NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.09 |
106.81 |
-0.28 |
-0.3% |
107.78 |
| High |
107.73 |
106.94 |
-0.79 |
-0.7% |
108.70 |
| Low |
106.52 |
104.67 |
-1.85 |
-1.7% |
104.50 |
| Close |
107.33 |
105.41 |
-1.92 |
-1.8% |
106.87 |
| Range |
1.21 |
2.27 |
1.06 |
87.6% |
4.20 |
| ATR |
2.13 |
2.16 |
0.04 |
1.8% |
0.00 |
| Volume |
196,440 |
291,261 |
94,821 |
48.3% |
1,320,019 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.48 |
111.22 |
106.66 |
|
| R3 |
110.21 |
108.95 |
106.03 |
|
| R2 |
107.94 |
107.94 |
105.83 |
|
| R1 |
106.68 |
106.68 |
105.62 |
106.18 |
| PP |
105.67 |
105.67 |
105.67 |
105.42 |
| S1 |
104.41 |
104.41 |
105.20 |
103.91 |
| S2 |
103.40 |
103.40 |
104.99 |
|
| S3 |
101.13 |
102.14 |
104.79 |
|
| S4 |
98.86 |
99.87 |
104.16 |
|
|
| 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 |
3.6% |
2.06 |
2.0% |
24% |
False |
False |
234,000 |
| 10 |
108.70 |
104.29 |
4.41 |
4.2% |
2.08 |
2.0% |
25% |
False |
False |
220,684 |
| 20 |
110.95 |
104.29 |
6.66 |
6.3% |
2.18 |
2.1% |
17% |
False |
False |
157,868 |
| 40 |
110.95 |
96.26 |
14.69 |
13.9% |
2.12 |
2.0% |
62% |
False |
False |
116,180 |
| 60 |
110.95 |
96.26 |
14.69 |
13.9% |
2.17 |
2.1% |
62% |
False |
False |
89,093 |
| 80 |
110.95 |
93.52 |
17.43 |
16.5% |
2.15 |
2.0% |
68% |
False |
False |
70,752 |
| 100 |
110.95 |
90.61 |
20.34 |
19.3% |
2.17 |
2.1% |
73% |
False |
False |
59,284 |
| 120 |
110.95 |
80.09 |
30.86 |
29.3% |
2.21 |
2.1% |
82% |
False |
False |
51,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.59 |
|
2.618 |
112.88 |
|
1.618 |
110.61 |
|
1.000 |
109.21 |
|
0.618 |
108.34 |
|
HIGH |
106.94 |
|
0.618 |
106.07 |
|
0.500 |
105.81 |
|
0.382 |
105.54 |
|
LOW |
104.67 |
|
0.618 |
103.27 |
|
1.000 |
102.40 |
|
1.618 |
101.00 |
|
2.618 |
98.73 |
|
4.250 |
95.02 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.81 |
106.20 |
| PP |
105.67 |
105.94 |
| S1 |
105.54 |
105.67 |
|