NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.81 |
105.52 |
-1.29 |
-1.2% |
107.78 |
| High |
107.12 |
108.25 |
1.13 |
1.1% |
108.70 |
| Low |
104.50 |
105.16 |
0.66 |
0.6% |
104.50 |
| Close |
105.35 |
106.87 |
1.52 |
1.4% |
106.87 |
| Range |
2.62 |
3.09 |
0.47 |
17.9% |
4.20 |
| ATR |
2.22 |
2.28 |
0.06 |
2.8% |
0.00 |
| Volume |
284,594 |
245,077 |
-39,517 |
-13.9% |
1,320,019 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.03 |
114.54 |
108.57 |
|
| R3 |
112.94 |
111.45 |
107.72 |
|
| R2 |
109.85 |
109.85 |
107.44 |
|
| R1 |
108.36 |
108.36 |
107.15 |
109.11 |
| PP |
106.76 |
106.76 |
106.76 |
107.13 |
| S1 |
105.27 |
105.27 |
106.59 |
106.02 |
| S2 |
103.67 |
103.67 |
106.30 |
|
| S3 |
100.58 |
102.18 |
106.02 |
|
| S4 |
97.49 |
99.09 |
105.17 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.29 |
117.28 |
109.18 |
|
| R3 |
115.09 |
113.08 |
108.03 |
|
| R2 |
110.89 |
110.89 |
107.64 |
|
| R1 |
108.88 |
108.88 |
107.26 |
107.79 |
| PP |
106.69 |
106.69 |
106.69 |
106.14 |
| S1 |
104.68 |
104.68 |
106.49 |
103.59 |
| S2 |
102.49 |
102.49 |
106.10 |
|
| S3 |
98.29 |
100.48 |
105.72 |
|
| S4 |
94.09 |
96.28 |
104.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.70 |
104.50 |
4.20 |
3.9% |
2.32 |
2.2% |
56% |
False |
False |
264,003 |
| 10 |
108.70 |
104.29 |
4.41 |
4.1% |
2.19 |
2.0% |
59% |
False |
False |
186,646 |
| 20 |
110.95 |
104.29 |
6.66 |
6.2% |
2.33 |
2.2% |
39% |
False |
False |
136,183 |
| 40 |
110.95 |
96.26 |
14.69 |
13.7% |
2.16 |
2.0% |
72% |
False |
False |
102,768 |
| 60 |
110.95 |
96.26 |
14.69 |
13.7% |
2.17 |
2.0% |
72% |
False |
False |
78,894 |
| 80 |
110.95 |
93.52 |
17.43 |
16.3% |
2.17 |
2.0% |
77% |
False |
False |
63,324 |
| 100 |
110.95 |
88.58 |
22.37 |
20.9% |
2.18 |
2.0% |
82% |
False |
False |
53,256 |
| 120 |
110.95 |
76.44 |
34.51 |
32.3% |
2.23 |
2.1% |
88% |
False |
False |
46,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.38 |
|
2.618 |
116.34 |
|
1.618 |
113.25 |
|
1.000 |
111.34 |
|
0.618 |
110.16 |
|
HIGH |
108.25 |
|
0.618 |
107.07 |
|
0.500 |
106.71 |
|
0.382 |
106.34 |
|
LOW |
105.16 |
|
0.618 |
103.25 |
|
1.000 |
102.07 |
|
1.618 |
100.16 |
|
2.618 |
97.07 |
|
4.250 |
92.03 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.82 |
106.71 |
| PP |
106.76 |
106.54 |
| S1 |
106.71 |
106.38 |
|