NYMEX Light Sweet Crude Oil Future April 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 |
106.69 |
105.50 |
-1.19 |
-1.1% |
106.75 |
| High |
107.02 |
106.18 |
-0.84 |
-0.8% |
108.20 |
| Low |
105.12 |
103.78 |
-1.34 |
-1.3% |
104.35 |
| Close |
105.43 |
105.11 |
-0.32 |
-0.3% |
107.40 |
| Range |
1.90 |
2.40 |
0.50 |
26.3% |
3.85 |
| ATR |
2.25 |
2.26 |
0.01 |
0.5% |
0.00 |
| Volume |
264,410 |
353,353 |
88,943 |
33.6% |
1,360,536 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.22 |
111.07 |
106.43 |
|
| R3 |
109.82 |
108.67 |
105.77 |
|
| R2 |
107.42 |
107.42 |
105.55 |
|
| R1 |
106.27 |
106.27 |
105.33 |
105.65 |
| PP |
105.02 |
105.02 |
105.02 |
104.71 |
| S1 |
103.87 |
103.87 |
104.89 |
103.25 |
| S2 |
102.62 |
102.62 |
104.67 |
|
| S3 |
100.22 |
101.47 |
104.45 |
|
| S4 |
97.82 |
99.07 |
103.79 |
|
|
| 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 |
103.78 |
4.42 |
4.2% |
2.05 |
1.9% |
30% |
False |
True |
269,098 |
| 10 |
109.03 |
103.78 |
5.25 |
5.0% |
2.18 |
2.1% |
25% |
False |
True |
272,207 |
| 20 |
110.55 |
101.18 |
9.37 |
8.9% |
2.27 |
2.2% |
42% |
False |
False |
271,276 |
| 40 |
110.55 |
95.81 |
14.74 |
14.0% |
2.23 |
2.1% |
63% |
False |
False |
181,793 |
| 60 |
110.55 |
93.29 |
17.26 |
16.4% |
2.22 |
2.1% |
68% |
False |
False |
132,864 |
| 80 |
110.55 |
93.27 |
17.28 |
16.4% |
2.28 |
2.2% |
69% |
False |
False |
105,260 |
| 100 |
110.55 |
86.65 |
23.90 |
22.7% |
2.32 |
2.2% |
77% |
False |
False |
87,551 |
| 120 |
110.55 |
76.15 |
34.40 |
32.7% |
2.42 |
2.3% |
84% |
False |
False |
74,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.38 |
|
2.618 |
112.46 |
|
1.618 |
110.06 |
|
1.000 |
108.58 |
|
0.618 |
107.66 |
|
HIGH |
106.18 |
|
0.618 |
105.26 |
|
0.500 |
104.98 |
|
0.382 |
104.70 |
|
LOW |
103.78 |
|
0.618 |
102.30 |
|
1.000 |
101.38 |
|
1.618 |
99.90 |
|
2.618 |
97.50 |
|
4.250 |
93.58 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.07 |
105.57 |
| PP |
105.02 |
105.41 |
| S1 |
104.98 |
105.26 |
|