NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.21 |
107.81 |
0.60 |
0.6% |
107.90 |
| High |
108.20 |
109.10 |
0.90 |
0.8% |
109.10 |
| Low |
106.86 |
107.14 |
0.28 |
0.3% |
105.43 |
| Close |
107.56 |
108.33 |
0.77 |
0.7% |
108.33 |
| Range |
1.34 |
1.96 |
0.62 |
46.3% |
3.67 |
| ATR |
2.24 |
2.22 |
-0.02 |
-0.9% |
0.00 |
| Volume |
91,165 |
84,614 |
-6,551 |
-7.2% |
380,747 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.07 |
113.16 |
109.41 |
|
| R3 |
112.11 |
111.20 |
108.87 |
|
| R2 |
110.15 |
110.15 |
108.69 |
|
| R1 |
109.24 |
109.24 |
108.51 |
109.70 |
| PP |
108.19 |
108.19 |
108.19 |
108.42 |
| S1 |
107.28 |
107.28 |
108.15 |
107.74 |
| S2 |
106.23 |
106.23 |
107.97 |
|
| S3 |
104.27 |
105.32 |
107.79 |
|
| S4 |
102.31 |
103.36 |
107.25 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.63 |
117.15 |
110.35 |
|
| R3 |
114.96 |
113.48 |
109.34 |
|
| R2 |
111.29 |
111.29 |
109.00 |
|
| R1 |
109.81 |
109.81 |
108.67 |
110.55 |
| PP |
107.62 |
107.62 |
107.62 |
107.99 |
| S1 |
106.14 |
106.14 |
107.99 |
106.88 |
| S2 |
103.95 |
103.95 |
107.66 |
|
| S3 |
100.28 |
102.47 |
107.32 |
|
| S4 |
96.61 |
98.80 |
106.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.10 |
105.43 |
3.67 |
3.4% |
1.96 |
1.8% |
79% |
True |
False |
76,149 |
| 10 |
111.30 |
105.43 |
5.87 |
5.4% |
2.42 |
2.2% |
49% |
False |
False |
84,790 |
| 20 |
111.30 |
99.03 |
12.27 |
11.3% |
2.13 |
2.0% |
76% |
False |
False |
80,507 |
| 40 |
111.30 |
96.67 |
14.63 |
13.5% |
2.17 |
2.0% |
80% |
False |
False |
69,705 |
| 60 |
111.30 |
93.40 |
17.90 |
16.5% |
2.18 |
2.0% |
83% |
False |
False |
56,505 |
| 80 |
111.30 |
93.40 |
17.90 |
16.5% |
2.23 |
2.1% |
83% |
False |
False |
50,967 |
| 100 |
111.30 |
85.00 |
26.30 |
24.3% |
2.29 |
2.1% |
89% |
False |
False |
46,815 |
| 120 |
111.30 |
76.65 |
34.65 |
32.0% |
2.41 |
2.2% |
91% |
False |
False |
42,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.43 |
|
2.618 |
114.23 |
|
1.618 |
112.27 |
|
1.000 |
111.06 |
|
0.618 |
110.31 |
|
HIGH |
109.10 |
|
0.618 |
108.35 |
|
0.500 |
108.12 |
|
0.382 |
107.89 |
|
LOW |
107.14 |
|
0.618 |
105.93 |
|
1.000 |
105.18 |
|
1.618 |
103.97 |
|
2.618 |
102.01 |
|
4.250 |
98.81 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.26 |
107.98 |
| PP |
108.19 |
107.62 |
| S1 |
108.12 |
107.27 |
|