NYMEX Light Sweet Crude Oil Future October 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 |
108.18 |
108.25 |
0.07 |
0.1% |
109.03 |
| High |
108.79 |
108.25 |
-0.54 |
-0.5% |
109.22 |
| Low |
107.81 |
106.24 |
-1.57 |
-1.5% |
106.71 |
| Close |
108.68 |
106.89 |
-1.79 |
-1.6% |
109.10 |
| Range |
0.98 |
2.01 |
1.03 |
105.1% |
2.51 |
| ATR |
1.55 |
1.61 |
0.06 |
4.1% |
0.00 |
| Volume |
10,769 |
6,577 |
-4,192 |
-38.9% |
56,513 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.16 |
112.03 |
108.00 |
|
| R3 |
111.15 |
110.02 |
107.44 |
|
| R2 |
109.14 |
109.14 |
107.26 |
|
| R1 |
108.01 |
108.01 |
107.07 |
107.57 |
| PP |
107.13 |
107.13 |
107.13 |
106.91 |
| S1 |
106.00 |
106.00 |
106.71 |
105.56 |
| S2 |
105.12 |
105.12 |
106.52 |
|
| S3 |
103.11 |
103.99 |
106.34 |
|
| S4 |
101.10 |
101.98 |
105.78 |
|
|
| 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 |
116.79 |
|
2.618 |
113.51 |
|
1.618 |
111.50 |
|
1.000 |
110.26 |
|
0.618 |
109.49 |
|
HIGH |
108.25 |
|
0.618 |
107.48 |
|
0.500 |
107.25 |
|
0.382 |
107.01 |
|
LOW |
106.24 |
|
0.618 |
105.00 |
|
1.000 |
104.23 |
|
1.618 |
102.99 |
|
2.618 |
100.98 |
|
4.250 |
97.70 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.25 |
107.78 |
| PP |
107.13 |
107.48 |
| S1 |
107.01 |
107.19 |
|