NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.36 |
107.88 |
0.52 |
0.5% |
107.14 |
| High |
108.65 |
107.94 |
-0.71 |
-0.7% |
108.65 |
| Low |
106.62 |
105.87 |
-0.75 |
-0.7% |
104.88 |
| Close |
107.87 |
106.84 |
-1.03 |
-1.0% |
107.87 |
| Range |
2.03 |
2.07 |
0.04 |
2.0% |
3.77 |
| ATR |
2.27 |
2.26 |
-0.01 |
-0.6% |
0.00 |
| Volume |
94,290 |
109,207 |
14,917 |
15.8% |
453,458 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.09 |
112.04 |
107.98 |
|
| R3 |
111.02 |
109.97 |
107.41 |
|
| R2 |
108.95 |
108.95 |
107.22 |
|
| R1 |
107.90 |
107.90 |
107.03 |
107.39 |
| PP |
106.88 |
106.88 |
106.88 |
106.63 |
| S1 |
105.83 |
105.83 |
106.65 |
105.32 |
| S2 |
104.81 |
104.81 |
106.46 |
|
| S3 |
102.74 |
103.76 |
106.27 |
|
| S4 |
100.67 |
101.69 |
105.70 |
|
|
| 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% |
2.05 |
1.9% |
52% |
False |
False |
99,384 |
| 10 |
110.95 |
104.88 |
6.07 |
5.7% |
2.43 |
2.3% |
32% |
False |
False |
89,394 |
| 20 |
110.95 |
100.20 |
10.75 |
10.1% |
2.18 |
2.0% |
62% |
False |
False |
82,257 |
| 40 |
110.95 |
96.26 |
14.69 |
13.7% |
2.18 |
2.0% |
72% |
False |
False |
67,999 |
| 60 |
110.95 |
93.52 |
17.43 |
16.3% |
2.18 |
2.0% |
76% |
False |
False |
52,054 |
| 80 |
110.95 |
93.52 |
17.43 |
16.3% |
2.22 |
2.1% |
76% |
False |
False |
42,931 |
| 100 |
110.95 |
84.95 |
26.00 |
24.3% |
2.22 |
2.1% |
84% |
False |
False |
36,843 |
| 120 |
110.95 |
76.44 |
34.51 |
32.3% |
2.32 |
2.2% |
88% |
False |
False |
32,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.74 |
|
2.618 |
113.36 |
|
1.618 |
111.29 |
|
1.000 |
110.01 |
|
0.618 |
109.22 |
|
HIGH |
107.94 |
|
0.618 |
107.15 |
|
0.500 |
106.91 |
|
0.382 |
106.66 |
|
LOW |
105.87 |
|
0.618 |
104.59 |
|
1.000 |
103.80 |
|
1.618 |
102.52 |
|
2.618 |
100.45 |
|
4.250 |
97.07 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.91 |
107.26 |
| PP |
106.88 |
107.12 |
| S1 |
106.86 |
106.98 |
|