NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.45 |
107.64 |
0.19 |
0.2% |
108.37 |
| High |
107.81 |
108.22 |
0.41 |
0.4% |
109.13 |
| Low |
106.70 |
107.03 |
0.33 |
0.3% |
105.01 |
| Close |
107.55 |
107.85 |
0.30 |
0.3% |
107.35 |
| Range |
1.11 |
1.19 |
0.08 |
7.2% |
4.12 |
| ATR |
2.14 |
2.08 |
-0.07 |
-3.2% |
0.00 |
| Volume |
59,973 |
41,171 |
-18,802 |
-31.4% |
370,254 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.27 |
110.75 |
108.50 |
|
| R3 |
110.08 |
109.56 |
108.18 |
|
| R2 |
108.89 |
108.89 |
108.07 |
|
| R1 |
108.37 |
108.37 |
107.96 |
108.63 |
| PP |
107.70 |
107.70 |
107.70 |
107.83 |
| S1 |
107.18 |
107.18 |
107.74 |
107.44 |
| S2 |
106.51 |
106.51 |
107.63 |
|
| S3 |
105.32 |
105.99 |
107.52 |
|
| S4 |
104.13 |
104.80 |
107.20 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.52 |
117.56 |
109.62 |
|
| R3 |
115.40 |
113.44 |
108.48 |
|
| R2 |
111.28 |
111.28 |
108.11 |
|
| R1 |
109.32 |
109.32 |
107.73 |
108.24 |
| PP |
107.16 |
107.16 |
107.16 |
106.63 |
| S1 |
105.20 |
105.20 |
106.97 |
104.12 |
| S2 |
103.04 |
103.04 |
106.59 |
|
| S3 |
98.92 |
101.08 |
106.22 |
|
| S4 |
94.80 |
96.96 |
105.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.75 |
105.01 |
3.74 |
3.5% |
1.90 |
1.8% |
76% |
False |
False |
69,504 |
| 10 |
109.13 |
104.90 |
4.23 |
3.9% |
1.99 |
1.8% |
70% |
False |
False |
71,521 |
| 20 |
111.30 |
104.90 |
6.40 |
5.9% |
2.14 |
2.0% |
46% |
False |
False |
74,318 |
| 40 |
111.30 |
96.67 |
14.63 |
13.6% |
2.08 |
1.9% |
76% |
False |
False |
76,761 |
| 60 |
111.30 |
96.67 |
14.63 |
13.6% |
2.10 |
1.9% |
76% |
False |
False |
65,886 |
| 80 |
111.30 |
93.40 |
17.90 |
16.6% |
2.13 |
2.0% |
81% |
False |
False |
56,185 |
| 100 |
111.30 |
90.09 |
21.21 |
19.7% |
2.20 |
2.0% |
84% |
False |
False |
51,383 |
| 120 |
111.30 |
78.63 |
32.67 |
30.3% |
2.28 |
2.1% |
89% |
False |
False |
47,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.28 |
|
2.618 |
111.34 |
|
1.618 |
110.15 |
|
1.000 |
109.41 |
|
0.618 |
108.96 |
|
HIGH |
108.22 |
|
0.618 |
107.77 |
|
0.500 |
107.63 |
|
0.382 |
107.48 |
|
LOW |
107.03 |
|
0.618 |
106.29 |
|
1.000 |
105.84 |
|
1.618 |
105.10 |
|
2.618 |
103.91 |
|
4.250 |
101.97 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.78 |
107.64 |
| PP |
107.70 |
107.43 |
| S1 |
107.63 |
107.22 |
|