NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.80 |
107.90 |
-0.90 |
-0.8% |
107.71 |
| High |
109.05 |
108.30 |
-0.75 |
-0.7% |
109.68 |
| Low |
107.65 |
106.54 |
-1.11 |
-1.0% |
106.45 |
| Close |
107.79 |
107.51 |
-0.28 |
-0.3% |
109.09 |
| Range |
1.40 |
1.76 |
0.36 |
25.7% |
3.23 |
| ATR |
1.31 |
1.34 |
0.03 |
2.5% |
0.00 |
| Volume |
7,406 |
7,526 |
120 |
1.6% |
36,708 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.73 |
111.88 |
108.48 |
|
| R3 |
110.97 |
110.12 |
107.99 |
|
| R2 |
109.21 |
109.21 |
107.83 |
|
| R1 |
108.36 |
108.36 |
107.67 |
107.91 |
| PP |
107.45 |
107.45 |
107.45 |
107.22 |
| S1 |
106.60 |
106.60 |
107.35 |
106.15 |
| S2 |
105.69 |
105.69 |
107.19 |
|
| S3 |
103.93 |
104.84 |
107.03 |
|
| S4 |
102.17 |
103.08 |
106.54 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.10 |
116.82 |
110.87 |
|
| R3 |
114.87 |
113.59 |
109.98 |
|
| R2 |
111.64 |
111.64 |
109.68 |
|
| R1 |
110.36 |
110.36 |
109.39 |
111.00 |
| PP |
108.41 |
108.41 |
108.41 |
108.73 |
| S1 |
107.13 |
107.13 |
108.79 |
107.77 |
| S2 |
105.18 |
105.18 |
108.50 |
|
| S3 |
101.95 |
103.90 |
108.20 |
|
| S4 |
98.72 |
100.67 |
107.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.78 |
|
2.618 |
112.91 |
|
1.618 |
111.15 |
|
1.000 |
110.06 |
|
0.618 |
109.39 |
|
HIGH |
108.30 |
|
0.618 |
107.63 |
|
0.500 |
107.42 |
|
0.382 |
107.21 |
|
LOW |
106.54 |
|
0.618 |
105.45 |
|
1.000 |
104.78 |
|
1.618 |
103.69 |
|
2.618 |
101.93 |
|
4.250 |
99.06 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.48 |
107.85 |
| PP |
107.45 |
107.73 |
| S1 |
107.42 |
107.62 |
|