NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.69 |
107.70 |
-0.99 |
-0.9% |
108.30 |
| High |
109.00 |
108.18 |
-0.82 |
-0.8% |
109.78 |
| Low |
107.44 |
106.04 |
-1.40 |
-1.3% |
106.31 |
| Close |
107.58 |
107.36 |
-0.22 |
-0.2% |
109.17 |
| Range |
1.56 |
2.14 |
0.58 |
37.2% |
3.47 |
| ATR |
1.75 |
1.78 |
0.03 |
1.6% |
0.00 |
| Volume |
26,626 |
21,651 |
-4,975 |
-18.7% |
94,531 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.61 |
112.63 |
108.54 |
|
| R3 |
111.47 |
110.49 |
107.95 |
|
| R2 |
109.33 |
109.33 |
107.75 |
|
| R1 |
108.35 |
108.35 |
107.56 |
107.77 |
| PP |
107.19 |
107.19 |
107.19 |
106.91 |
| S1 |
106.21 |
106.21 |
107.16 |
105.63 |
| S2 |
105.05 |
105.05 |
106.97 |
|
| S3 |
102.91 |
104.07 |
106.77 |
|
| S4 |
100.77 |
101.93 |
106.18 |
|
|
| 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 |
106.04 |
3.74 |
3.5% |
1.70 |
1.6% |
35% |
False |
True |
21,500 |
| 10 |
109.80 |
106.04 |
3.76 |
3.5% |
1.78 |
1.7% |
35% |
False |
True |
19,486 |
| 20 |
110.87 |
103.62 |
7.25 |
6.8% |
1.73 |
1.6% |
52% |
False |
False |
20,439 |
| 40 |
110.87 |
97.59 |
13.28 |
12.4% |
1.57 |
1.5% |
74% |
False |
False |
16,241 |
| 60 |
110.87 |
93.44 |
17.43 |
16.2% |
1.49 |
1.4% |
80% |
False |
False |
12,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.28 |
|
2.618 |
113.78 |
|
1.618 |
111.64 |
|
1.000 |
110.32 |
|
0.618 |
109.50 |
|
HIGH |
108.18 |
|
0.618 |
107.36 |
|
0.500 |
107.11 |
|
0.382 |
106.86 |
|
LOW |
106.04 |
|
0.618 |
104.72 |
|
1.000 |
103.90 |
|
1.618 |
102.58 |
|
2.618 |
100.44 |
|
4.250 |
96.95 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.28 |
107.61 |
| PP |
107.19 |
107.52 |
| S1 |
107.11 |
107.44 |
|