NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.51 |
108.18 |
-0.33 |
-0.3% |
108.42 |
| High |
109.04 |
108.63 |
-0.41 |
-0.4% |
109.62 |
| Low |
107.60 |
107.10 |
-0.50 |
-0.5% |
106.13 |
| Close |
108.61 |
107.36 |
-1.25 |
-1.2% |
109.03 |
| Range |
1.44 |
1.53 |
0.09 |
6.3% |
3.49 |
| ATR |
1.85 |
1.83 |
-0.02 |
-1.2% |
0.00 |
| Volume |
17,254 |
28,382 |
11,128 |
64.5% |
98,919 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.29 |
111.35 |
108.20 |
|
| R3 |
110.76 |
109.82 |
107.78 |
|
| R2 |
109.23 |
109.23 |
107.64 |
|
| R1 |
108.29 |
108.29 |
107.50 |
108.00 |
| PP |
107.70 |
107.70 |
107.70 |
107.55 |
| S1 |
106.76 |
106.76 |
107.22 |
106.47 |
| S2 |
106.17 |
106.17 |
107.08 |
|
| S3 |
104.64 |
105.23 |
106.94 |
|
| S4 |
103.11 |
103.70 |
106.52 |
|
|
| 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 |
107.10 |
2.52 |
2.3% |
1.42 |
1.3% |
10% |
False |
True |
25,286 |
| 10 |
111.38 |
106.13 |
5.25 |
4.9% |
1.88 |
1.8% |
23% |
False |
False |
20,408 |
| 20 |
111.38 |
103.10 |
8.28 |
7.7% |
1.76 |
1.6% |
51% |
False |
False |
19,354 |
| 40 |
111.38 |
97.37 |
14.01 |
13.0% |
1.63 |
1.5% |
71% |
False |
False |
14,828 |
| 60 |
111.38 |
93.40 |
17.98 |
16.7% |
1.55 |
1.4% |
78% |
False |
False |
11,695 |
| 80 |
111.38 |
93.40 |
17.98 |
16.7% |
1.57 |
1.5% |
78% |
False |
False |
9,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.13 |
|
2.618 |
112.64 |
|
1.618 |
111.11 |
|
1.000 |
110.16 |
|
0.618 |
109.58 |
|
HIGH |
108.63 |
|
0.618 |
108.05 |
|
0.500 |
107.87 |
|
0.382 |
107.68 |
|
LOW |
107.10 |
|
0.618 |
106.15 |
|
1.000 |
105.57 |
|
1.618 |
104.62 |
|
2.618 |
103.09 |
|
4.250 |
100.60 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.87 |
108.07 |
| PP |
107.70 |
107.83 |
| S1 |
107.53 |
107.60 |
|