NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.55 |
106.69 |
0.14 |
0.1% |
106.75 |
| High |
107.35 |
107.02 |
-0.33 |
-0.3% |
108.20 |
| Low |
105.67 |
105.12 |
-0.55 |
-0.5% |
104.35 |
| Close |
106.71 |
105.43 |
-1.28 |
-1.2% |
107.40 |
| Range |
1.68 |
1.90 |
0.22 |
13.1% |
3.85 |
| ATR |
2.28 |
2.25 |
-0.03 |
-1.2% |
0.00 |
| Volume |
250,193 |
264,410 |
14,217 |
5.7% |
1,360,536 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.56 |
110.39 |
106.48 |
|
| R3 |
109.66 |
108.49 |
105.95 |
|
| R2 |
107.76 |
107.76 |
105.78 |
|
| R1 |
106.59 |
106.59 |
105.60 |
106.23 |
| PP |
105.86 |
105.86 |
105.86 |
105.67 |
| S1 |
104.69 |
104.69 |
105.26 |
104.33 |
| S2 |
103.96 |
103.96 |
105.08 |
|
| S3 |
102.06 |
102.79 |
104.91 |
|
| S4 |
100.16 |
100.89 |
104.39 |
|
|
| 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 |
105.12 |
3.08 |
2.9% |
1.84 |
1.7% |
10% |
False |
True |
248,651 |
| 10 |
110.55 |
104.35 |
6.20 |
5.9% |
2.34 |
2.2% |
17% |
False |
False |
273,840 |
| 20 |
110.55 |
100.96 |
9.59 |
9.1% |
2.25 |
2.1% |
47% |
False |
False |
262,333 |
| 40 |
110.55 |
95.81 |
14.74 |
14.0% |
2.22 |
2.1% |
65% |
False |
False |
174,730 |
| 60 |
110.55 |
93.27 |
17.28 |
16.4% |
2.21 |
2.1% |
70% |
False |
False |
127,356 |
| 80 |
110.55 |
93.27 |
17.28 |
16.4% |
2.30 |
2.2% |
70% |
False |
False |
101,209 |
| 100 |
110.55 |
84.94 |
25.61 |
24.3% |
2.32 |
2.2% |
80% |
False |
False |
84,081 |
| 120 |
110.55 |
76.15 |
34.40 |
32.6% |
2.43 |
2.3% |
85% |
False |
False |
71,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.10 |
|
2.618 |
111.99 |
|
1.618 |
110.09 |
|
1.000 |
108.92 |
|
0.618 |
108.19 |
|
HIGH |
107.02 |
|
0.618 |
106.29 |
|
0.500 |
106.07 |
|
0.382 |
105.85 |
|
LOW |
105.12 |
|
0.618 |
103.95 |
|
1.000 |
103.22 |
|
1.618 |
102.05 |
|
2.618 |
100.15 |
|
4.250 |
97.05 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.07 |
106.34 |
| PP |
105.86 |
106.04 |
| S1 |
105.64 |
105.73 |
|