NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.32 |
109.43 |
0.11 |
0.1% |
108.95 |
| High |
109.84 |
109.43 |
-0.41 |
-0.4% |
109.20 |
| Low |
108.61 |
107.18 |
-1.43 |
-1.3% |
106.04 |
| Close |
109.76 |
107.57 |
-2.19 |
-2.0% |
109.04 |
| Range |
1.23 |
2.25 |
1.02 |
82.9% |
3.16 |
| ATR |
1.75 |
1.81 |
0.06 |
3.4% |
0.00 |
| Volume |
16,637 |
21,123 |
4,486 |
27.0% |
105,611 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.81 |
113.44 |
108.81 |
|
| R3 |
112.56 |
111.19 |
108.19 |
|
| R2 |
110.31 |
110.31 |
107.98 |
|
| R1 |
108.94 |
108.94 |
107.78 |
108.50 |
| PP |
108.06 |
108.06 |
108.06 |
107.84 |
| S1 |
106.69 |
106.69 |
107.36 |
106.25 |
| S2 |
105.81 |
105.81 |
107.16 |
|
| S3 |
103.56 |
104.44 |
106.95 |
|
| S4 |
101.31 |
102.19 |
106.33 |
|
|
| 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% |
1.81 |
1.7% |
40% |
False |
False |
22,189 |
| 10 |
109.84 |
106.04 |
3.80 |
3.5% |
1.67 |
1.6% |
40% |
False |
False |
21,101 |
| 20 |
110.87 |
106.04 |
4.83 |
4.5% |
1.84 |
1.7% |
32% |
False |
False |
20,668 |
| 40 |
110.87 |
97.59 |
13.28 |
12.3% |
1.59 |
1.5% |
75% |
False |
False |
16,826 |
| 60 |
110.87 |
97.59 |
13.28 |
12.3% |
1.52 |
1.4% |
75% |
False |
False |
13,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.99 |
|
2.618 |
115.32 |
|
1.618 |
113.07 |
|
1.000 |
111.68 |
|
0.618 |
110.82 |
|
HIGH |
109.43 |
|
0.618 |
108.57 |
|
0.500 |
108.31 |
|
0.382 |
108.04 |
|
LOW |
107.18 |
|
0.618 |
105.79 |
|
1.000 |
104.93 |
|
1.618 |
103.54 |
|
2.618 |
101.29 |
|
4.250 |
97.62 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.31 |
108.51 |
| PP |
108.06 |
108.20 |
| S1 |
107.82 |
107.88 |
|