NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.73 |
106.90 |
-1.83 |
-1.7% |
108.36 |
| High |
108.75 |
108.11 |
-0.64 |
-0.6% |
108.36 |
| Low |
106.20 |
106.58 |
0.38 |
0.4% |
104.90 |
| Close |
106.59 |
107.75 |
1.16 |
1.1% |
108.07 |
| Range |
2.55 |
1.53 |
-1.02 |
-40.0% |
3.46 |
| ATR |
2.16 |
2.11 |
-0.04 |
-2.1% |
0.00 |
| Volume |
60,868 |
100,933 |
40,065 |
65.8% |
372,454 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.07 |
111.44 |
108.59 |
|
| R3 |
110.54 |
109.91 |
108.17 |
|
| R2 |
109.01 |
109.01 |
108.03 |
|
| R1 |
108.38 |
108.38 |
107.89 |
108.70 |
| PP |
107.48 |
107.48 |
107.48 |
107.64 |
| S1 |
106.85 |
106.85 |
107.61 |
107.17 |
| S2 |
105.95 |
105.95 |
107.47 |
|
| S3 |
104.42 |
105.32 |
107.33 |
|
| S4 |
102.89 |
103.79 |
106.91 |
|
|
| 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 |
3.9% |
2.02 |
1.9% |
67% |
False |
False |
78,129 |
| 10 |
109.13 |
104.90 |
4.23 |
3.9% |
1.89 |
1.8% |
67% |
False |
False |
77,304 |
| 20 |
111.30 |
104.90 |
6.40 |
5.9% |
2.24 |
2.1% |
45% |
False |
False |
80,470 |
| 40 |
111.30 |
96.67 |
14.63 |
13.6% |
2.07 |
1.9% |
76% |
False |
False |
74,987 |
| 60 |
111.30 |
96.67 |
14.63 |
13.6% |
2.07 |
1.9% |
76% |
False |
False |
62,798 |
| 80 |
111.30 |
93.40 |
17.90 |
16.6% |
2.15 |
2.0% |
80% |
False |
False |
54,543 |
| 100 |
111.30 |
88.43 |
22.87 |
21.2% |
2.22 |
2.1% |
84% |
False |
False |
50,061 |
| 120 |
111.30 |
76.65 |
34.65 |
32.2% |
2.32 |
2.2% |
90% |
False |
False |
46,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.61 |
|
2.618 |
112.12 |
|
1.618 |
110.59 |
|
1.000 |
109.64 |
|
0.618 |
109.06 |
|
HIGH |
108.11 |
|
0.618 |
107.53 |
|
0.500 |
107.35 |
|
0.382 |
107.16 |
|
LOW |
106.58 |
|
0.618 |
105.63 |
|
1.000 |
105.05 |
|
1.618 |
104.10 |
|
2.618 |
102.57 |
|
4.250 |
100.08 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.62 |
107.72 |
| PP |
107.48 |
107.69 |
| S1 |
107.35 |
107.67 |
|