NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.36 |
109.21 |
-0.15 |
-0.1% |
108.07 |
| High |
109.80 |
109.30 |
-0.50 |
-0.5% |
109.23 |
| Low |
109.34 |
107.51 |
-1.83 |
-1.7% |
106.54 |
| Close |
109.80 |
107.75 |
-2.05 |
-1.9% |
109.14 |
| Range |
0.46 |
1.79 |
1.33 |
289.1% |
2.69 |
| ATR |
1.32 |
1.39 |
0.07 |
5.3% |
0.00 |
| Volume |
5,473 |
4,381 |
-1,092 |
-20.0% |
39,015 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.56 |
112.44 |
108.73 |
|
| R3 |
111.77 |
110.65 |
108.24 |
|
| R2 |
109.98 |
109.98 |
108.08 |
|
| R1 |
108.86 |
108.86 |
107.91 |
108.53 |
| PP |
108.19 |
108.19 |
108.19 |
108.02 |
| S1 |
107.07 |
107.07 |
107.59 |
106.74 |
| S2 |
106.40 |
106.40 |
107.42 |
|
| S3 |
104.61 |
105.28 |
107.26 |
|
| S4 |
102.82 |
103.49 |
106.77 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.37 |
115.45 |
110.62 |
|
| R3 |
113.68 |
112.76 |
109.88 |
|
| R2 |
110.99 |
110.99 |
109.63 |
|
| R1 |
110.07 |
110.07 |
109.39 |
110.53 |
| PP |
108.30 |
108.30 |
108.30 |
108.54 |
| S1 |
107.38 |
107.38 |
108.89 |
107.84 |
| S2 |
105.61 |
105.61 |
108.65 |
|
| S3 |
102.92 |
104.69 |
108.40 |
|
| S4 |
100.23 |
102.00 |
107.66 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.91 |
|
2.618 |
113.99 |
|
1.618 |
112.20 |
|
1.000 |
111.09 |
|
0.618 |
110.41 |
|
HIGH |
109.30 |
|
0.618 |
108.62 |
|
0.500 |
108.41 |
|
0.382 |
108.19 |
|
LOW |
107.51 |
|
0.618 |
106.40 |
|
1.000 |
105.72 |
|
1.618 |
104.61 |
|
2.618 |
102.82 |
|
4.250 |
99.90 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.41 |
108.66 |
| PP |
108.19 |
108.35 |
| S1 |
107.97 |
108.05 |
|