NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
105.52 |
106.79 |
1.27 |
1.2% |
107.78 |
| High |
108.25 |
107.32 |
-0.93 |
-0.9% |
108.70 |
| Low |
105.16 |
106.19 |
1.03 |
1.0% |
104.50 |
| Close |
106.87 |
107.03 |
0.16 |
0.1% |
106.87 |
| Range |
3.09 |
1.13 |
-1.96 |
-63.4% |
4.20 |
| ATR |
2.28 |
2.20 |
-0.08 |
-3.6% |
0.00 |
| Volume |
245,077 |
152,631 |
-92,446 |
-37.7% |
1,320,019 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.24 |
109.76 |
107.65 |
|
| R3 |
109.11 |
108.63 |
107.34 |
|
| R2 |
107.98 |
107.98 |
107.24 |
|
| R1 |
107.50 |
107.50 |
107.13 |
107.74 |
| PP |
106.85 |
106.85 |
106.85 |
106.97 |
| S1 |
106.37 |
106.37 |
106.93 |
106.61 |
| S2 |
105.72 |
105.72 |
106.82 |
|
| S3 |
104.59 |
105.24 |
106.72 |
|
| S4 |
103.46 |
104.11 |
106.41 |
|
|
| 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 |
108.37 |
104.50 |
3.87 |
3.6% |
2.22 |
2.1% |
65% |
False |
False |
248,287 |
| 10 |
108.70 |
104.29 |
4.41 |
4.1% |
2.09 |
2.0% |
62% |
False |
False |
190,988 |
| 20 |
110.95 |
104.29 |
6.66 |
6.2% |
2.26 |
2.1% |
41% |
False |
False |
140,191 |
| 40 |
110.95 |
96.26 |
14.69 |
13.7% |
2.15 |
2.0% |
73% |
False |
False |
105,591 |
| 60 |
110.95 |
96.26 |
14.69 |
13.7% |
2.15 |
2.0% |
73% |
False |
False |
81,331 |
| 80 |
110.95 |
93.52 |
17.43 |
16.3% |
2.16 |
2.0% |
78% |
False |
False |
65,062 |
| 100 |
110.95 |
88.58 |
22.37 |
20.9% |
2.17 |
2.0% |
82% |
False |
False |
54,658 |
| 120 |
110.95 |
76.44 |
34.51 |
32.2% |
2.22 |
2.1% |
89% |
False |
False |
47,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.12 |
|
2.618 |
110.28 |
|
1.618 |
109.15 |
|
1.000 |
108.45 |
|
0.618 |
108.02 |
|
HIGH |
107.32 |
|
0.618 |
106.89 |
|
0.500 |
106.76 |
|
0.382 |
106.62 |
|
LOW |
106.19 |
|
0.618 |
105.49 |
|
1.000 |
105.06 |
|
1.618 |
104.36 |
|
2.618 |
103.23 |
|
4.250 |
101.39 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.94 |
106.81 |
| PP |
106.85 |
106.59 |
| S1 |
106.76 |
106.38 |
|