NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.86 |
108.22 |
0.36 |
0.3% |
108.42 |
| High |
108.80 |
108.34 |
-0.46 |
-0.4% |
109.04 |
| Low |
107.43 |
105.81 |
-1.62 |
-1.5% |
106.00 |
| Close |
108.47 |
106.61 |
-1.86 |
-1.7% |
108.87 |
| Range |
1.37 |
2.53 |
1.16 |
84.7% |
3.04 |
| ATR |
1.83 |
1.89 |
0.06 |
3.2% |
0.00 |
| Volume |
18,254 |
14,360 |
-3,894 |
-21.3% |
125,392 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.51 |
113.09 |
108.00 |
|
| R3 |
111.98 |
110.56 |
107.31 |
|
| R2 |
109.45 |
109.45 |
107.07 |
|
| R1 |
108.03 |
108.03 |
106.84 |
107.48 |
| PP |
106.92 |
106.92 |
106.92 |
106.64 |
| S1 |
105.50 |
105.50 |
106.38 |
104.95 |
| S2 |
104.39 |
104.39 |
106.15 |
|
| S3 |
101.86 |
102.97 |
105.91 |
|
| S4 |
99.33 |
100.44 |
105.22 |
|
|
| 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 |
105.81 |
3.88 |
3.6% |
1.88 |
1.8% |
21% |
False |
True |
20,182 |
| 10 |
109.69 |
105.81 |
3.88 |
3.6% |
1.74 |
1.6% |
21% |
False |
True |
22,356 |
| 20 |
111.38 |
105.81 |
5.57 |
5.2% |
1.88 |
1.8% |
14% |
False |
True |
20,714 |
| 40 |
111.38 |
97.37 |
14.01 |
13.1% |
1.69 |
1.6% |
66% |
False |
False |
16,851 |
| 60 |
111.38 |
97.37 |
14.01 |
13.1% |
1.62 |
1.5% |
66% |
False |
False |
13,406 |
| 80 |
111.38 |
93.40 |
17.98 |
16.9% |
1.61 |
1.5% |
73% |
False |
False |
11,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.09 |
|
2.618 |
114.96 |
|
1.618 |
112.43 |
|
1.000 |
110.87 |
|
0.618 |
109.90 |
|
HIGH |
108.34 |
|
0.618 |
107.37 |
|
0.500 |
107.08 |
|
0.382 |
106.78 |
|
LOW |
105.81 |
|
0.618 |
104.25 |
|
1.000 |
103.28 |
|
1.618 |
101.72 |
|
2.618 |
99.19 |
|
4.250 |
95.06 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.08 |
107.59 |
| PP |
106.92 |
107.26 |
| S1 |
106.77 |
106.94 |
|