NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.79 |
107.09 |
0.30 |
0.3% |
107.78 |
| High |
107.32 |
107.73 |
0.41 |
0.4% |
108.70 |
| Low |
106.19 |
106.52 |
0.33 |
0.3% |
104.50 |
| Close |
107.03 |
107.33 |
0.30 |
0.3% |
106.87 |
| Range |
1.13 |
1.21 |
0.08 |
7.1% |
4.20 |
| ATR |
2.20 |
2.13 |
-0.07 |
-3.2% |
0.00 |
| Volume |
152,631 |
196,440 |
43,809 |
28.7% |
1,320,019 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.82 |
110.29 |
108.00 |
|
| R3 |
109.61 |
109.08 |
107.66 |
|
| R2 |
108.40 |
108.40 |
107.55 |
|
| R1 |
107.87 |
107.87 |
107.44 |
108.14 |
| PP |
107.19 |
107.19 |
107.19 |
107.33 |
| S1 |
106.66 |
106.66 |
107.22 |
106.93 |
| S2 |
105.98 |
105.98 |
107.11 |
|
| S3 |
104.77 |
105.45 |
107.00 |
|
| S4 |
103.56 |
104.24 |
106.66 |
|
|
| 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 |
108.25 |
104.50 |
3.75 |
3.5% |
1.93 |
1.8% |
75% |
False |
False |
223,732 |
| 10 |
108.70 |
104.29 |
4.41 |
4.1% |
2.05 |
1.9% |
69% |
False |
False |
201,771 |
| 20 |
110.95 |
104.29 |
6.66 |
6.2% |
2.20 |
2.0% |
46% |
False |
False |
146,534 |
| 40 |
110.95 |
96.26 |
14.69 |
13.7% |
2.14 |
2.0% |
75% |
False |
False |
109,842 |
| 60 |
110.95 |
96.26 |
14.69 |
13.7% |
2.15 |
2.0% |
75% |
False |
False |
84,443 |
| 80 |
110.95 |
93.52 |
17.43 |
16.2% |
2.14 |
2.0% |
79% |
False |
False |
67,342 |
| 100 |
110.95 |
90.61 |
20.34 |
19.0% |
2.16 |
2.0% |
82% |
False |
False |
56,562 |
| 120 |
110.95 |
78.34 |
32.61 |
30.4% |
2.21 |
2.1% |
89% |
False |
False |
49,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.87 |
|
2.618 |
110.90 |
|
1.618 |
109.69 |
|
1.000 |
108.94 |
|
0.618 |
108.48 |
|
HIGH |
107.73 |
|
0.618 |
107.27 |
|
0.500 |
107.13 |
|
0.382 |
106.98 |
|
LOW |
106.52 |
|
0.618 |
105.77 |
|
1.000 |
105.31 |
|
1.618 |
104.56 |
|
2.618 |
103.35 |
|
4.250 |
101.38 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.26 |
107.12 |
| PP |
107.19 |
106.91 |
| S1 |
107.13 |
106.71 |
|