NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.40 |
107.90 |
0.50 |
0.5% |
108.79 |
| High |
108.51 |
108.03 |
-0.48 |
-0.4% |
108.79 |
| Low |
107.09 |
105.48 |
-1.61 |
-1.5% |
105.46 |
| Close |
108.18 |
106.29 |
-1.89 |
-1.7% |
108.53 |
| Range |
1.42 |
2.55 |
1.13 |
79.6% |
3.33 |
| ATR |
2.00 |
2.05 |
0.05 |
2.5% |
0.00 |
| Volume |
34,012 |
27,150 |
-6,862 |
-20.2% |
187,561 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.25 |
112.82 |
107.69 |
|
| R3 |
111.70 |
110.27 |
106.99 |
|
| R2 |
109.15 |
109.15 |
106.76 |
|
| R1 |
107.72 |
107.72 |
106.52 |
107.16 |
| PP |
106.60 |
106.60 |
106.60 |
106.32 |
| S1 |
105.17 |
105.17 |
106.06 |
104.61 |
| S2 |
104.05 |
104.05 |
105.82 |
|
| S3 |
101.50 |
102.62 |
105.59 |
|
| S4 |
98.95 |
100.07 |
104.89 |
|
|
| 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 |
105.48 |
4.03 |
3.8% |
1.99 |
1.9% |
20% |
False |
True |
31,158 |
| 10 |
109.51 |
105.46 |
4.05 |
3.8% |
1.93 |
1.8% |
20% |
False |
False |
34,063 |
| 20 |
111.49 |
105.46 |
6.03 |
5.7% |
2.12 |
2.0% |
14% |
False |
False |
32,188 |
| 40 |
111.49 |
97.05 |
14.44 |
13.6% |
1.90 |
1.8% |
64% |
False |
False |
28,239 |
| 60 |
111.49 |
97.05 |
14.44 |
13.6% |
1.92 |
1.8% |
64% |
False |
False |
22,073 |
| 80 |
111.49 |
93.45 |
18.04 |
17.0% |
1.89 |
1.8% |
71% |
False |
False |
18,017 |
| 100 |
111.49 |
89.40 |
22.09 |
20.8% |
1.88 |
1.8% |
76% |
False |
False |
15,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.87 |
|
2.618 |
114.71 |
|
1.618 |
112.16 |
|
1.000 |
110.58 |
|
0.618 |
109.61 |
|
HIGH |
108.03 |
|
0.618 |
107.06 |
|
0.500 |
106.76 |
|
0.382 |
106.45 |
|
LOW |
105.48 |
|
0.618 |
103.90 |
|
1.000 |
102.93 |
|
1.618 |
101.35 |
|
2.618 |
98.80 |
|
4.250 |
94.64 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.76 |
107.29 |
| PP |
106.60 |
106.96 |
| S1 |
106.45 |
106.62 |
|