NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.79 |
109.32 |
1.53 |
1.4% |
108.95 |
| High |
109.20 |
109.84 |
0.64 |
0.6% |
109.20 |
| Low |
107.35 |
108.61 |
1.26 |
1.2% |
106.04 |
| Close |
109.04 |
109.76 |
0.72 |
0.7% |
109.04 |
| Range |
1.85 |
1.23 |
-0.62 |
-33.5% |
3.16 |
| ATR |
1.79 |
1.75 |
-0.04 |
-2.2% |
0.00 |
| Volume |
24,910 |
16,637 |
-8,273 |
-33.2% |
105,611 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.09 |
112.66 |
110.44 |
|
| R3 |
111.86 |
111.43 |
110.10 |
|
| R2 |
110.63 |
110.63 |
109.99 |
|
| R1 |
110.20 |
110.20 |
109.87 |
110.42 |
| PP |
109.40 |
109.40 |
109.40 |
109.51 |
| S1 |
108.97 |
108.97 |
109.65 |
109.19 |
| S2 |
108.17 |
108.17 |
109.53 |
|
| S3 |
106.94 |
107.74 |
109.42 |
|
| S4 |
105.71 |
106.51 |
109.08 |
|
|
| 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 |
109.84 |
106.04 |
3.80 |
3.5% |
1.65 |
1.5% |
98% |
True |
False |
21,221 |
| 10 |
109.84 |
106.04 |
3.80 |
3.5% |
1.65 |
1.5% |
98% |
True |
False |
19,934 |
| 20 |
110.87 |
106.04 |
4.83 |
4.4% |
1.80 |
1.6% |
77% |
False |
False |
20,605 |
| 40 |
110.87 |
97.59 |
13.28 |
12.1% |
1.57 |
1.4% |
92% |
False |
False |
16,631 |
| 60 |
110.87 |
97.07 |
13.80 |
12.6% |
1.51 |
1.4% |
92% |
False |
False |
13,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.07 |
|
2.618 |
113.06 |
|
1.618 |
111.83 |
|
1.000 |
111.07 |
|
0.618 |
110.60 |
|
HIGH |
109.84 |
|
0.618 |
109.37 |
|
0.500 |
109.23 |
|
0.382 |
109.08 |
|
LOW |
108.61 |
|
0.618 |
107.85 |
|
1.000 |
107.38 |
|
1.618 |
106.62 |
|
2.618 |
105.39 |
|
4.250 |
103.38 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.58 |
109.15 |
| PP |
109.40 |
108.55 |
| S1 |
109.23 |
107.94 |
|