NYMEX Light Sweet Crude Oil Future April 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 |
107.18 |
107.82 |
0.64 |
0.6% |
107.50 |
| High |
108.24 |
107.91 |
-0.33 |
-0.3% |
107.56 |
| Low |
106.55 |
105.35 |
-1.20 |
-1.1% |
103.78 |
| Close |
108.09 |
105.61 |
-2.48 |
-2.3% |
107.06 |
| Range |
1.69 |
2.56 |
0.87 |
51.5% |
3.78 |
| ATR |
2.22 |
2.26 |
0.04 |
1.7% |
0.00 |
| Volume |
83,668 |
26,441 |
-57,227 |
-68.4% |
1,259,109 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.97 |
112.35 |
107.02 |
|
| R3 |
111.41 |
109.79 |
106.31 |
|
| R2 |
108.85 |
108.85 |
106.08 |
|
| R1 |
107.23 |
107.23 |
105.84 |
106.76 |
| PP |
106.29 |
106.29 |
106.29 |
106.06 |
| S1 |
104.67 |
104.67 |
105.38 |
104.20 |
| S2 |
103.73 |
103.73 |
105.14 |
|
| S3 |
101.17 |
102.11 |
104.91 |
|
| S4 |
98.61 |
99.55 |
104.20 |
|
|
| 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 |
4.2% |
2.15 |
2.0% |
41% |
False |
False |
181,617 |
| 10 |
108.24 |
103.78 |
4.46 |
4.2% |
2.03 |
1.9% |
41% |
False |
False |
219,423 |
| 20 |
110.55 |
103.78 |
6.77 |
6.4% |
2.31 |
2.2% |
27% |
False |
False |
251,705 |
| 40 |
110.55 |
95.81 |
14.74 |
14.0% |
2.20 |
2.1% |
66% |
False |
False |
184,502 |
| 60 |
110.55 |
95.81 |
14.74 |
14.0% |
2.20 |
2.1% |
66% |
False |
False |
136,688 |
| 80 |
110.55 |
93.27 |
17.28 |
16.4% |
2.26 |
2.1% |
71% |
False |
False |
108,151 |
| 100 |
110.55 |
89.34 |
21.21 |
20.1% |
2.30 |
2.2% |
77% |
False |
False |
89,944 |
| 120 |
110.55 |
76.15 |
34.40 |
32.6% |
2.38 |
2.3% |
86% |
False |
False |
76,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.79 |
|
2.618 |
114.61 |
|
1.618 |
112.05 |
|
1.000 |
110.47 |
|
0.618 |
109.49 |
|
HIGH |
107.91 |
|
0.618 |
106.93 |
|
0.500 |
106.63 |
|
0.382 |
106.33 |
|
LOW |
105.35 |
|
0.618 |
103.77 |
|
1.000 |
102.79 |
|
1.618 |
101.21 |
|
2.618 |
98.65 |
|
4.250 |
94.47 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.63 |
106.69 |
| PP |
106.29 |
106.33 |
| S1 |
105.95 |
105.97 |
|