NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.50 |
108.69 |
0.19 |
0.2% |
108.30 |
| High |
109.17 |
109.00 |
-0.17 |
-0.2% |
109.78 |
| Low |
107.70 |
107.44 |
-0.26 |
-0.2% |
106.31 |
| Close |
108.78 |
107.58 |
-1.20 |
-1.1% |
109.17 |
| Range |
1.47 |
1.56 |
0.09 |
6.1% |
3.47 |
| ATR |
1.77 |
1.75 |
-0.01 |
-0.8% |
0.00 |
| Volume |
16,284 |
26,626 |
10,342 |
63.5% |
94,531 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.69 |
111.69 |
108.44 |
|
| R3 |
111.13 |
110.13 |
108.01 |
|
| R2 |
109.57 |
109.57 |
107.87 |
|
| R1 |
108.57 |
108.57 |
107.72 |
108.29 |
| PP |
108.01 |
108.01 |
108.01 |
107.87 |
| S1 |
107.01 |
107.01 |
107.44 |
106.73 |
| S2 |
106.45 |
106.45 |
107.29 |
|
| S3 |
104.89 |
105.45 |
107.15 |
|
| S4 |
103.33 |
103.89 |
106.72 |
|
|
| 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 |
107.39 |
2.39 |
2.2% |
1.48 |
1.4% |
8% |
False |
False |
21,660 |
| 10 |
110.87 |
106.31 |
4.56 |
4.2% |
1.86 |
1.7% |
28% |
False |
False |
18,569 |
| 20 |
110.87 |
103.62 |
7.25 |
6.7% |
1.66 |
1.5% |
55% |
False |
False |
20,147 |
| 40 |
110.87 |
97.59 |
13.28 |
12.3% |
1.53 |
1.4% |
75% |
False |
False |
15,936 |
| 60 |
110.87 |
93.44 |
17.43 |
16.2% |
1.48 |
1.4% |
81% |
False |
False |
12,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.63 |
|
2.618 |
113.08 |
|
1.618 |
111.52 |
|
1.000 |
110.56 |
|
0.618 |
109.96 |
|
HIGH |
109.00 |
|
0.618 |
108.40 |
|
0.500 |
108.22 |
|
0.382 |
108.04 |
|
LOW |
107.44 |
|
0.618 |
106.48 |
|
1.000 |
105.88 |
|
1.618 |
104.92 |
|
2.618 |
103.36 |
|
4.250 |
100.81 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.22 |
108.28 |
| PP |
108.01 |
108.05 |
| S1 |
107.79 |
107.81 |
|