NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.42 |
108.51 |
0.09 |
0.1% |
108.42 |
| High |
108.42 |
109.04 |
0.62 |
0.6% |
109.62 |
| Low |
107.16 |
107.60 |
0.44 |
0.4% |
106.13 |
| Close |
108.14 |
108.61 |
0.47 |
0.4% |
109.03 |
| Range |
1.26 |
1.44 |
0.18 |
14.3% |
3.49 |
| ATR |
1.88 |
1.85 |
-0.03 |
-1.7% |
0.00 |
| Volume |
27,302 |
17,254 |
-10,048 |
-36.8% |
98,919 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.74 |
112.11 |
109.40 |
|
| R3 |
111.30 |
110.67 |
109.01 |
|
| R2 |
109.86 |
109.86 |
108.87 |
|
| R1 |
109.23 |
109.23 |
108.74 |
109.55 |
| PP |
108.42 |
108.42 |
108.42 |
108.57 |
| S1 |
107.79 |
107.79 |
108.48 |
108.11 |
| S2 |
106.98 |
106.98 |
108.35 |
|
| S3 |
105.54 |
106.35 |
108.21 |
|
| S4 |
104.10 |
104.91 |
107.82 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.73 |
117.37 |
110.95 |
|
| R3 |
115.24 |
113.88 |
109.99 |
|
| R2 |
111.75 |
111.75 |
109.67 |
|
| R1 |
110.39 |
110.39 |
109.35 |
111.07 |
| PP |
108.26 |
108.26 |
108.26 |
108.60 |
| S1 |
106.90 |
106.90 |
108.71 |
107.58 |
| S2 |
104.77 |
104.77 |
108.39 |
|
| S3 |
101.28 |
103.41 |
108.07 |
|
| S4 |
97.79 |
99.92 |
107.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.62 |
106.14 |
3.48 |
3.2% |
1.48 |
1.4% |
71% |
False |
False |
23,203 |
| 10 |
111.38 |
106.13 |
5.25 |
4.8% |
1.96 |
1.8% |
47% |
False |
False |
18,522 |
| 20 |
111.38 |
102.90 |
8.48 |
7.8% |
1.73 |
1.6% |
67% |
False |
False |
18,293 |
| 40 |
111.38 |
97.37 |
14.01 |
12.9% |
1.61 |
1.5% |
80% |
False |
False |
14,368 |
| 60 |
111.38 |
93.40 |
17.98 |
16.6% |
1.55 |
1.4% |
85% |
False |
False |
11,272 |
| 80 |
111.38 |
93.40 |
17.98 |
16.6% |
1.60 |
1.5% |
85% |
False |
False |
9,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.16 |
|
2.618 |
112.81 |
|
1.618 |
111.37 |
|
1.000 |
110.48 |
|
0.618 |
109.93 |
|
HIGH |
109.04 |
|
0.618 |
108.49 |
|
0.500 |
108.32 |
|
0.382 |
108.15 |
|
LOW |
107.60 |
|
0.618 |
106.71 |
|
1.000 |
106.16 |
|
1.618 |
105.27 |
|
2.618 |
103.83 |
|
4.250 |
101.48 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.51 |
108.54 |
| PP |
108.42 |
108.46 |
| S1 |
108.32 |
108.39 |
|