NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.60 |
109.10 |
0.50 |
0.5% |
108.79 |
| High |
109.51 |
109.10 |
-0.41 |
-0.4% |
108.79 |
| Low |
108.00 |
106.67 |
-1.33 |
-1.2% |
105.46 |
| Close |
109.39 |
107.07 |
-2.32 |
-2.1% |
108.53 |
| Range |
1.51 |
2.43 |
0.92 |
60.9% |
3.33 |
| ATR |
1.99 |
2.04 |
0.05 |
2.6% |
0.00 |
| Volume |
25,468 |
27,044 |
1,576 |
6.2% |
187,561 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.90 |
113.42 |
108.41 |
|
| R3 |
112.47 |
110.99 |
107.74 |
|
| R2 |
110.04 |
110.04 |
107.52 |
|
| R1 |
108.56 |
108.56 |
107.29 |
108.09 |
| PP |
107.61 |
107.61 |
107.61 |
107.38 |
| S1 |
106.13 |
106.13 |
106.85 |
105.66 |
| S2 |
105.18 |
105.18 |
106.62 |
|
| S3 |
102.75 |
103.70 |
106.40 |
|
| S4 |
100.32 |
101.27 |
105.73 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.58 |
116.39 |
110.36 |
|
| R3 |
114.25 |
113.06 |
109.45 |
|
| R2 |
110.92 |
110.92 |
109.14 |
|
| R1 |
109.73 |
109.73 |
108.84 |
108.66 |
| PP |
107.59 |
107.59 |
107.59 |
107.06 |
| S1 |
106.40 |
106.40 |
108.22 |
105.33 |
| S2 |
104.26 |
104.26 |
107.92 |
|
| S3 |
100.93 |
103.07 |
107.61 |
|
| S4 |
97.60 |
99.74 |
106.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.51 |
105.46 |
4.05 |
3.8% |
1.97 |
1.8% |
40% |
False |
False |
35,464 |
| 10 |
109.51 |
105.46 |
4.05 |
3.8% |
1.85 |
1.7% |
40% |
False |
False |
35,113 |
| 20 |
111.49 |
105.46 |
6.03 |
5.6% |
2.10 |
2.0% |
27% |
False |
False |
31,529 |
| 40 |
111.49 |
97.05 |
14.44 |
13.5% |
1.90 |
1.8% |
69% |
False |
False |
27,139 |
| 60 |
111.49 |
97.05 |
14.44 |
13.5% |
1.88 |
1.8% |
69% |
False |
False |
21,199 |
| 80 |
111.49 |
93.45 |
18.04 |
16.8% |
1.88 |
1.8% |
75% |
False |
False |
17,441 |
| 100 |
111.49 |
89.40 |
22.09 |
20.6% |
1.89 |
1.8% |
80% |
False |
False |
15,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.43 |
|
2.618 |
115.46 |
|
1.618 |
113.03 |
|
1.000 |
111.53 |
|
0.618 |
110.60 |
|
HIGH |
109.10 |
|
0.618 |
108.17 |
|
0.500 |
107.89 |
|
0.382 |
107.60 |
|
LOW |
106.67 |
|
0.618 |
105.17 |
|
1.000 |
104.24 |
|
1.618 |
102.74 |
|
2.618 |
100.31 |
|
4.250 |
96.34 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.89 |
108.09 |
| PP |
107.61 |
107.75 |
| S1 |
107.34 |
107.41 |
|