NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.05 |
107.87 |
-0.18 |
-0.2% |
108.60 |
| High |
108.63 |
107.91 |
-0.72 |
-0.7% |
109.51 |
| Low |
107.48 |
105.72 |
-1.76 |
-1.6% |
105.48 |
| Close |
108.33 |
106.45 |
-1.88 |
-1.7% |
107.79 |
| Range |
1.15 |
2.19 |
1.04 |
90.4% |
4.03 |
| ATR |
1.98 |
2.02 |
0.05 |
2.3% |
0.00 |
| Volume |
18,141 |
21,578 |
3,437 |
18.9% |
144,298 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.26 |
112.05 |
107.65 |
|
| R3 |
111.07 |
109.86 |
107.05 |
|
| R2 |
108.88 |
108.88 |
106.85 |
|
| R1 |
107.67 |
107.67 |
106.65 |
107.18 |
| PP |
106.69 |
106.69 |
106.69 |
106.45 |
| S1 |
105.48 |
105.48 |
106.25 |
104.99 |
| S2 |
104.50 |
104.50 |
106.05 |
|
| S3 |
102.31 |
103.29 |
105.85 |
|
| S4 |
100.12 |
101.10 |
105.25 |
|
|
| 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% |
1.99 |
1.9% |
26% |
False |
False |
25,254 |
| 10 |
109.51 |
105.46 |
4.05 |
3.8% |
1.96 |
1.8% |
24% |
False |
False |
29,066 |
| 20 |
111.49 |
105.46 |
6.03 |
5.7% |
2.04 |
1.9% |
16% |
False |
False |
30,251 |
| 40 |
111.49 |
97.05 |
14.44 |
13.6% |
1.91 |
1.8% |
65% |
False |
False |
29,731 |
| 60 |
111.49 |
97.05 |
14.44 |
13.6% |
1.94 |
1.8% |
65% |
False |
False |
23,493 |
| 80 |
111.49 |
93.45 |
18.04 |
16.9% |
1.90 |
1.8% |
72% |
False |
False |
18,890 |
| 100 |
111.49 |
92.71 |
18.78 |
17.6% |
1.90 |
1.8% |
73% |
False |
False |
16,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.22 |
|
2.618 |
113.64 |
|
1.618 |
111.45 |
|
1.000 |
110.10 |
|
0.618 |
109.26 |
|
HIGH |
107.91 |
|
0.618 |
107.07 |
|
0.500 |
106.82 |
|
0.382 |
106.56 |
|
LOW |
105.72 |
|
0.618 |
104.37 |
|
1.000 |
103.53 |
|
1.618 |
102.18 |
|
2.618 |
99.99 |
|
4.250 |
96.41 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.82 |
107.18 |
| PP |
106.69 |
106.93 |
| S1 |
106.57 |
106.69 |
|