NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.81 |
106.73 |
-1.08 |
-1.0% |
107.90 |
| High |
108.04 |
107.23 |
-0.81 |
-0.7% |
109.10 |
| Low |
106.19 |
104.90 |
-1.29 |
-1.2% |
105.43 |
| Close |
106.48 |
106.22 |
-0.26 |
-0.2% |
108.33 |
| Range |
1.85 |
2.33 |
0.48 |
25.9% |
3.67 |
| ATR |
2.14 |
2.15 |
0.01 |
0.6% |
0.00 |
| Volume |
77,983 |
79,922 |
1,939 |
2.5% |
380,747 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.11 |
111.99 |
107.50 |
|
| R3 |
110.78 |
109.66 |
106.86 |
|
| R2 |
108.45 |
108.45 |
106.65 |
|
| R1 |
107.33 |
107.33 |
106.43 |
106.73 |
| PP |
106.12 |
106.12 |
106.12 |
105.81 |
| S1 |
105.00 |
105.00 |
106.01 |
104.40 |
| S2 |
103.79 |
103.79 |
105.79 |
|
| S3 |
101.46 |
102.67 |
105.58 |
|
| S4 |
99.13 |
100.34 |
104.94 |
|
|
| 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 |
104.90 |
4.20 |
4.0% |
1.95 |
1.8% |
31% |
False |
True |
74,230 |
| 10 |
109.80 |
104.90 |
4.90 |
4.6% |
2.07 |
1.9% |
27% |
False |
True |
76,783 |
| 20 |
111.30 |
102.29 |
9.01 |
8.5% |
2.17 |
2.0% |
44% |
False |
False |
81,952 |
| 40 |
111.30 |
96.67 |
14.63 |
13.8% |
2.09 |
2.0% |
65% |
False |
False |
72,003 |
| 60 |
111.30 |
93.40 |
17.90 |
16.9% |
2.08 |
2.0% |
72% |
False |
False |
59,177 |
| 80 |
111.30 |
93.40 |
17.90 |
16.9% |
2.17 |
2.0% |
72% |
False |
False |
52,551 |
| 100 |
111.30 |
86.84 |
24.46 |
23.0% |
2.26 |
2.1% |
79% |
False |
False |
48,746 |
| 120 |
111.30 |
76.65 |
34.65 |
32.6% |
2.37 |
2.2% |
85% |
False |
False |
44,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.13 |
|
2.618 |
113.33 |
|
1.618 |
111.00 |
|
1.000 |
109.56 |
|
0.618 |
108.67 |
|
HIGH |
107.23 |
|
0.618 |
106.34 |
|
0.500 |
106.07 |
|
0.382 |
105.79 |
|
LOW |
104.90 |
|
0.618 |
103.46 |
|
1.000 |
102.57 |
|
1.618 |
101.13 |
|
2.618 |
98.80 |
|
4.250 |
95.00 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.17 |
106.63 |
| PP |
106.12 |
106.49 |
| S1 |
106.07 |
106.36 |
|