NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.57 |
109.08 |
1.51 |
1.4% |
108.42 |
| High |
109.04 |
109.69 |
0.65 |
0.6% |
109.04 |
| Low |
107.22 |
108.39 |
1.17 |
1.1% |
106.00 |
| Close |
108.87 |
109.65 |
0.78 |
0.7% |
108.87 |
| Range |
1.82 |
1.30 |
-0.52 |
-28.6% |
3.04 |
| ATR |
1.85 |
1.81 |
-0.04 |
-2.1% |
0.00 |
| Volume |
30,988 |
16,847 |
-14,141 |
-45.6% |
125,392 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.14 |
112.70 |
110.37 |
|
| R3 |
111.84 |
111.40 |
110.01 |
|
| R2 |
110.54 |
110.54 |
109.89 |
|
| R1 |
110.10 |
110.10 |
109.77 |
110.32 |
| PP |
109.24 |
109.24 |
109.24 |
109.36 |
| S1 |
108.80 |
108.80 |
109.53 |
109.02 |
| S2 |
107.94 |
107.94 |
109.41 |
|
| S3 |
106.64 |
107.50 |
109.29 |
|
| S4 |
105.34 |
106.20 |
108.94 |
|
|
| 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 |
109.69 |
106.00 |
3.69 |
3.4% |
1.62 |
1.5% |
99% |
True |
False |
22,987 |
| 10 |
109.69 |
106.00 |
3.69 |
3.4% |
1.64 |
1.5% |
99% |
True |
False |
22,461 |
| 20 |
111.38 |
106.00 |
5.38 |
4.9% |
1.83 |
1.7% |
68% |
False |
False |
20,764 |
| 40 |
111.38 |
97.37 |
14.01 |
12.8% |
1.65 |
1.5% |
88% |
False |
False |
16,028 |
| 60 |
111.38 |
97.37 |
14.01 |
12.8% |
1.56 |
1.4% |
88% |
False |
False |
12,673 |
| 80 |
111.38 |
93.40 |
17.98 |
16.4% |
1.56 |
1.4% |
90% |
False |
False |
10,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.22 |
|
2.618 |
113.09 |
|
1.618 |
111.79 |
|
1.000 |
110.99 |
|
0.618 |
110.49 |
|
HIGH |
109.69 |
|
0.618 |
109.19 |
|
0.500 |
109.04 |
|
0.382 |
108.89 |
|
LOW |
108.39 |
|
0.618 |
107.59 |
|
1.000 |
107.09 |
|
1.618 |
106.29 |
|
2.618 |
104.99 |
|
4.250 |
102.87 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.45 |
109.05 |
| PP |
109.24 |
108.45 |
| S1 |
109.04 |
107.85 |
|