NYMEX Light Sweet Crude Oil Future October 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 |
109.30 |
108.18 |
-1.12 |
-1.0% |
109.03 |
| High |
109.31 |
108.79 |
-0.52 |
-0.5% |
109.22 |
| Low |
107.50 |
107.81 |
0.31 |
0.3% |
106.71 |
| Close |
107.68 |
108.68 |
1.00 |
0.9% |
109.10 |
| Range |
1.81 |
0.98 |
-0.83 |
-45.9% |
2.51 |
| ATR |
1.59 |
1.55 |
-0.03 |
-2.1% |
0.00 |
| Volume |
7,703 |
10,769 |
3,066 |
39.8% |
56,513 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.37 |
111.00 |
109.22 |
|
| R3 |
110.39 |
110.02 |
108.95 |
|
| R2 |
109.41 |
109.41 |
108.86 |
|
| R1 |
109.04 |
109.04 |
108.77 |
109.23 |
| PP |
108.43 |
108.43 |
108.43 |
108.52 |
| S1 |
108.06 |
108.06 |
108.59 |
108.25 |
| S2 |
107.45 |
107.45 |
108.50 |
|
| S3 |
106.47 |
107.08 |
108.41 |
|
| S4 |
105.49 |
106.10 |
108.14 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.87 |
115.00 |
110.48 |
|
| R3 |
113.36 |
112.49 |
109.79 |
|
| R2 |
110.85 |
110.85 |
109.56 |
|
| R1 |
109.98 |
109.98 |
109.33 |
110.42 |
| PP |
108.34 |
108.34 |
108.34 |
108.56 |
| S1 |
107.47 |
107.47 |
108.87 |
107.91 |
| S2 |
105.83 |
105.83 |
108.64 |
|
| S3 |
103.32 |
104.96 |
108.41 |
|
| S4 |
100.81 |
102.45 |
107.72 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.96 |
|
2.618 |
111.36 |
|
1.618 |
110.38 |
|
1.000 |
109.77 |
|
0.618 |
109.40 |
|
HIGH |
108.79 |
|
0.618 |
108.42 |
|
0.500 |
108.30 |
|
0.382 |
108.18 |
|
LOW |
107.81 |
|
0.618 |
107.20 |
|
1.000 |
106.83 |
|
1.618 |
106.22 |
|
2.618 |
105.24 |
|
4.250 |
103.65 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.55 |
108.67 |
| PP |
108.43 |
108.66 |
| S1 |
108.30 |
108.65 |
|