NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.33 |
106.81 |
0.48 |
0.5% |
107.88 |
| High |
107.64 |
107.12 |
-0.52 |
-0.5% |
107.94 |
| Low |
106.06 |
104.50 |
-1.56 |
-1.5% |
104.29 |
| Close |
107.27 |
105.35 |
-1.92 |
-1.8% |
107.58 |
| Range |
1.58 |
2.62 |
1.04 |
65.8% |
3.65 |
| ATR |
2.17 |
2.22 |
0.04 |
2.0% |
0.00 |
| Volume |
239,921 |
284,594 |
44,673 |
18.6% |
546,446 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.52 |
112.05 |
106.79 |
|
| R3 |
110.90 |
109.43 |
106.07 |
|
| R2 |
108.28 |
108.28 |
105.83 |
|
| R1 |
106.81 |
106.81 |
105.59 |
106.24 |
| PP |
105.66 |
105.66 |
105.66 |
105.37 |
| S1 |
104.19 |
104.19 |
105.11 |
103.62 |
| S2 |
103.04 |
103.04 |
104.87 |
|
| S3 |
100.42 |
101.57 |
104.63 |
|
| S4 |
97.80 |
98.95 |
103.91 |
|
|
| 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 |
104.50 |
4.20 |
4.0% |
2.15 |
2.0% |
20% |
False |
True |
242,978 |
| 10 |
108.70 |
104.29 |
4.41 |
4.2% |
2.08 |
2.0% |
24% |
False |
False |
171,567 |
| 20 |
110.95 |
104.29 |
6.66 |
6.3% |
2.27 |
2.2% |
16% |
False |
False |
128,868 |
| 40 |
110.95 |
96.26 |
14.69 |
13.9% |
2.13 |
2.0% |
62% |
False |
False |
97,798 |
| 60 |
110.95 |
96.26 |
14.69 |
13.9% |
2.16 |
2.0% |
62% |
False |
False |
74,915 |
| 80 |
110.95 |
93.52 |
17.43 |
16.5% |
2.17 |
2.1% |
68% |
False |
False |
60,357 |
| 100 |
110.95 |
88.58 |
22.37 |
21.2% |
2.16 |
2.1% |
75% |
False |
False |
50,949 |
| 120 |
110.95 |
76.44 |
34.51 |
32.8% |
2.24 |
2.1% |
84% |
False |
False |
44,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.26 |
|
2.618 |
113.98 |
|
1.618 |
111.36 |
|
1.000 |
109.74 |
|
0.618 |
108.74 |
|
HIGH |
107.12 |
|
0.618 |
106.12 |
|
0.500 |
105.81 |
|
0.382 |
105.50 |
|
LOW |
104.50 |
|
0.618 |
102.88 |
|
1.000 |
101.88 |
|
1.618 |
100.26 |
|
2.618 |
97.64 |
|
4.250 |
93.37 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.81 |
106.44 |
| PP |
105.66 |
106.07 |
| S1 |
105.50 |
105.71 |
|