NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.58 |
107.76 |
1.18 |
1.1% |
108.60 |
| High |
109.21 |
108.26 |
-0.95 |
-0.9% |
109.51 |
| Low |
106.20 |
107.20 |
1.00 |
0.9% |
105.48 |
| Close |
107.79 |
108.02 |
0.23 |
0.2% |
107.79 |
| Range |
3.01 |
1.06 |
-1.95 |
-64.8% |
4.03 |
| ATR |
2.12 |
2.04 |
-0.08 |
-3.6% |
0.00 |
| Volume |
30,624 |
28,781 |
-1,843 |
-6.0% |
144,298 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.01 |
110.57 |
108.60 |
|
| R3 |
109.95 |
109.51 |
108.31 |
|
| R2 |
108.89 |
108.89 |
108.21 |
|
| R1 |
108.45 |
108.45 |
108.12 |
108.67 |
| PP |
107.83 |
107.83 |
107.83 |
107.94 |
| S1 |
107.39 |
107.39 |
107.92 |
107.61 |
| S2 |
106.77 |
106.77 |
107.83 |
|
| S3 |
105.71 |
106.33 |
107.73 |
|
| S4 |
104.65 |
105.27 |
107.44 |
|
|
| 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 |
109.21 |
105.48 |
3.73 |
3.5% |
2.09 |
1.9% |
68% |
False |
False |
29,522 |
| 10 |
109.51 |
105.46 |
4.05 |
3.7% |
1.95 |
1.8% |
63% |
False |
False |
32,663 |
| 20 |
111.49 |
105.46 |
6.03 |
5.6% |
2.13 |
2.0% |
42% |
False |
False |
30,589 |
| 40 |
111.49 |
97.05 |
14.44 |
13.4% |
1.92 |
1.8% |
76% |
False |
False |
29,218 |
| 60 |
111.49 |
97.05 |
14.44 |
13.4% |
1.92 |
1.8% |
76% |
False |
False |
22,985 |
| 80 |
111.49 |
93.45 |
18.04 |
16.7% |
1.89 |
1.7% |
81% |
False |
False |
18,607 |
| 100 |
111.49 |
89.40 |
22.09 |
20.4% |
1.89 |
1.7% |
84% |
False |
False |
16,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.77 |
|
2.618 |
111.04 |
|
1.618 |
109.98 |
|
1.000 |
109.32 |
|
0.618 |
108.92 |
|
HIGH |
108.26 |
|
0.618 |
107.86 |
|
0.500 |
107.73 |
|
0.382 |
107.60 |
|
LOW |
107.20 |
|
0.618 |
106.54 |
|
1.000 |
106.14 |
|
1.618 |
105.48 |
|
2.618 |
104.42 |
|
4.250 |
102.70 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.92 |
107.80 |
| PP |
107.83 |
107.57 |
| S1 |
107.73 |
107.35 |
|