
|
LOW |
105.65 |
|
0.618 |
104.29 |
|
1.000 |
103.45 |
|
1.618 |
102.09 |
|
2.618 |
99.89 |
|
4.250 |
96.30 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.30 |
107.08 |
| PP |
107.03 |
106.57 |
| S1 |
106.75 |
106.07 |
|