NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.04 |
108.33 |
0.29 |
0.3% |
109.32 |
| High |
108.67 |
109.01 |
0.34 |
0.3% |
109.84 |
| Low |
107.70 |
108.03 |
0.33 |
0.3% |
106.12 |
| Close |
108.55 |
108.87 |
0.32 |
0.3% |
108.26 |
| Range |
0.97 |
0.98 |
0.01 |
1.0% |
3.72 |
| ATR |
1.81 |
1.75 |
-0.06 |
-3.3% |
0.00 |
| Volume |
17,747 |
5,199 |
-12,548 |
-70.7% |
87,919 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.58 |
111.20 |
109.41 |
|
| R3 |
110.60 |
110.22 |
109.14 |
|
| R2 |
109.62 |
109.62 |
109.05 |
|
| R1 |
109.24 |
109.24 |
108.96 |
109.43 |
| PP |
108.64 |
108.64 |
108.64 |
108.73 |
| S1 |
108.26 |
108.26 |
108.78 |
108.45 |
| S2 |
107.66 |
107.66 |
108.69 |
|
| S3 |
106.68 |
107.28 |
108.60 |
|
| S4 |
105.70 |
106.30 |
108.33 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.23 |
117.47 |
110.31 |
|
| R3 |
115.51 |
113.75 |
109.28 |
|
| R2 |
111.79 |
111.79 |
108.94 |
|
| R1 |
110.03 |
110.03 |
108.60 |
109.05 |
| PP |
108.07 |
108.07 |
108.07 |
107.59 |
| S1 |
106.31 |
106.31 |
107.92 |
105.33 |
| S2 |
104.35 |
104.35 |
107.58 |
|
| S3 |
100.63 |
102.59 |
107.24 |
|
| S4 |
96.91 |
98.87 |
106.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.41 |
106.12 |
3.29 |
3.0% |
1.53 |
1.4% |
84% |
False |
False |
14,621 |
| 10 |
109.84 |
106.04 |
3.80 |
3.5% |
1.67 |
1.5% |
74% |
False |
False |
18,405 |
| 20 |
110.87 |
106.04 |
4.83 |
4.4% |
1.80 |
1.7% |
59% |
False |
False |
17,937 |
| 40 |
110.87 |
97.59 |
13.28 |
12.2% |
1.63 |
1.5% |
85% |
False |
False |
17,699 |
| 60 |
110.87 |
97.59 |
13.28 |
12.2% |
1.59 |
1.5% |
85% |
False |
False |
14,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.18 |
|
2.618 |
111.58 |
|
1.618 |
110.60 |
|
1.000 |
109.99 |
|
0.618 |
109.62 |
|
HIGH |
109.01 |
|
0.618 |
108.64 |
|
0.500 |
108.52 |
|
0.382 |
108.40 |
|
LOW |
108.03 |
|
0.618 |
107.42 |
|
1.000 |
107.05 |
|
1.618 |
106.44 |
|
2.618 |
105.46 |
|
4.250 |
103.87 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.75 |
108.61 |
| PP |
108.64 |
108.34 |
| S1 |
108.52 |
108.08 |
|