NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.95 |
108.50 |
-0.45 |
-0.4% |
108.30 |
| High |
108.95 |
109.17 |
0.22 |
0.2% |
109.78 |
| Low |
107.39 |
107.70 |
0.31 |
0.3% |
106.31 |
| Close |
108.33 |
108.78 |
0.45 |
0.4% |
109.17 |
| Range |
1.56 |
1.47 |
-0.09 |
-5.8% |
3.47 |
| ATR |
1.79 |
1.77 |
-0.02 |
-1.3% |
0.00 |
| Volume |
16,140 |
16,284 |
144 |
0.9% |
94,531 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.96 |
112.34 |
109.59 |
|
| R3 |
111.49 |
110.87 |
109.18 |
|
| R2 |
110.02 |
110.02 |
109.05 |
|
| R1 |
109.40 |
109.40 |
108.91 |
109.71 |
| PP |
108.55 |
108.55 |
108.55 |
108.71 |
| S1 |
107.93 |
107.93 |
108.65 |
108.24 |
| S2 |
107.08 |
107.08 |
108.51 |
|
| S3 |
105.61 |
106.46 |
108.38 |
|
| S4 |
104.14 |
104.99 |
107.97 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.83 |
117.47 |
111.08 |
|
| R3 |
115.36 |
114.00 |
110.12 |
|
| R2 |
111.89 |
111.89 |
109.81 |
|
| R1 |
110.53 |
110.53 |
109.49 |
111.21 |
| PP |
108.42 |
108.42 |
108.42 |
108.76 |
| S1 |
107.06 |
107.06 |
108.85 |
107.74 |
| S2 |
104.95 |
104.95 |
108.53 |
|
| S3 |
101.48 |
103.59 |
108.22 |
|
| S4 |
98.01 |
100.12 |
107.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.78 |
106.35 |
3.43 |
3.2% |
1.54 |
1.4% |
71% |
False |
False |
20,012 |
| 10 |
110.87 |
106.20 |
4.67 |
4.3% |
1.93 |
1.8% |
55% |
False |
False |
17,469 |
| 20 |
110.87 |
102.88 |
7.99 |
7.3% |
1.64 |
1.5% |
74% |
False |
False |
19,177 |
| 40 |
110.87 |
97.59 |
13.28 |
12.2% |
1.54 |
1.4% |
84% |
False |
False |
15,500 |
| 60 |
110.87 |
93.44 |
17.43 |
16.0% |
1.49 |
1.4% |
88% |
False |
False |
12,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.42 |
|
2.618 |
113.02 |
|
1.618 |
111.55 |
|
1.000 |
110.64 |
|
0.618 |
110.08 |
|
HIGH |
109.17 |
|
0.618 |
108.61 |
|
0.500 |
108.44 |
|
0.382 |
108.26 |
|
LOW |
107.70 |
|
0.618 |
106.79 |
|
1.000 |
106.23 |
|
1.618 |
105.32 |
|
2.618 |
103.85 |
|
4.250 |
101.45 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.67 |
108.72 |
| PP |
108.55 |
108.65 |
| S1 |
108.44 |
108.59 |
|