NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
105.90 |
107.78 |
1.88 |
1.8% |
107.88 |
| High |
107.85 |
108.70 |
0.85 |
0.8% |
107.94 |
| Low |
105.65 |
107.04 |
1.39 |
1.3% |
104.29 |
| Close |
107.58 |
108.56 |
0.98 |
0.9% |
107.58 |
| Range |
2.20 |
1.66 |
-0.54 |
-24.5% |
3.65 |
| ATR |
2.21 |
2.17 |
-0.04 |
-1.8% |
0.00 |
| Volume |
139,951 |
231,215 |
91,264 |
65.2% |
546,446 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.08 |
112.48 |
109.47 |
|
| R3 |
111.42 |
110.82 |
109.02 |
|
| R2 |
109.76 |
109.76 |
108.86 |
|
| R1 |
109.16 |
109.16 |
108.71 |
109.46 |
| PP |
108.10 |
108.10 |
108.10 |
108.25 |
| S1 |
107.50 |
107.50 |
108.41 |
107.80 |
| S2 |
106.44 |
106.44 |
108.26 |
|
| S3 |
104.78 |
105.84 |
108.10 |
|
| S4 |
103.12 |
104.18 |
107.65 |
|
|
| 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 |
108.70 |
104.29 |
4.41 |
4.1% |
1.96 |
1.8% |
97% |
True |
False |
133,690 |
| 10 |
108.70 |
104.29 |
4.41 |
4.1% |
2.01 |
1.8% |
97% |
True |
False |
116,537 |
| 20 |
110.95 |
104.29 |
6.66 |
6.1% |
2.23 |
2.1% |
64% |
False |
False |
98,311 |
| 40 |
110.95 |
96.26 |
14.69 |
13.5% |
2.14 |
2.0% |
84% |
False |
False |
80,063 |
| 60 |
110.95 |
96.26 |
14.69 |
13.5% |
2.11 |
1.9% |
84% |
False |
False |
61,647 |
| 80 |
110.95 |
93.52 |
17.43 |
16.1% |
2.15 |
2.0% |
86% |
False |
False |
50,266 |
| 100 |
110.95 |
88.58 |
22.37 |
20.6% |
2.17 |
2.0% |
89% |
False |
False |
43,170 |
| 120 |
110.95 |
76.44 |
34.51 |
31.8% |
2.26 |
2.1% |
93% |
False |
False |
37,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.76 |
|
2.618 |
113.05 |
|
1.618 |
111.39 |
|
1.000 |
110.36 |
|
0.618 |
109.73 |
|
HIGH |
108.70 |
|
0.618 |
108.07 |
|
0.500 |
107.87 |
|
0.382 |
107.67 |
|
LOW |
107.04 |
|
0.618 |
106.01 |
|
1.000 |
105.38 |
|
1.618 |
104.35 |
|
2.618 |
102.69 |
|
4.250 |
99.99 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.33 |
107.87 |
| PP |
108.10 |
107.18 |
| S1 |
107.87 |
106.50 |
|