NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.64 |
107.81 |
0.17 |
0.2% |
107.90 |
| High |
108.36 |
108.04 |
-0.32 |
-0.3% |
109.10 |
| Low |
106.72 |
106.19 |
-0.53 |
-0.5% |
105.43 |
| Close |
107.78 |
106.48 |
-1.30 |
-1.2% |
108.33 |
| Range |
1.64 |
1.85 |
0.21 |
12.8% |
3.67 |
| ATR |
2.16 |
2.14 |
-0.02 |
-1.0% |
0.00 |
| Volume |
58,032 |
77,983 |
19,951 |
34.4% |
380,747 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.45 |
111.32 |
107.50 |
|
| R3 |
110.60 |
109.47 |
106.99 |
|
| R2 |
108.75 |
108.75 |
106.82 |
|
| R1 |
107.62 |
107.62 |
106.65 |
107.26 |
| PP |
106.90 |
106.90 |
106.90 |
106.73 |
| S1 |
105.77 |
105.77 |
106.31 |
105.41 |
| S2 |
105.05 |
105.05 |
106.14 |
|
| S3 |
103.20 |
103.92 |
105.97 |
|
| S4 |
101.35 |
102.07 |
105.46 |
|
|
| 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 |
106.19 |
2.91 |
2.7% |
1.76 |
1.6% |
10% |
False |
True |
76,479 |
| 10 |
111.30 |
105.43 |
5.87 |
5.5% |
2.22 |
2.1% |
18% |
False |
False |
77,612 |
| 20 |
111.30 |
102.05 |
9.25 |
8.7% |
2.15 |
2.0% |
48% |
False |
False |
83,057 |
| 40 |
111.30 |
96.67 |
14.63 |
13.7% |
2.08 |
2.0% |
67% |
False |
False |
71,302 |
| 60 |
111.30 |
93.40 |
17.90 |
16.8% |
2.08 |
2.0% |
73% |
False |
False |
58,282 |
| 80 |
111.30 |
93.40 |
17.90 |
16.8% |
2.20 |
2.1% |
73% |
False |
False |
52,461 |
| 100 |
111.30 |
85.00 |
26.30 |
24.7% |
2.26 |
2.1% |
82% |
False |
False |
48,140 |
| 120 |
111.30 |
76.65 |
34.65 |
32.5% |
2.40 |
2.3% |
86% |
False |
False |
43,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.90 |
|
2.618 |
112.88 |
|
1.618 |
111.03 |
|
1.000 |
109.89 |
|
0.618 |
109.18 |
|
HIGH |
108.04 |
|
0.618 |
107.33 |
|
0.500 |
107.12 |
|
0.382 |
106.90 |
|
LOW |
106.19 |
|
0.618 |
105.05 |
|
1.000 |
104.34 |
|
1.618 |
103.20 |
|
2.618 |
101.35 |
|
4.250 |
98.33 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.12 |
107.28 |
| PP |
106.90 |
107.01 |
| S1 |
106.69 |
106.75 |
|