NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.90 |
108.79 |
0.89 |
0.8% |
107.98 |
| High |
109.46 |
108.79 |
-0.67 |
-0.6% |
109.46 |
| Low |
107.57 |
106.81 |
-0.76 |
-0.7% |
105.88 |
| Close |
108.73 |
107.77 |
-0.96 |
-0.9% |
108.73 |
| Range |
1.89 |
1.98 |
0.09 |
4.8% |
3.58 |
| ATR |
2.08 |
2.07 |
-0.01 |
-0.3% |
0.00 |
| Volume |
39,400 |
34,006 |
-5,394 |
-13.7% |
154,921 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.73 |
112.73 |
108.86 |
|
| R3 |
111.75 |
110.75 |
108.31 |
|
| R2 |
109.77 |
109.77 |
108.13 |
|
| R1 |
108.77 |
108.77 |
107.95 |
108.28 |
| PP |
107.79 |
107.79 |
107.79 |
107.55 |
| S1 |
106.79 |
106.79 |
107.59 |
106.30 |
| S2 |
105.81 |
105.81 |
107.41 |
|
| S3 |
103.83 |
104.81 |
107.23 |
|
| S4 |
101.85 |
102.83 |
106.68 |
|
|
| 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% |
1.89 |
1.8% |
53% |
False |
False |
33,097 |
| 10 |
111.49 |
105.88 |
5.61 |
5.2% |
2.31 |
2.1% |
34% |
False |
False |
28,515 |
| 20 |
111.49 |
101.58 |
9.91 |
9.2% |
1.93 |
1.8% |
62% |
False |
False |
30,240 |
| 40 |
111.49 |
97.05 |
14.44 |
13.4% |
1.92 |
1.8% |
74% |
False |
False |
23,889 |
| 60 |
111.49 |
93.45 |
18.04 |
16.7% |
1.94 |
1.8% |
79% |
False |
False |
18,327 |
| 80 |
111.49 |
93.45 |
18.04 |
16.7% |
1.93 |
1.8% |
79% |
False |
False |
15,543 |
| 100 |
111.49 |
85.15 |
26.34 |
24.4% |
1.93 |
1.8% |
86% |
False |
False |
13,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.21 |
|
2.618 |
113.97 |
|
1.618 |
111.99 |
|
1.000 |
110.77 |
|
0.618 |
110.01 |
|
HIGH |
108.79 |
|
0.618 |
108.03 |
|
0.500 |
107.80 |
|
0.382 |
107.57 |
|
LOW |
106.81 |
|
0.618 |
105.59 |
|
1.000 |
104.83 |
|
1.618 |
103.61 |
|
2.618 |
101.63 |
|
4.250 |
98.40 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.80 |
108.14 |
| PP |
107.79 |
108.01 |
| S1 |
107.78 |
107.89 |
|