NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.36 |
107.86 |
-1.50 |
-1.4% |
108.42 |
| High |
109.37 |
108.80 |
-0.57 |
-0.5% |
109.04 |
| Low |
107.00 |
107.43 |
0.43 |
0.4% |
106.00 |
| Close |
107.40 |
108.47 |
1.07 |
1.0% |
108.87 |
| Range |
2.37 |
1.37 |
-1.00 |
-42.2% |
3.04 |
| ATR |
1.87 |
1.83 |
-0.03 |
-1.8% |
0.00 |
| Volume |
20,462 |
18,254 |
-2,208 |
-10.8% |
125,392 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.34 |
111.78 |
109.22 |
|
| R3 |
110.97 |
110.41 |
108.85 |
|
| R2 |
109.60 |
109.60 |
108.72 |
|
| R1 |
109.04 |
109.04 |
108.60 |
109.32 |
| PP |
108.23 |
108.23 |
108.23 |
108.38 |
| S1 |
107.67 |
107.67 |
108.34 |
107.95 |
| S2 |
106.86 |
106.86 |
108.22 |
|
| S3 |
105.49 |
106.30 |
108.09 |
|
| S4 |
104.12 |
104.93 |
107.72 |
|
|
| 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% |
1.78 |
1.6% |
67% |
False |
False |
21,603 |
| 10 |
109.69 |
106.00 |
3.69 |
3.4% |
1.60 |
1.5% |
67% |
False |
False |
23,445 |
| 20 |
111.38 |
106.00 |
5.38 |
5.0% |
1.90 |
1.7% |
46% |
False |
False |
20,631 |
| 40 |
111.38 |
97.37 |
14.01 |
12.9% |
1.67 |
1.5% |
79% |
False |
False |
16,649 |
| 60 |
111.38 |
97.37 |
14.01 |
12.9% |
1.58 |
1.5% |
79% |
False |
False |
13,193 |
| 80 |
111.38 |
93.40 |
17.98 |
16.6% |
1.59 |
1.5% |
84% |
False |
False |
10,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.62 |
|
2.618 |
112.39 |
|
1.618 |
111.02 |
|
1.000 |
110.17 |
|
0.618 |
109.65 |
|
HIGH |
108.80 |
|
0.618 |
108.28 |
|
0.500 |
108.12 |
|
0.382 |
107.95 |
|
LOW |
107.43 |
|
0.618 |
106.58 |
|
1.000 |
106.06 |
|
1.618 |
105.21 |
|
2.618 |
103.84 |
|
4.250 |
101.61 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.35 |
108.43 |
| PP |
108.23 |
108.39 |
| S1 |
108.12 |
108.35 |
|