NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.70 |
107.79 |
0.09 |
0.1% |
108.95 |
| High |
108.18 |
109.20 |
1.02 |
0.9% |
109.20 |
| Low |
106.04 |
107.35 |
1.31 |
1.2% |
106.04 |
| Close |
107.36 |
109.04 |
1.68 |
1.6% |
109.04 |
| Range |
2.14 |
1.85 |
-0.29 |
-13.6% |
3.16 |
| ATR |
1.78 |
1.79 |
0.00 |
0.3% |
0.00 |
| Volume |
21,651 |
24,910 |
3,259 |
15.1% |
105,611 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.08 |
113.41 |
110.06 |
|
| R3 |
112.23 |
111.56 |
109.55 |
|
| R2 |
110.38 |
110.38 |
109.38 |
|
| R1 |
109.71 |
109.71 |
109.21 |
110.05 |
| PP |
108.53 |
108.53 |
108.53 |
108.70 |
| S1 |
107.86 |
107.86 |
108.87 |
108.20 |
| S2 |
106.68 |
106.68 |
108.70 |
|
| S3 |
104.83 |
106.01 |
108.53 |
|
| S4 |
102.98 |
104.16 |
108.02 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.57 |
116.47 |
110.78 |
|
| R3 |
114.41 |
113.31 |
109.91 |
|
| R2 |
111.25 |
111.25 |
109.62 |
|
| R1 |
110.15 |
110.15 |
109.33 |
110.70 |
| PP |
108.09 |
108.09 |
108.09 |
108.37 |
| S1 |
106.99 |
106.99 |
108.75 |
107.54 |
| S2 |
104.93 |
104.93 |
108.46 |
|
| S3 |
101.77 |
103.83 |
108.17 |
|
| S4 |
98.61 |
100.67 |
107.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.20 |
106.04 |
3.16 |
2.9% |
1.72 |
1.6% |
95% |
True |
False |
21,122 |
| 10 |
109.78 |
106.04 |
3.74 |
3.4% |
1.70 |
1.6% |
80% |
False |
False |
20,014 |
| 20 |
110.87 |
104.68 |
6.19 |
5.7% |
1.77 |
1.6% |
70% |
False |
False |
20,681 |
| 40 |
110.87 |
97.59 |
13.28 |
12.2% |
1.58 |
1.5% |
86% |
False |
False |
16,599 |
| 60 |
110.87 |
95.59 |
15.28 |
14.0% |
1.51 |
1.4% |
88% |
False |
False |
13,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.06 |
|
2.618 |
114.04 |
|
1.618 |
112.19 |
|
1.000 |
111.05 |
|
0.618 |
110.34 |
|
HIGH |
109.20 |
|
0.618 |
108.49 |
|
0.500 |
108.28 |
|
0.382 |
108.06 |
|
LOW |
107.35 |
|
0.618 |
106.21 |
|
1.000 |
105.50 |
|
1.618 |
104.36 |
|
2.618 |
102.51 |
|
4.250 |
99.49 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.79 |
108.57 |
| PP |
108.53 |
108.09 |
| S1 |
108.28 |
107.62 |
|