NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.60 |
107.57 |
-0.03 |
0.0% |
108.42 |
| High |
108.03 |
109.04 |
1.01 |
0.9% |
109.04 |
| Low |
106.00 |
107.22 |
1.22 |
1.2% |
106.00 |
| Close |
107.15 |
108.87 |
1.72 |
1.6% |
108.87 |
| Range |
2.03 |
1.82 |
-0.21 |
-10.3% |
3.04 |
| ATR |
1.84 |
1.85 |
0.00 |
0.2% |
0.00 |
| Volume |
21,466 |
30,988 |
9,522 |
44.4% |
125,392 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.84 |
113.17 |
109.87 |
|
| R3 |
112.02 |
111.35 |
109.37 |
|
| R2 |
110.20 |
110.20 |
109.20 |
|
| R1 |
109.53 |
109.53 |
109.04 |
109.87 |
| PP |
108.38 |
108.38 |
108.38 |
108.54 |
| S1 |
107.71 |
107.71 |
108.70 |
108.05 |
| S2 |
106.56 |
106.56 |
108.54 |
|
| S3 |
104.74 |
105.89 |
108.37 |
|
| S4 |
102.92 |
104.07 |
107.87 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.09 |
116.02 |
110.54 |
|
| R3 |
114.05 |
112.98 |
109.71 |
|
| R2 |
111.01 |
111.01 |
109.43 |
|
| R1 |
109.94 |
109.94 |
109.15 |
110.48 |
| PP |
107.97 |
107.97 |
107.97 |
108.24 |
| S1 |
106.90 |
106.90 |
108.59 |
107.44 |
| S2 |
104.93 |
104.93 |
108.31 |
|
| S3 |
101.89 |
103.86 |
108.03 |
|
| S4 |
98.85 |
100.82 |
107.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.04 |
106.00 |
3.04 |
2.8% |
1.62 |
1.5% |
94% |
True |
False |
25,078 |
| 10 |
109.62 |
106.00 |
3.62 |
3.3% |
1.69 |
1.6% |
79% |
False |
False |
22,431 |
| 20 |
111.38 |
104.56 |
6.82 |
6.3% |
1.82 |
1.7% |
63% |
False |
False |
20,560 |
| 40 |
111.38 |
97.37 |
14.01 |
12.9% |
1.64 |
1.5% |
82% |
False |
False |
15,821 |
| 60 |
111.38 |
95.15 |
16.23 |
14.9% |
1.57 |
1.4% |
85% |
False |
False |
12,422 |
| 80 |
111.38 |
93.40 |
17.98 |
16.5% |
1.56 |
1.4% |
86% |
False |
False |
10,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.78 |
|
2.618 |
113.80 |
|
1.618 |
111.98 |
|
1.000 |
110.86 |
|
0.618 |
110.16 |
|
HIGH |
109.04 |
|
0.618 |
108.34 |
|
0.500 |
108.13 |
|
0.382 |
107.92 |
|
LOW |
107.22 |
|
0.618 |
106.10 |
|
1.000 |
105.40 |
|
1.618 |
104.28 |
|
2.618 |
102.46 |
|
4.250 |
99.49 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.62 |
108.42 |
| PP |
108.38 |
107.97 |
| S1 |
108.13 |
107.52 |
|