NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.81 |
105.58 |
-1.23 |
-1.2% |
107.78 |
| High |
106.94 |
105.70 |
-1.24 |
-1.2% |
108.70 |
| Low |
104.67 |
102.13 |
-2.54 |
-2.4% |
104.50 |
| Close |
105.41 |
102.78 |
-2.63 |
-2.5% |
106.87 |
| Range |
2.27 |
3.57 |
1.30 |
57.3% |
4.20 |
| ATR |
2.16 |
2.26 |
0.10 |
4.6% |
0.00 |
| Volume |
291,261 |
303,172 |
11,911 |
4.1% |
1,320,019 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.25 |
112.08 |
104.74 |
|
| R3 |
110.68 |
108.51 |
103.76 |
|
| R2 |
107.11 |
107.11 |
103.43 |
|
| R1 |
104.94 |
104.94 |
103.11 |
104.24 |
| PP |
103.54 |
103.54 |
103.54 |
103.19 |
| S1 |
101.37 |
101.37 |
102.45 |
100.67 |
| S2 |
99.97 |
99.97 |
102.13 |
|
| S3 |
96.40 |
97.80 |
101.80 |
|
| S4 |
92.83 |
94.23 |
100.82 |
|
|
| 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 |
102.13 |
6.12 |
6.0% |
2.25 |
2.2% |
11% |
False |
True |
237,716 |
| 10 |
108.70 |
102.13 |
6.57 |
6.4% |
2.20 |
2.1% |
10% |
False |
True |
240,347 |
| 20 |
109.41 |
102.13 |
7.28 |
7.1% |
2.16 |
2.1% |
9% |
False |
True |
168,610 |
| 40 |
110.95 |
96.26 |
14.69 |
14.3% |
2.15 |
2.1% |
44% |
False |
False |
122,558 |
| 60 |
110.95 |
96.26 |
14.69 |
14.3% |
2.17 |
2.1% |
44% |
False |
False |
93,906 |
| 80 |
110.95 |
93.52 |
17.43 |
17.0% |
2.17 |
2.1% |
53% |
False |
False |
74,375 |
| 100 |
110.95 |
92.73 |
18.22 |
17.7% |
2.18 |
2.1% |
55% |
False |
False |
62,211 |
| 120 |
110.95 |
82.09 |
28.86 |
28.1% |
2.21 |
2.2% |
72% |
False |
False |
53,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.87 |
|
2.618 |
115.05 |
|
1.618 |
111.48 |
|
1.000 |
109.27 |
|
0.618 |
107.91 |
|
HIGH |
105.70 |
|
0.618 |
104.34 |
|
0.500 |
103.92 |
|
0.382 |
103.49 |
|
LOW |
102.13 |
|
0.618 |
99.92 |
|
1.000 |
98.56 |
|
1.618 |
96.35 |
|
2.618 |
92.78 |
|
4.250 |
86.96 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.92 |
104.93 |
| PP |
103.54 |
104.21 |
| S1 |
103.16 |
103.50 |
|