NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.36 |
107.64 |
-0.72 |
-0.7% |
107.90 |
| High |
108.36 |
108.36 |
0.00 |
0.0% |
109.10 |
| Low |
106.37 |
106.72 |
0.35 |
0.3% |
105.43 |
| Close |
107.34 |
107.78 |
0.44 |
0.4% |
108.33 |
| Range |
1.99 |
1.64 |
-0.35 |
-17.6% |
3.67 |
| ATR |
2.20 |
2.16 |
-0.04 |
-1.8% |
0.00 |
| Volume |
70,603 |
58,032 |
-12,571 |
-17.8% |
380,747 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.54 |
111.80 |
108.68 |
|
| R3 |
110.90 |
110.16 |
108.23 |
|
| R2 |
109.26 |
109.26 |
108.08 |
|
| R1 |
108.52 |
108.52 |
107.93 |
108.89 |
| PP |
107.62 |
107.62 |
107.62 |
107.81 |
| S1 |
106.88 |
106.88 |
107.63 |
107.25 |
| S2 |
105.98 |
105.98 |
107.48 |
|
| S3 |
104.34 |
105.24 |
107.33 |
|
| S4 |
102.70 |
103.60 |
106.88 |
|
|
| 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% |
1.79 |
1.7% |
64% |
False |
False |
76,243 |
| 10 |
111.30 |
105.43 |
5.87 |
5.4% |
2.29 |
2.1% |
40% |
False |
False |
77,114 |
| 20 |
111.30 |
101.76 |
9.54 |
8.9% |
2.12 |
2.0% |
63% |
False |
False |
81,411 |
| 40 |
111.30 |
96.67 |
14.63 |
13.6% |
2.10 |
1.9% |
76% |
False |
False |
70,727 |
| 60 |
111.30 |
93.40 |
17.90 |
16.6% |
2.09 |
1.9% |
80% |
False |
False |
57,538 |
| 80 |
111.30 |
93.40 |
17.90 |
16.6% |
2.23 |
2.1% |
80% |
False |
False |
51,848 |
| 100 |
111.30 |
85.00 |
26.30 |
24.4% |
2.28 |
2.1% |
87% |
False |
False |
47,636 |
| 120 |
111.30 |
76.65 |
34.65 |
32.1% |
2.40 |
2.2% |
90% |
False |
False |
43,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.33 |
|
2.618 |
112.65 |
|
1.618 |
111.01 |
|
1.000 |
110.00 |
|
0.618 |
109.37 |
|
HIGH |
108.36 |
|
0.618 |
107.73 |
|
0.500 |
107.54 |
|
0.382 |
107.35 |
|
LOW |
106.72 |
|
0.618 |
105.71 |
|
1.000 |
105.08 |
|
1.618 |
104.07 |
|
2.618 |
102.43 |
|
4.250 |
99.75 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.70 |
107.77 |
| PP |
107.62 |
107.75 |
| S1 |
107.54 |
107.74 |
|