NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.36 |
106.33 |
-2.03 |
-1.9% |
107.88 |
| High |
108.37 |
107.64 |
-0.73 |
-0.7% |
107.94 |
| Low |
105.70 |
106.06 |
0.36 |
0.3% |
104.29 |
| Close |
106.07 |
107.27 |
1.20 |
1.1% |
107.58 |
| Range |
2.67 |
1.58 |
-1.09 |
-40.8% |
3.65 |
| ATR |
2.22 |
2.17 |
-0.05 |
-2.1% |
0.00 |
| Volume |
319,212 |
239,921 |
-79,291 |
-24.8% |
546,446 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.73 |
111.08 |
108.14 |
|
| R3 |
110.15 |
109.50 |
107.70 |
|
| R2 |
108.57 |
108.57 |
107.56 |
|
| R1 |
107.92 |
107.92 |
107.41 |
108.25 |
| PP |
106.99 |
106.99 |
106.99 |
107.15 |
| S1 |
106.34 |
106.34 |
107.13 |
106.67 |
| S2 |
105.41 |
105.41 |
106.98 |
|
| S3 |
103.83 |
104.76 |
106.84 |
|
| S4 |
102.25 |
103.18 |
106.40 |
|
|
| 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 |
4.1% |
2.10 |
2.0% |
68% |
False |
False |
207,368 |
| 10 |
108.70 |
104.29 |
4.41 |
4.1% |
1.95 |
1.8% |
68% |
False |
False |
155,208 |
| 20 |
110.95 |
104.29 |
6.66 |
6.2% |
2.30 |
2.1% |
45% |
False |
False |
118,140 |
| 40 |
110.95 |
96.26 |
14.69 |
13.7% |
2.13 |
2.0% |
75% |
False |
False |
91,858 |
| 60 |
110.95 |
96.26 |
14.69 |
13.7% |
2.12 |
2.0% |
75% |
False |
False |
70,402 |
| 80 |
110.95 |
93.52 |
17.43 |
16.2% |
2.16 |
2.0% |
79% |
False |
False |
56,937 |
| 100 |
110.95 |
88.58 |
22.37 |
20.9% |
2.16 |
2.0% |
84% |
False |
False |
48,257 |
| 120 |
110.95 |
76.44 |
34.51 |
32.2% |
2.24 |
2.1% |
89% |
False |
False |
41,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.36 |
|
2.618 |
111.78 |
|
1.618 |
110.20 |
|
1.000 |
109.22 |
|
0.618 |
108.62 |
|
HIGH |
107.64 |
|
0.618 |
107.04 |
|
0.500 |
106.85 |
|
0.382 |
106.66 |
|
LOW |
106.06 |
|
0.618 |
105.08 |
|
1.000 |
104.48 |
|
1.618 |
103.50 |
|
2.618 |
101.92 |
|
4.250 |
99.35 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.13 |
107.25 |
| PP |
106.99 |
107.22 |
| S1 |
106.85 |
107.20 |
|