NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.76 |
108.05 |
0.29 |
0.3% |
108.60 |
| High |
108.26 |
108.63 |
0.37 |
0.3% |
109.51 |
| Low |
107.20 |
107.48 |
0.28 |
0.3% |
105.48 |
| Close |
108.02 |
108.33 |
0.31 |
0.3% |
107.79 |
| Range |
1.06 |
1.15 |
0.09 |
8.5% |
4.03 |
| ATR |
2.04 |
1.98 |
-0.06 |
-3.1% |
0.00 |
| Volume |
28,781 |
18,141 |
-10,640 |
-37.0% |
144,298 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.60 |
111.11 |
108.96 |
|
| R3 |
110.45 |
109.96 |
108.65 |
|
| R2 |
109.30 |
109.30 |
108.54 |
|
| R1 |
108.81 |
108.81 |
108.44 |
109.06 |
| PP |
108.15 |
108.15 |
108.15 |
108.27 |
| S1 |
107.66 |
107.66 |
108.22 |
107.91 |
| S2 |
107.00 |
107.00 |
108.12 |
|
| S3 |
105.85 |
106.51 |
108.01 |
|
| S4 |
104.70 |
105.36 |
107.70 |
|
|
| 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 |
3.4% |
1.84 |
1.7% |
76% |
False |
False |
27,741 |
| 10 |
109.51 |
105.46 |
4.05 |
3.7% |
1.91 |
1.8% |
71% |
False |
False |
31,602 |
| 20 |
111.49 |
105.46 |
6.03 |
5.6% |
2.07 |
1.9% |
48% |
False |
False |
30,087 |
| 40 |
111.49 |
97.05 |
14.44 |
13.3% |
1.93 |
1.8% |
78% |
False |
False |
29,460 |
| 60 |
111.49 |
97.05 |
14.44 |
13.3% |
1.92 |
1.8% |
78% |
False |
False |
23,220 |
| 80 |
111.49 |
93.45 |
18.04 |
16.7% |
1.89 |
1.7% |
82% |
False |
False |
18,748 |
| 100 |
111.49 |
91.53 |
19.96 |
18.4% |
1.88 |
1.7% |
84% |
False |
False |
16,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.52 |
|
2.618 |
111.64 |
|
1.618 |
110.49 |
|
1.000 |
109.78 |
|
0.618 |
109.34 |
|
HIGH |
108.63 |
|
0.618 |
108.19 |
|
0.500 |
108.06 |
|
0.382 |
107.92 |
|
LOW |
107.48 |
|
0.618 |
106.77 |
|
1.000 |
106.33 |
|
1.618 |
105.62 |
|
2.618 |
104.47 |
|
4.250 |
102.59 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.24 |
108.12 |
| PP |
108.15 |
107.91 |
| S1 |
108.06 |
107.71 |
|