NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.12 |
108.23 |
0.11 |
0.1% |
107.98 |
| High |
108.73 |
108.50 |
-0.23 |
-0.2% |
109.46 |
| Low |
107.18 |
106.86 |
-0.32 |
-0.3% |
105.88 |
| Close |
108.26 |
106.98 |
-1.28 |
-1.2% |
108.73 |
| Range |
1.55 |
1.64 |
0.09 |
5.8% |
3.58 |
| ATR |
2.04 |
2.01 |
-0.03 |
-1.4% |
0.00 |
| Volume |
28,746 |
46,945 |
18,199 |
63.3% |
154,921 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.37 |
111.31 |
107.88 |
|
| R3 |
110.73 |
109.67 |
107.43 |
|
| R2 |
109.09 |
109.09 |
107.28 |
|
| R1 |
108.03 |
108.03 |
107.13 |
107.74 |
| PP |
107.45 |
107.45 |
107.45 |
107.30 |
| S1 |
106.39 |
106.39 |
106.83 |
106.10 |
| S2 |
105.81 |
105.81 |
106.68 |
|
| S3 |
104.17 |
104.75 |
106.53 |
|
| S4 |
102.53 |
103.11 |
106.08 |
|
|
| 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 |
106.81 |
2.65 |
2.5% |
1.66 |
1.6% |
6% |
False |
False |
37,378 |
| 10 |
111.49 |
105.88 |
5.61 |
5.2% |
2.13 |
2.0% |
20% |
False |
False |
31,436 |
| 20 |
111.49 |
102.88 |
8.61 |
8.0% |
1.96 |
1.8% |
48% |
False |
False |
31,836 |
| 40 |
111.49 |
97.05 |
14.44 |
13.5% |
1.92 |
1.8% |
69% |
False |
False |
25,135 |
| 60 |
111.49 |
93.45 |
18.04 |
16.9% |
1.87 |
1.7% |
75% |
False |
False |
19,382 |
| 80 |
111.49 |
93.45 |
18.04 |
16.9% |
1.90 |
1.8% |
75% |
False |
False |
16,362 |
| 100 |
111.49 |
85.15 |
26.34 |
24.6% |
1.90 |
1.8% |
83% |
False |
False |
14,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.47 |
|
2.618 |
112.79 |
|
1.618 |
111.15 |
|
1.000 |
110.14 |
|
0.618 |
109.51 |
|
HIGH |
108.50 |
|
0.618 |
107.87 |
|
0.500 |
107.68 |
|
0.382 |
107.49 |
|
LOW |
106.86 |
|
0.618 |
105.85 |
|
1.000 |
105.22 |
|
1.618 |
104.21 |
|
2.618 |
102.57 |
|
4.250 |
99.89 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.68 |
107.80 |
| PP |
107.45 |
107.53 |
| S1 |
107.21 |
107.25 |
|