NYMEX Light Sweet Crude Oil Future June 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 |
106.90 |
107.31 |
0.41 |
0.4% |
108.36 |
| High |
108.11 |
107.60 |
-0.51 |
-0.5% |
108.36 |
| Low |
106.58 |
105.01 |
-1.57 |
-1.5% |
104.90 |
| Close |
107.75 |
105.84 |
-1.91 |
-1.8% |
108.07 |
| Range |
1.53 |
2.59 |
1.06 |
69.3% |
3.46 |
| ATR |
2.11 |
2.16 |
0.04 |
2.1% |
0.00 |
| Volume |
100,933 |
69,194 |
-31,739 |
-31.4% |
372,454 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.92 |
112.47 |
107.26 |
|
| R3 |
111.33 |
109.88 |
106.55 |
|
| R2 |
108.74 |
108.74 |
106.31 |
|
| R1 |
107.29 |
107.29 |
106.08 |
106.72 |
| PP |
106.15 |
106.15 |
106.15 |
105.87 |
| S1 |
104.70 |
104.70 |
105.60 |
104.13 |
| S2 |
103.56 |
103.56 |
105.37 |
|
| S3 |
100.97 |
102.11 |
105.13 |
|
| S4 |
98.38 |
99.52 |
104.42 |
|
|
| 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 |
105.01 |
4.12 |
3.9% |
2.08 |
2.0% |
20% |
False |
True |
75,983 |
| 10 |
109.13 |
104.90 |
4.23 |
4.0% |
2.02 |
1.9% |
22% |
False |
False |
75,107 |
| 20 |
111.30 |
104.90 |
6.40 |
6.0% |
2.21 |
2.1% |
15% |
False |
False |
80,527 |
| 40 |
111.30 |
96.67 |
14.63 |
13.8% |
2.07 |
2.0% |
63% |
False |
False |
75,643 |
| 60 |
111.30 |
96.67 |
14.63 |
13.8% |
2.10 |
2.0% |
63% |
False |
False |
63,579 |
| 80 |
111.30 |
93.40 |
17.90 |
16.9% |
2.16 |
2.0% |
69% |
False |
False |
55,051 |
| 100 |
111.30 |
88.43 |
22.87 |
21.6% |
2.22 |
2.1% |
76% |
False |
False |
50,403 |
| 120 |
111.30 |
76.65 |
34.65 |
32.7% |
2.31 |
2.2% |
84% |
False |
False |
46,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.61 |
|
2.618 |
114.38 |
|
1.618 |
111.79 |
|
1.000 |
110.19 |
|
0.618 |
109.20 |
|
HIGH |
107.60 |
|
0.618 |
106.61 |
|
0.500 |
106.31 |
|
0.382 |
106.00 |
|
LOW |
105.01 |
|
0.618 |
103.41 |
|
1.000 |
102.42 |
|
1.618 |
100.82 |
|
2.618 |
98.23 |
|
4.250 |
94.00 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.31 |
106.88 |
| PP |
106.15 |
106.53 |
| S1 |
106.00 |
106.19 |
|