NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.43 |
108.00 |
-1.43 |
-1.3% |
108.95 |
| High |
109.43 |
108.75 |
-0.68 |
-0.6% |
109.20 |
| Low |
107.18 |
107.62 |
0.44 |
0.4% |
106.04 |
| Close |
107.57 |
108.60 |
1.03 |
1.0% |
109.04 |
| Range |
2.25 |
1.13 |
-1.12 |
-49.8% |
3.16 |
| ATR |
1.81 |
1.76 |
-0.04 |
-2.5% |
0.00 |
| Volume |
21,123 |
19,008 |
-2,115 |
-10.0% |
105,611 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.71 |
111.29 |
109.22 |
|
| R3 |
110.58 |
110.16 |
108.91 |
|
| R2 |
109.45 |
109.45 |
108.81 |
|
| R1 |
109.03 |
109.03 |
108.70 |
109.24 |
| PP |
108.32 |
108.32 |
108.32 |
108.43 |
| S1 |
107.90 |
107.90 |
108.50 |
108.11 |
| S2 |
107.19 |
107.19 |
108.39 |
|
| S3 |
106.06 |
106.77 |
108.29 |
|
| S4 |
104.93 |
105.64 |
107.98 |
|
|
| 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% |
1.72 |
1.6% |
67% |
False |
False |
20,665 |
| 10 |
109.84 |
106.04 |
3.80 |
3.5% |
1.60 |
1.5% |
67% |
False |
False |
21,163 |
| 20 |
110.87 |
106.04 |
4.83 |
4.4% |
1.86 |
1.7% |
53% |
False |
False |
20,706 |
| 40 |
110.87 |
97.59 |
13.28 |
12.2% |
1.60 |
1.5% |
83% |
False |
False |
17,199 |
| 60 |
110.87 |
97.59 |
13.28 |
12.2% |
1.52 |
1.4% |
83% |
False |
False |
13,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.55 |
|
2.618 |
111.71 |
|
1.618 |
110.58 |
|
1.000 |
109.88 |
|
0.618 |
109.45 |
|
HIGH |
108.75 |
|
0.618 |
108.32 |
|
0.500 |
108.19 |
|
0.382 |
108.05 |
|
LOW |
107.62 |
|
0.618 |
106.92 |
|
1.000 |
106.49 |
|
1.618 |
105.79 |
|
2.618 |
104.66 |
|
4.250 |
102.82 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.46 |
108.57 |
| PP |
108.32 |
108.54 |
| S1 |
108.19 |
108.51 |
|