NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.00 |
108.00 |
0.00 |
0.0% |
108.95 |
| High |
108.75 |
108.00 |
-0.75 |
-0.7% |
109.20 |
| Low |
107.62 |
106.12 |
-1.50 |
-1.4% |
106.04 |
| Close |
108.60 |
106.78 |
-1.82 |
-1.7% |
109.04 |
| Range |
1.13 |
1.88 |
0.75 |
66.4% |
3.16 |
| ATR |
1.76 |
1.81 |
0.05 |
2.9% |
0.00 |
| Volume |
19,008 |
14,452 |
-4,556 |
-24.0% |
105,611 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.61 |
111.57 |
107.81 |
|
| R3 |
110.73 |
109.69 |
107.30 |
|
| R2 |
108.85 |
108.85 |
107.12 |
|
| R1 |
107.81 |
107.81 |
106.95 |
107.39 |
| PP |
106.97 |
106.97 |
106.97 |
106.76 |
| S1 |
105.93 |
105.93 |
106.61 |
105.51 |
| S2 |
105.09 |
105.09 |
106.44 |
|
| S3 |
103.21 |
104.05 |
106.26 |
|
| S4 |
101.33 |
102.17 |
105.75 |
|
|
| 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 |
106.12 |
3.72 |
3.5% |
1.67 |
1.6% |
18% |
False |
True |
19,226 |
| 10 |
109.84 |
106.04 |
3.80 |
3.6% |
1.69 |
1.6% |
19% |
False |
False |
20,363 |
| 20 |
110.87 |
106.04 |
4.83 |
4.5% |
1.82 |
1.7% |
15% |
False |
False |
20,630 |
| 40 |
110.87 |
97.59 |
13.28 |
12.4% |
1.60 |
1.5% |
69% |
False |
False |
17,386 |
| 60 |
110.87 |
97.59 |
13.28 |
12.4% |
1.55 |
1.5% |
69% |
False |
False |
14,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.99 |
|
2.618 |
112.92 |
|
1.618 |
111.04 |
|
1.000 |
109.88 |
|
0.618 |
109.16 |
|
HIGH |
108.00 |
|
0.618 |
107.28 |
|
0.500 |
107.06 |
|
0.382 |
106.84 |
|
LOW |
106.12 |
|
0.618 |
104.96 |
|
1.000 |
104.24 |
|
1.618 |
103.08 |
|
2.618 |
101.20 |
|
4.250 |
98.13 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.06 |
107.78 |
| PP |
106.97 |
107.44 |
| S1 |
106.87 |
107.11 |
|