NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.01 |
107.24 |
0.23 |
0.2% |
107.14 |
| High |
107.85 |
107.55 |
-0.30 |
-0.3% |
108.65 |
| Low |
106.20 |
105.65 |
-0.55 |
-0.5% |
104.88 |
| Close |
107.24 |
105.95 |
-1.29 |
-1.2% |
107.87 |
| Range |
1.65 |
1.90 |
0.25 |
15.2% |
3.77 |
| ATR |
2.22 |
2.19 |
-0.02 |
-1.0% |
0.00 |
| Volume |
88,619 |
102,126 |
13,507 |
15.2% |
453,458 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.08 |
110.92 |
107.00 |
|
| R3 |
110.18 |
109.02 |
106.47 |
|
| R2 |
108.28 |
108.28 |
106.30 |
|
| R1 |
107.12 |
107.12 |
106.12 |
106.75 |
| PP |
106.38 |
106.38 |
106.38 |
106.20 |
| S1 |
105.22 |
105.22 |
105.78 |
104.85 |
| S2 |
104.48 |
104.48 |
105.60 |
|
| S3 |
102.58 |
103.32 |
105.43 |
|
| S4 |
100.68 |
101.42 |
104.91 |
|
|
| 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 |
105.65 |
3.00 |
2.8% |
1.80 |
1.7% |
10% |
False |
True |
103,047 |
| 10 |
110.95 |
104.88 |
6.07 |
5.7% |
2.28 |
2.2% |
18% |
False |
False |
95,052 |
| 20 |
110.95 |
101.49 |
9.46 |
8.9% |
2.20 |
2.1% |
47% |
False |
False |
86,318 |
| 40 |
110.95 |
96.26 |
14.69 |
13.9% |
2.16 |
2.0% |
66% |
False |
False |
70,867 |
| 60 |
110.95 |
93.52 |
17.43 |
16.5% |
2.10 |
2.0% |
71% |
False |
False |
54,529 |
| 80 |
110.95 |
93.52 |
17.43 |
16.5% |
2.19 |
2.1% |
71% |
False |
False |
45,051 |
| 100 |
110.95 |
84.95 |
26.00 |
24.5% |
2.19 |
2.1% |
81% |
False |
False |
38,605 |
| 120 |
110.95 |
76.44 |
34.51 |
32.6% |
2.31 |
2.2% |
86% |
False |
False |
33,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.63 |
|
2.618 |
112.52 |
|
1.618 |
110.62 |
|
1.000 |
109.45 |
|
0.618 |
108.72 |
|
HIGH |
107.55 |
|
0.618 |
106.82 |
|
0.500 |
106.60 |
|
0.382 |
106.38 |
|
LOW |
105.65 |
|
0.618 |
104.48 |
|
1.000 |
103.75 |
|
1.618 |
102.58 |
|
2.618 |
100.68 |
|
4.250 |
97.58 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.60 |
106.80 |
| PP |
106.38 |
106.51 |
| S1 |
106.17 |
106.23 |
|