NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.37 |
108.73 |
0.36 |
0.3% |
108.36 |
| High |
109.13 |
108.75 |
-0.38 |
-0.3% |
108.36 |
| Low |
107.53 |
106.20 |
-1.33 |
-1.2% |
104.90 |
| Close |
109.00 |
106.59 |
-2.41 |
-2.2% |
108.07 |
| Range |
1.60 |
2.55 |
0.95 |
59.4% |
3.46 |
| ATR |
2.11 |
2.16 |
0.05 |
2.3% |
0.00 |
| Volume |
63,009 |
60,868 |
-2,141 |
-3.4% |
372,454 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.83 |
113.26 |
107.99 |
|
| R3 |
112.28 |
110.71 |
107.29 |
|
| R2 |
109.73 |
109.73 |
107.06 |
|
| R1 |
108.16 |
108.16 |
106.82 |
107.67 |
| PP |
107.18 |
107.18 |
107.18 |
106.94 |
| S1 |
105.61 |
105.61 |
106.36 |
105.12 |
| S2 |
104.63 |
104.63 |
106.12 |
|
| S3 |
102.08 |
103.06 |
105.89 |
|
| S4 |
99.53 |
100.51 |
105.19 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.49 |
116.24 |
109.97 |
|
| R3 |
114.03 |
112.78 |
109.02 |
|
| R2 |
110.57 |
110.57 |
108.70 |
|
| R1 |
109.32 |
109.32 |
108.39 |
108.22 |
| PP |
107.11 |
107.11 |
107.11 |
106.56 |
| S1 |
105.86 |
105.86 |
107.75 |
104.76 |
| S2 |
103.65 |
103.65 |
107.44 |
|
| S3 |
100.19 |
102.40 |
107.12 |
|
| S4 |
96.73 |
98.94 |
106.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.13 |
104.90 |
4.23 |
4.0% |
2.09 |
2.0% |
40% |
False |
False |
73,539 |
| 10 |
109.13 |
104.90 |
4.23 |
4.0% |
1.94 |
1.8% |
40% |
False |
False |
74,891 |
| 20 |
111.30 |
104.90 |
6.40 |
6.0% |
2.22 |
2.1% |
26% |
False |
False |
79,403 |
| 40 |
111.30 |
96.67 |
14.63 |
13.7% |
2.07 |
1.9% |
68% |
False |
False |
73,349 |
| 60 |
111.30 |
96.67 |
14.63 |
13.7% |
2.07 |
1.9% |
68% |
False |
False |
61,559 |
| 80 |
111.30 |
93.40 |
17.90 |
16.8% |
2.16 |
2.0% |
74% |
False |
False |
53,726 |
| 100 |
111.30 |
88.43 |
22.87 |
21.5% |
2.24 |
2.1% |
79% |
False |
False |
49,723 |
| 120 |
111.30 |
76.65 |
34.65 |
32.5% |
2.34 |
2.2% |
86% |
False |
False |
45,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.59 |
|
2.618 |
115.43 |
|
1.618 |
112.88 |
|
1.000 |
111.30 |
|
0.618 |
110.33 |
|
HIGH |
108.75 |
|
0.618 |
107.78 |
|
0.500 |
107.48 |
|
0.382 |
107.17 |
|
LOW |
106.20 |
|
0.618 |
104.62 |
|
1.000 |
103.65 |
|
1.618 |
102.07 |
|
2.618 |
99.52 |
|
4.250 |
95.36 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.48 |
107.66 |
| PP |
107.18 |
107.30 |
| S1 |
106.89 |
106.95 |
|