NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.19 |
106.83 |
-1.36 |
-1.3% |
109.08 |
| High |
108.24 |
107.04 |
-1.20 |
-1.1% |
109.69 |
| Low |
106.10 |
103.52 |
-2.58 |
-2.4% |
105.81 |
| Close |
106.81 |
104.17 |
-2.64 |
-2.5% |
108.10 |
| Range |
2.14 |
3.52 |
1.38 |
64.5% |
3.88 |
| ATR |
1.87 |
1.99 |
0.12 |
6.3% |
0.00 |
| Volume |
8,962 |
11,571 |
2,609 |
29.1% |
84,622 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.47 |
113.34 |
106.11 |
|
| R3 |
111.95 |
109.82 |
105.14 |
|
| R2 |
108.43 |
108.43 |
104.82 |
|
| R1 |
106.30 |
106.30 |
104.49 |
105.61 |
| PP |
104.91 |
104.91 |
104.91 |
104.56 |
| S1 |
102.78 |
102.78 |
103.85 |
102.09 |
| S2 |
101.39 |
101.39 |
103.52 |
|
| S3 |
97.87 |
99.26 |
103.20 |
|
| S4 |
94.35 |
95.74 |
102.23 |
|
|
| 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 |
109.08 |
103.52 |
5.56 |
5.3% |
2.06 |
2.0% |
12% |
False |
True |
11,967 |
| 10 |
109.69 |
103.52 |
6.17 |
5.9% |
1.97 |
1.9% |
11% |
False |
True |
16,074 |
| 20 |
109.69 |
103.52 |
6.17 |
5.9% |
1.86 |
1.8% |
11% |
False |
True |
18,854 |
| 40 |
111.38 |
97.37 |
14.01 |
13.4% |
1.76 |
1.7% |
49% |
False |
False |
17,531 |
| 60 |
111.38 |
97.37 |
14.01 |
13.4% |
1.68 |
1.6% |
49% |
False |
False |
14,192 |
| 80 |
111.38 |
93.40 |
17.98 |
17.3% |
1.65 |
1.6% |
60% |
False |
False |
11,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.00 |
|
2.618 |
116.26 |
|
1.618 |
112.74 |
|
1.000 |
110.56 |
|
0.618 |
109.22 |
|
HIGH |
107.04 |
|
0.618 |
105.70 |
|
0.500 |
105.28 |
|
0.382 |
104.86 |
|
LOW |
103.52 |
|
0.618 |
101.34 |
|
1.000 |
100.00 |
|
1.618 |
97.82 |
|
2.618 |
94.30 |
|
4.250 |
88.56 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.28 |
106.20 |
| PP |
104.91 |
105.52 |
| S1 |
104.54 |
104.85 |
|