NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.81 |
108.36 |
0.55 |
0.5% |
107.90 |
| High |
109.10 |
108.36 |
-0.74 |
-0.7% |
109.10 |
| Low |
107.14 |
106.37 |
-0.77 |
-0.7% |
105.43 |
| Close |
108.33 |
107.34 |
-0.99 |
-0.9% |
108.33 |
| Range |
1.96 |
1.99 |
0.03 |
1.5% |
3.67 |
| ATR |
2.22 |
2.20 |
-0.02 |
-0.7% |
0.00 |
| Volume |
84,614 |
70,603 |
-14,011 |
-16.6% |
380,747 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.33 |
112.32 |
108.43 |
|
| R3 |
111.34 |
110.33 |
107.89 |
|
| R2 |
109.35 |
109.35 |
107.70 |
|
| R1 |
108.34 |
108.34 |
107.52 |
107.85 |
| PP |
107.36 |
107.36 |
107.36 |
107.11 |
| S1 |
106.35 |
106.35 |
107.16 |
105.86 |
| S2 |
105.37 |
105.37 |
106.98 |
|
| S3 |
103.38 |
104.36 |
106.79 |
|
| S4 |
101.39 |
102.37 |
106.25 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.63 |
117.15 |
110.35 |
|
| R3 |
114.96 |
113.48 |
109.34 |
|
| R2 |
111.29 |
111.29 |
109.00 |
|
| R1 |
109.81 |
109.81 |
108.67 |
110.55 |
| PP |
107.62 |
107.62 |
107.62 |
107.99 |
| S1 |
106.14 |
106.14 |
107.99 |
106.88 |
| S2 |
103.95 |
103.95 |
107.66 |
|
| S3 |
100.28 |
102.47 |
107.32 |
|
| S4 |
96.61 |
98.80 |
106.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.10 |
105.43 |
3.67 |
3.4% |
1.99 |
1.9% |
52% |
False |
False |
76,085 |
| 10 |
111.30 |
105.43 |
5.87 |
5.5% |
2.37 |
2.2% |
33% |
False |
False |
80,230 |
| 20 |
111.30 |
100.82 |
10.48 |
9.8% |
2.12 |
2.0% |
62% |
False |
False |
81,123 |
| 40 |
111.30 |
96.67 |
14.63 |
13.6% |
2.11 |
2.0% |
73% |
False |
False |
70,550 |
| 60 |
111.30 |
93.40 |
17.90 |
16.7% |
2.16 |
2.0% |
78% |
False |
False |
57,273 |
| 80 |
111.30 |
93.40 |
17.90 |
16.7% |
2.23 |
2.1% |
78% |
False |
False |
51,484 |
| 100 |
111.30 |
85.00 |
26.30 |
24.5% |
2.29 |
2.1% |
85% |
False |
False |
47,222 |
| 120 |
111.30 |
76.65 |
34.65 |
32.3% |
2.41 |
2.2% |
89% |
False |
False |
43,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.82 |
|
2.618 |
113.57 |
|
1.618 |
111.58 |
|
1.000 |
110.35 |
|
0.618 |
109.59 |
|
HIGH |
108.36 |
|
0.618 |
107.60 |
|
0.500 |
107.37 |
|
0.382 |
107.13 |
|
LOW |
106.37 |
|
0.618 |
105.14 |
|
1.000 |
104.38 |
|
1.618 |
103.15 |
|
2.618 |
101.16 |
|
4.250 |
97.91 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.37 |
107.74 |
| PP |
107.36 |
107.60 |
| S1 |
107.35 |
107.47 |
|