NYMEX Light Sweet Crude Oil Future May 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 |
107.78 |
108.36 |
0.58 |
0.5% |
107.88 |
| High |
108.70 |
108.37 |
-0.33 |
-0.3% |
107.94 |
| Low |
107.04 |
105.70 |
-1.34 |
-1.3% |
104.29 |
| Close |
108.56 |
106.07 |
-2.49 |
-2.3% |
107.58 |
| Range |
1.66 |
2.67 |
1.01 |
60.8% |
3.65 |
| ATR |
2.17 |
2.22 |
0.05 |
2.3% |
0.00 |
| Volume |
231,215 |
319,212 |
87,997 |
38.1% |
546,446 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.72 |
113.07 |
107.54 |
|
| R3 |
112.05 |
110.40 |
106.80 |
|
| R2 |
109.38 |
109.38 |
106.56 |
|
| R1 |
107.73 |
107.73 |
106.31 |
107.22 |
| PP |
106.71 |
106.71 |
106.71 |
106.46 |
| S1 |
105.06 |
105.06 |
105.83 |
104.55 |
| S2 |
104.04 |
104.04 |
105.58 |
|
| S3 |
101.37 |
102.39 |
105.34 |
|
| S4 |
98.70 |
99.72 |
104.60 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.55 |
116.22 |
109.59 |
|
| R3 |
113.90 |
112.57 |
108.58 |
|
| R2 |
110.25 |
110.25 |
108.25 |
|
| R1 |
108.92 |
108.92 |
107.91 |
107.76 |
| PP |
106.60 |
106.60 |
106.60 |
106.03 |
| S1 |
105.27 |
105.27 |
107.25 |
104.11 |
| S2 |
102.95 |
102.95 |
106.91 |
|
| S3 |
99.30 |
101.62 |
106.58 |
|
| S4 |
95.65 |
97.97 |
105.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.70 |
104.29 |
4.41 |
4.2% |
2.17 |
2.0% |
40% |
False |
False |
179,809 |
| 10 |
108.70 |
104.29 |
4.41 |
4.2% |
2.01 |
1.9% |
40% |
False |
False |
141,942 |
| 20 |
110.95 |
104.29 |
6.66 |
6.3% |
2.28 |
2.1% |
27% |
False |
False |
110,067 |
| 40 |
110.95 |
96.26 |
14.69 |
13.8% |
2.14 |
2.0% |
67% |
False |
False |
86,642 |
| 60 |
110.95 |
96.26 |
14.69 |
13.8% |
2.12 |
2.0% |
67% |
False |
False |
66,723 |
| 80 |
110.95 |
93.52 |
17.43 |
16.4% |
2.16 |
2.0% |
72% |
False |
False |
54,084 |
| 100 |
110.95 |
88.58 |
22.37 |
21.1% |
2.17 |
2.0% |
78% |
False |
False |
46,116 |
| 120 |
110.95 |
76.44 |
34.51 |
32.5% |
2.26 |
2.1% |
86% |
False |
False |
39,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.72 |
|
2.618 |
115.36 |
|
1.618 |
112.69 |
|
1.000 |
111.04 |
|
0.618 |
110.02 |
|
HIGH |
108.37 |
|
0.618 |
107.35 |
|
0.500 |
107.04 |
|
0.382 |
106.72 |
|
LOW |
105.70 |
|
0.618 |
104.05 |
|
1.000 |
103.03 |
|
1.618 |
101.38 |
|
2.618 |
98.71 |
|
4.250 |
94.35 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.04 |
107.18 |
| PP |
106.71 |
106.81 |
| S1 |
106.39 |
106.44 |
|