NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.90 |
106.58 |
-1.32 |
-1.2% |
108.60 |
| High |
108.03 |
109.21 |
1.18 |
1.1% |
109.51 |
| Low |
105.48 |
106.20 |
0.72 |
0.7% |
105.48 |
| Close |
106.29 |
107.79 |
1.50 |
1.4% |
107.79 |
| Range |
2.55 |
3.01 |
0.46 |
18.0% |
4.03 |
| ATR |
2.05 |
2.12 |
0.07 |
3.4% |
0.00 |
| Volume |
27,150 |
30,624 |
3,474 |
12.8% |
144,298 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.76 |
115.29 |
109.45 |
|
| R3 |
113.75 |
112.28 |
108.62 |
|
| R2 |
110.74 |
110.74 |
108.34 |
|
| R1 |
109.27 |
109.27 |
108.07 |
110.01 |
| PP |
107.73 |
107.73 |
107.73 |
108.10 |
| S1 |
106.26 |
106.26 |
107.51 |
107.00 |
| S2 |
104.72 |
104.72 |
107.24 |
|
| S3 |
101.71 |
103.25 |
106.96 |
|
| S4 |
98.70 |
100.24 |
106.13 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.68 |
117.77 |
110.01 |
|
| R3 |
115.65 |
113.74 |
108.90 |
|
| R2 |
111.62 |
111.62 |
108.53 |
|
| R1 |
109.71 |
109.71 |
108.16 |
108.65 |
| PP |
107.59 |
107.59 |
107.59 |
107.07 |
| S1 |
105.68 |
105.68 |
107.42 |
104.62 |
| S2 |
103.56 |
103.56 |
107.05 |
|
| S3 |
99.53 |
101.65 |
106.68 |
|
| S4 |
95.50 |
97.62 |
105.57 |
|
|
| 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 |
3.7% |
2.18 |
2.0% |
57% |
False |
False |
28,859 |
| 10 |
109.51 |
105.46 |
4.05 |
3.8% |
2.04 |
1.9% |
58% |
False |
False |
33,185 |
| 20 |
111.49 |
105.46 |
6.03 |
5.6% |
2.18 |
2.0% |
39% |
False |
False |
31,971 |
| 40 |
111.49 |
97.05 |
14.44 |
13.4% |
1.93 |
1.8% |
74% |
False |
False |
28,719 |
| 60 |
111.49 |
97.05 |
14.44 |
13.4% |
1.93 |
1.8% |
74% |
False |
False |
22,536 |
| 80 |
111.49 |
93.45 |
18.04 |
16.7% |
1.90 |
1.8% |
79% |
False |
False |
18,354 |
| 100 |
111.49 |
89.40 |
22.09 |
20.5% |
1.89 |
1.8% |
83% |
False |
False |
15,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.00 |
|
2.618 |
117.09 |
|
1.618 |
114.08 |
|
1.000 |
112.22 |
|
0.618 |
111.07 |
|
HIGH |
109.21 |
|
0.618 |
108.06 |
|
0.500 |
107.71 |
|
0.382 |
107.35 |
|
LOW |
106.20 |
|
0.618 |
104.34 |
|
1.000 |
103.19 |
|
1.618 |
101.33 |
|
2.618 |
98.32 |
|
4.250 |
93.41 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.76 |
107.64 |
| PP |
107.73 |
107.49 |
| S1 |
107.71 |
107.35 |
|