NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
105.58 |
103.29 |
-2.29 |
-2.2% |
106.79 |
| High |
105.70 |
104.14 |
-1.56 |
-1.5% |
107.73 |
| Low |
102.13 |
102.78 |
0.65 |
0.6% |
102.13 |
| Close |
102.78 |
103.02 |
0.24 |
0.2% |
103.02 |
| Range |
3.57 |
1.36 |
-2.21 |
-61.9% |
5.60 |
| ATR |
2.26 |
2.20 |
-0.06 |
-2.9% |
0.00 |
| Volume |
303,172 |
221,794 |
-81,378 |
-26.8% |
1,165,298 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.39 |
106.57 |
103.77 |
|
| R3 |
106.03 |
105.21 |
103.39 |
|
| R2 |
104.67 |
104.67 |
103.27 |
|
| R1 |
103.85 |
103.85 |
103.14 |
103.58 |
| PP |
103.31 |
103.31 |
103.31 |
103.18 |
| S1 |
102.49 |
102.49 |
102.90 |
102.22 |
| S2 |
101.95 |
101.95 |
102.77 |
|
| S3 |
100.59 |
101.13 |
102.65 |
|
| S4 |
99.23 |
99.77 |
102.27 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.09 |
117.66 |
106.10 |
|
| R3 |
115.49 |
112.06 |
104.56 |
|
| R2 |
109.89 |
109.89 |
104.05 |
|
| R1 |
106.46 |
106.46 |
103.53 |
105.38 |
| PP |
104.29 |
104.29 |
104.29 |
103.75 |
| S1 |
100.86 |
100.86 |
102.51 |
99.78 |
| S2 |
98.69 |
98.69 |
101.99 |
|
| S3 |
93.09 |
95.26 |
101.48 |
|
| S4 |
87.49 |
89.66 |
99.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.73 |
102.13 |
5.60 |
5.4% |
1.91 |
1.9% |
16% |
False |
False |
233,059 |
| 10 |
108.70 |
102.13 |
6.57 |
6.4% |
2.12 |
2.1% |
14% |
False |
False |
248,531 |
| 20 |
108.70 |
102.13 |
6.57 |
6.4% |
2.07 |
2.0% |
14% |
False |
False |
174,261 |
| 40 |
110.95 |
96.97 |
13.98 |
13.6% |
2.12 |
2.1% |
43% |
False |
False |
127,156 |
| 60 |
110.95 |
96.26 |
14.69 |
14.3% |
2.17 |
2.1% |
46% |
False |
False |
96,985 |
| 80 |
110.95 |
93.52 |
17.43 |
16.9% |
2.17 |
2.1% |
55% |
False |
False |
77,001 |
| 100 |
110.95 |
93.52 |
17.43 |
16.9% |
2.18 |
2.1% |
55% |
False |
False |
64,295 |
| 120 |
110.95 |
84.03 |
26.92 |
26.1% |
2.20 |
2.1% |
71% |
False |
False |
55,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.92 |
|
2.618 |
107.70 |
|
1.618 |
106.34 |
|
1.000 |
105.50 |
|
0.618 |
104.98 |
|
HIGH |
104.14 |
|
0.618 |
103.62 |
|
0.500 |
103.46 |
|
0.382 |
103.30 |
|
LOW |
102.78 |
|
0.618 |
101.94 |
|
1.000 |
101.42 |
|
1.618 |
100.58 |
|
2.618 |
99.22 |
|
4.250 |
97.00 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.46 |
104.54 |
| PP |
103.31 |
104.03 |
| S1 |
103.17 |
103.53 |
|