NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.22 |
106.91 |
-1.31 |
-1.2% |
109.08 |
| High |
108.34 |
109.08 |
0.74 |
0.7% |
109.69 |
| Low |
105.81 |
106.57 |
0.76 |
0.7% |
105.81 |
| Close |
106.61 |
108.10 |
1.49 |
1.4% |
108.10 |
| Range |
2.53 |
2.51 |
-0.02 |
-0.8% |
3.88 |
| ATR |
1.89 |
1.94 |
0.04 |
2.3% |
0.00 |
| Volume |
14,360 |
14,699 |
339 |
2.4% |
84,622 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.45 |
114.28 |
109.48 |
|
| R3 |
112.94 |
111.77 |
108.79 |
|
| R2 |
110.43 |
110.43 |
108.56 |
|
| R1 |
109.26 |
109.26 |
108.33 |
109.85 |
| PP |
107.92 |
107.92 |
107.92 |
108.21 |
| S1 |
106.75 |
106.75 |
107.87 |
107.34 |
| S2 |
105.41 |
105.41 |
107.64 |
|
| S3 |
102.90 |
104.24 |
107.41 |
|
| S4 |
100.39 |
101.73 |
106.72 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.51 |
117.68 |
110.23 |
|
| R3 |
115.63 |
113.80 |
109.17 |
|
| R2 |
111.75 |
111.75 |
108.81 |
|
| R1 |
109.92 |
109.92 |
108.46 |
108.90 |
| PP |
107.87 |
107.87 |
107.87 |
107.35 |
| S1 |
106.04 |
106.04 |
107.74 |
105.02 |
| S2 |
103.99 |
103.99 |
107.39 |
|
| S3 |
100.11 |
102.16 |
107.03 |
|
| S4 |
96.23 |
98.28 |
105.97 |
|
|
| 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% |
2.02 |
1.9% |
59% |
False |
False |
16,924 |
| 10 |
109.69 |
105.81 |
3.88 |
3.6% |
1.82 |
1.7% |
59% |
False |
False |
21,001 |
| 20 |
111.38 |
105.81 |
5.57 |
5.2% |
1.93 |
1.8% |
41% |
False |
False |
20,519 |
| 40 |
111.38 |
97.37 |
14.01 |
13.0% |
1.72 |
1.6% |
77% |
False |
False |
17,029 |
| 60 |
111.38 |
97.37 |
14.01 |
13.0% |
1.63 |
1.5% |
77% |
False |
False |
13,615 |
| 80 |
111.38 |
93.40 |
17.98 |
16.6% |
1.61 |
1.5% |
82% |
False |
False |
11,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.75 |
|
2.618 |
115.65 |
|
1.618 |
113.14 |
|
1.000 |
111.59 |
|
0.618 |
110.63 |
|
HIGH |
109.08 |
|
0.618 |
108.12 |
|
0.500 |
107.83 |
|
0.382 |
107.53 |
|
LOW |
106.57 |
|
0.618 |
105.02 |
|
1.000 |
104.06 |
|
1.618 |
102.51 |
|
2.618 |
100.00 |
|
4.250 |
95.90 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.01 |
107.88 |
| PP |
107.92 |
107.66 |
| S1 |
107.83 |
107.45 |
|