NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.64 |
107.36 |
-0.28 |
-0.3% |
108.37 |
| High |
108.22 |
107.45 |
-0.77 |
-0.7% |
109.13 |
| Low |
107.03 |
105.21 |
-1.82 |
-1.7% |
105.01 |
| Close |
107.85 |
105.96 |
-1.89 |
-1.8% |
107.35 |
| Range |
1.19 |
2.24 |
1.05 |
88.2% |
4.12 |
| ATR |
2.08 |
2.12 |
0.04 |
1.9% |
0.00 |
| Volume |
41,171 |
53,510 |
12,339 |
30.0% |
370,254 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.93 |
111.68 |
107.19 |
|
| R3 |
110.69 |
109.44 |
106.58 |
|
| R2 |
108.45 |
108.45 |
106.37 |
|
| R1 |
107.20 |
107.20 |
106.17 |
106.71 |
| PP |
106.21 |
106.21 |
106.21 |
105.96 |
| S1 |
104.96 |
104.96 |
105.75 |
104.47 |
| S2 |
103.97 |
103.97 |
105.55 |
|
| S3 |
101.73 |
102.72 |
105.34 |
|
| S4 |
99.49 |
100.48 |
104.73 |
|
|
| 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% |
2.04 |
1.9% |
25% |
False |
False |
60,019 |
| 10 |
109.13 |
104.90 |
4.23 |
4.0% |
2.03 |
1.9% |
25% |
False |
False |
69,074 |
| 20 |
111.30 |
104.90 |
6.40 |
6.0% |
2.12 |
2.0% |
17% |
False |
False |
73,343 |
| 40 |
111.30 |
96.67 |
14.63 |
13.8% |
2.06 |
1.9% |
63% |
False |
False |
76,953 |
| 60 |
111.30 |
96.67 |
14.63 |
13.8% |
2.11 |
2.0% |
63% |
False |
False |
66,448 |
| 80 |
111.30 |
93.40 |
17.90 |
16.9% |
2.13 |
2.0% |
70% |
False |
False |
56,319 |
| 100 |
111.30 |
90.12 |
21.18 |
20.0% |
2.20 |
2.1% |
75% |
False |
False |
51,642 |
| 120 |
111.30 |
80.26 |
31.04 |
29.3% |
2.27 |
2.1% |
83% |
False |
False |
47,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.97 |
|
2.618 |
113.31 |
|
1.618 |
111.07 |
|
1.000 |
109.69 |
|
0.618 |
108.83 |
|
HIGH |
107.45 |
|
0.618 |
106.59 |
|
0.500 |
106.33 |
|
0.382 |
106.07 |
|
LOW |
105.21 |
|
0.618 |
103.83 |
|
1.000 |
102.97 |
|
1.618 |
101.59 |
|
2.618 |
99.35 |
|
4.250 |
95.69 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.33 |
106.72 |
| PP |
106.21 |
106.46 |
| S1 |
106.08 |
106.21 |
|