NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.71 |
107.90 |
0.19 |
0.2% |
107.98 |
| High |
108.60 |
109.46 |
0.86 |
0.8% |
109.46 |
| Low |
107.35 |
107.57 |
0.22 |
0.2% |
105.88 |
| Close |
107.96 |
108.73 |
0.77 |
0.7% |
108.73 |
| Range |
1.25 |
1.89 |
0.64 |
51.2% |
3.58 |
| ATR |
2.10 |
2.08 |
-0.01 |
-0.7% |
0.00 |
| Volume |
37,794 |
39,400 |
1,606 |
4.2% |
154,921 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.26 |
113.38 |
109.77 |
|
| R3 |
112.37 |
111.49 |
109.25 |
|
| R2 |
110.48 |
110.48 |
109.08 |
|
| R1 |
109.60 |
109.60 |
108.90 |
110.04 |
| PP |
108.59 |
108.59 |
108.59 |
108.81 |
| S1 |
107.71 |
107.71 |
108.56 |
108.15 |
| S2 |
106.70 |
106.70 |
108.38 |
|
| S3 |
104.81 |
105.82 |
108.21 |
|
| S4 |
102.92 |
103.93 |
107.69 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.76 |
117.33 |
110.70 |
|
| R3 |
115.18 |
113.75 |
109.71 |
|
| R2 |
111.60 |
111.60 |
109.39 |
|
| R1 |
110.17 |
110.17 |
109.06 |
110.89 |
| PP |
108.02 |
108.02 |
108.02 |
108.38 |
| S1 |
106.59 |
106.59 |
108.40 |
107.31 |
| S2 |
104.44 |
104.44 |
108.07 |
|
| S3 |
100.86 |
103.01 |
107.75 |
|
| S4 |
97.28 |
99.43 |
106.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.46 |
105.88 |
3.58 |
3.3% |
1.87 |
1.7% |
80% |
True |
False |
30,984 |
| 10 |
111.49 |
105.88 |
5.61 |
5.2% |
2.33 |
2.1% |
51% |
False |
False |
30,757 |
| 20 |
111.49 |
99.70 |
11.79 |
10.8% |
1.93 |
1.8% |
77% |
False |
False |
29,522 |
| 40 |
111.49 |
97.05 |
14.44 |
13.3% |
1.97 |
1.8% |
81% |
False |
False |
23,255 |
| 60 |
111.49 |
93.45 |
18.04 |
16.6% |
1.95 |
1.8% |
85% |
False |
False |
17,863 |
| 80 |
111.49 |
93.45 |
18.04 |
16.6% |
1.92 |
1.8% |
85% |
False |
False |
15,176 |
| 100 |
111.49 |
85.15 |
26.34 |
24.2% |
1.93 |
1.8% |
90% |
False |
False |
13,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.49 |
|
2.618 |
114.41 |
|
1.618 |
112.52 |
|
1.000 |
111.35 |
|
0.618 |
110.63 |
|
HIGH |
109.46 |
|
0.618 |
108.74 |
|
0.500 |
108.52 |
|
0.382 |
108.29 |
|
LOW |
107.57 |
|
0.618 |
106.40 |
|
1.000 |
105.68 |
|
1.618 |
104.51 |
|
2.618 |
102.62 |
|
4.250 |
99.54 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.66 |
108.38 |
| PP |
108.59 |
108.02 |
| S1 |
108.52 |
107.67 |
|