NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
105.44 |
107.18 |
1.74 |
1.7% |
107.50 |
| High |
107.34 |
108.24 |
0.90 |
0.8% |
107.56 |
| Low |
105.13 |
106.55 |
1.42 |
1.4% |
103.78 |
| Close |
107.06 |
108.09 |
1.03 |
1.0% |
107.06 |
| Range |
2.21 |
1.69 |
-0.52 |
-23.5% |
3.78 |
| ATR |
2.26 |
2.22 |
-0.04 |
-1.8% |
0.00 |
| Volume |
180,215 |
83,668 |
-96,547 |
-53.6% |
1,259,109 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.70 |
112.08 |
109.02 |
|
| R3 |
111.01 |
110.39 |
108.55 |
|
| R2 |
109.32 |
109.32 |
108.40 |
|
| R1 |
108.70 |
108.70 |
108.24 |
109.01 |
| PP |
107.63 |
107.63 |
107.63 |
107.78 |
| S1 |
107.01 |
107.01 |
107.94 |
107.32 |
| S2 |
105.94 |
105.94 |
107.78 |
|
| S3 |
104.25 |
105.32 |
107.63 |
|
| S4 |
102.56 |
103.63 |
107.16 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.47 |
116.05 |
109.14 |
|
| R3 |
113.69 |
112.27 |
108.10 |
|
| R2 |
109.91 |
109.91 |
107.75 |
|
| R1 |
108.49 |
108.49 |
107.41 |
107.31 |
| PP |
106.13 |
106.13 |
106.13 |
105.55 |
| S1 |
104.71 |
104.71 |
106.71 |
103.53 |
| S2 |
102.35 |
102.35 |
106.37 |
|
| S3 |
98.57 |
100.93 |
106.02 |
|
| S4 |
94.79 |
97.15 |
104.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.24 |
103.78 |
4.46 |
4.1% |
1.98 |
1.8% |
97% |
True |
False |
226,367 |
| 10 |
108.24 |
103.78 |
4.46 |
4.1% |
2.05 |
1.9% |
97% |
True |
False |
248,148 |
| 20 |
110.55 |
103.78 |
6.77 |
6.3% |
2.28 |
2.1% |
64% |
False |
False |
265,600 |
| 40 |
110.55 |
95.81 |
14.74 |
13.6% |
2.20 |
2.0% |
83% |
False |
False |
185,938 |
| 60 |
110.55 |
95.81 |
14.74 |
13.6% |
2.20 |
2.0% |
83% |
False |
False |
136,612 |
| 80 |
110.55 |
93.27 |
17.28 |
16.0% |
2.26 |
2.1% |
86% |
False |
False |
108,078 |
| 100 |
110.55 |
89.34 |
21.21 |
19.6% |
2.30 |
2.1% |
88% |
False |
False |
90,003 |
| 120 |
110.55 |
76.15 |
34.40 |
31.8% |
2.39 |
2.2% |
93% |
False |
False |
76,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.42 |
|
2.618 |
112.66 |
|
1.618 |
110.97 |
|
1.000 |
109.93 |
|
0.618 |
109.28 |
|
HIGH |
108.24 |
|
0.618 |
107.59 |
|
0.500 |
107.40 |
|
0.382 |
107.20 |
|
LOW |
106.55 |
|
0.618 |
105.51 |
|
1.000 |
104.86 |
|
1.618 |
103.82 |
|
2.618 |
102.13 |
|
4.250 |
99.37 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.86 |
107.40 |
| PP |
107.63 |
106.70 |
| S1 |
107.40 |
106.01 |
|