NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.65 |
107.36 |
0.71 |
0.7% |
107.14 |
| High |
107.67 |
108.65 |
0.98 |
0.9% |
108.65 |
| Low |
106.33 |
106.62 |
0.29 |
0.3% |
104.88 |
| Close |
107.06 |
107.87 |
0.81 |
0.8% |
107.87 |
| Range |
1.34 |
2.03 |
0.69 |
51.5% |
3.77 |
| ATR |
2.29 |
2.27 |
-0.02 |
-0.8% |
0.00 |
| Volume |
120,997 |
94,290 |
-26,707 |
-22.1% |
453,458 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.80 |
112.87 |
108.99 |
|
| R3 |
111.77 |
110.84 |
108.43 |
|
| R2 |
109.74 |
109.74 |
108.24 |
|
| R1 |
108.81 |
108.81 |
108.06 |
109.28 |
| PP |
107.71 |
107.71 |
107.71 |
107.95 |
| S1 |
106.78 |
106.78 |
107.68 |
107.25 |
| S2 |
105.68 |
105.68 |
107.50 |
|
| S3 |
103.65 |
104.75 |
107.31 |
|
| S4 |
101.62 |
102.72 |
106.75 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.44 |
116.93 |
109.94 |
|
| R3 |
114.67 |
113.16 |
108.91 |
|
| R2 |
110.90 |
110.90 |
108.56 |
|
| R1 |
109.39 |
109.39 |
108.22 |
110.15 |
| PP |
107.13 |
107.13 |
107.13 |
107.51 |
| S1 |
105.62 |
105.62 |
107.52 |
106.38 |
| S2 |
103.36 |
103.36 |
107.18 |
|
| S3 |
99.59 |
101.85 |
106.83 |
|
| S4 |
95.82 |
98.08 |
105.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.65 |
104.88 |
3.77 |
3.5% |
2.02 |
1.9% |
79% |
True |
False |
90,691 |
| 10 |
110.95 |
104.88 |
6.07 |
5.6% |
2.47 |
2.3% |
49% |
False |
False |
85,720 |
| 20 |
110.95 |
98.38 |
12.57 |
11.7% |
2.19 |
2.0% |
75% |
False |
False |
80,208 |
| 40 |
110.95 |
96.26 |
14.69 |
13.6% |
2.24 |
2.1% |
79% |
False |
False |
66,043 |
| 60 |
110.95 |
93.52 |
17.43 |
16.2% |
2.19 |
2.0% |
82% |
False |
False |
50,501 |
| 80 |
110.95 |
93.52 |
17.43 |
16.2% |
2.21 |
2.0% |
82% |
False |
False |
41,701 |
| 100 |
110.95 |
84.95 |
26.00 |
24.1% |
2.22 |
2.1% |
88% |
False |
False |
35,871 |
| 120 |
110.95 |
76.44 |
34.51 |
32.0% |
2.32 |
2.2% |
91% |
False |
False |
31,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.28 |
|
2.618 |
113.96 |
|
1.618 |
111.93 |
|
1.000 |
110.68 |
|
0.618 |
109.90 |
|
HIGH |
108.65 |
|
0.618 |
107.87 |
|
0.500 |
107.64 |
|
0.382 |
107.40 |
|
LOW |
106.62 |
|
0.618 |
105.37 |
|
1.000 |
104.59 |
|
1.618 |
103.34 |
|
2.618 |
101.31 |
|
4.250 |
97.99 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.79 |
107.50 |
| PP |
107.71 |
107.13 |
| S1 |
107.64 |
106.77 |
|