NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.87 |
107.50 |
0.63 |
0.6% |
106.75 |
| High |
108.20 |
107.56 |
-0.64 |
-0.6% |
108.20 |
| Low |
106.13 |
105.38 |
-0.75 |
-0.7% |
104.35 |
| Close |
107.40 |
106.34 |
-1.06 |
-1.0% |
107.40 |
| Range |
2.07 |
2.18 |
0.11 |
5.3% |
3.85 |
| ATR |
2.34 |
2.32 |
-0.01 |
-0.5% |
0.00 |
| Volume |
266,600 |
210,938 |
-55,662 |
-20.9% |
1,360,536 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.97 |
111.83 |
107.54 |
|
| R3 |
110.79 |
109.65 |
106.94 |
|
| R2 |
108.61 |
108.61 |
106.74 |
|
| R1 |
107.47 |
107.47 |
106.54 |
106.95 |
| PP |
106.43 |
106.43 |
106.43 |
106.17 |
| S1 |
105.29 |
105.29 |
106.14 |
104.77 |
| S2 |
104.25 |
104.25 |
105.94 |
|
| S3 |
102.07 |
103.11 |
105.74 |
|
| S4 |
99.89 |
100.93 |
105.14 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.20 |
116.65 |
109.52 |
|
| R3 |
114.35 |
112.80 |
108.46 |
|
| R2 |
110.50 |
110.50 |
108.11 |
|
| R1 |
108.95 |
108.95 |
107.75 |
109.73 |
| PP |
106.65 |
106.65 |
106.65 |
107.04 |
| S1 |
105.10 |
105.10 |
107.05 |
105.88 |
| S2 |
102.80 |
102.80 |
106.69 |
|
| S3 |
98.95 |
101.25 |
106.34 |
|
| S4 |
95.10 |
97.40 |
105.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.20 |
104.35 |
3.85 |
3.6% |
2.13 |
2.0% |
52% |
False |
False |
269,928 |
| 10 |
110.55 |
104.35 |
6.20 |
5.8% |
2.49 |
2.3% |
32% |
False |
False |
281,864 |
| 20 |
110.55 |
99.46 |
11.09 |
10.4% |
2.25 |
2.1% |
62% |
False |
False |
247,703 |
| 40 |
110.55 |
95.81 |
14.74 |
13.9% |
2.25 |
2.1% |
71% |
False |
False |
164,487 |
| 60 |
110.55 |
93.27 |
17.28 |
16.2% |
2.28 |
2.1% |
76% |
False |
False |
119,908 |
| 80 |
110.55 |
93.27 |
17.28 |
16.2% |
2.33 |
2.2% |
76% |
False |
False |
95,091 |
| 100 |
110.55 |
84.94 |
25.61 |
24.1% |
2.34 |
2.2% |
84% |
False |
False |
79,128 |
| 120 |
110.55 |
76.15 |
34.40 |
32.3% |
2.44 |
2.3% |
88% |
False |
False |
67,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.83 |
|
2.618 |
113.27 |
|
1.618 |
111.09 |
|
1.000 |
109.74 |
|
0.618 |
108.91 |
|
HIGH |
107.56 |
|
0.618 |
106.73 |
|
0.500 |
106.47 |
|
0.382 |
106.21 |
|
LOW |
105.38 |
|
0.618 |
104.03 |
|
1.000 |
103.20 |
|
1.618 |
101.85 |
|
2.618 |
99.67 |
|
4.250 |
96.12 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.47 |
106.79 |
| PP |
106.43 |
106.64 |
| S1 |
106.38 |
106.49 |
|