NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.73 |
106.61 |
-0.12 |
-0.1% |
108.36 |
| High |
107.23 |
108.30 |
1.07 |
1.0% |
108.36 |
| Low |
104.90 |
106.19 |
1.29 |
1.2% |
104.90 |
| Close |
106.22 |
108.07 |
1.85 |
1.7% |
108.07 |
| Range |
2.33 |
2.11 |
-0.22 |
-9.4% |
3.46 |
| ATR |
2.15 |
2.15 |
0.00 |
-0.1% |
0.00 |
| Volume |
79,922 |
85,914 |
5,992 |
7.5% |
372,454 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.85 |
113.07 |
109.23 |
|
| R3 |
111.74 |
110.96 |
108.65 |
|
| R2 |
109.63 |
109.63 |
108.46 |
|
| R1 |
108.85 |
108.85 |
108.26 |
109.24 |
| PP |
107.52 |
107.52 |
107.52 |
107.72 |
| S1 |
106.74 |
106.74 |
107.88 |
107.13 |
| S2 |
105.41 |
105.41 |
107.68 |
|
| S3 |
103.30 |
104.63 |
107.49 |
|
| S4 |
101.19 |
102.52 |
106.91 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.49 |
116.24 |
109.97 |
|
| R3 |
114.03 |
112.78 |
109.02 |
|
| R2 |
110.57 |
110.57 |
108.70 |
|
| R1 |
109.32 |
109.32 |
108.39 |
108.22 |
| PP |
107.11 |
107.11 |
107.11 |
106.56 |
| S1 |
105.86 |
105.86 |
107.75 |
104.76 |
| S2 |
103.65 |
103.65 |
107.44 |
|
| S3 |
100.19 |
102.40 |
107.12 |
|
| S4 |
96.73 |
98.94 |
106.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.36 |
104.90 |
3.46 |
3.2% |
1.98 |
1.8% |
92% |
False |
False |
74,490 |
| 10 |
109.10 |
104.90 |
4.20 |
3.9% |
1.97 |
1.8% |
75% |
False |
False |
75,320 |
| 20 |
111.30 |
103.64 |
7.66 |
7.1% |
2.19 |
2.0% |
58% |
False |
False |
81,885 |
| 40 |
111.30 |
96.67 |
14.63 |
13.5% |
2.10 |
1.9% |
78% |
False |
False |
73,006 |
| 60 |
111.30 |
94.81 |
16.49 |
15.3% |
2.09 |
1.9% |
80% |
False |
False |
60,121 |
| 80 |
111.30 |
93.40 |
17.90 |
16.6% |
2.16 |
2.0% |
82% |
False |
False |
53,070 |
| 100 |
111.30 |
87.62 |
23.68 |
21.9% |
2.25 |
2.1% |
86% |
False |
False |
49,398 |
| 120 |
111.30 |
76.65 |
34.65 |
32.1% |
2.36 |
2.2% |
91% |
False |
False |
44,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.27 |
|
2.618 |
113.82 |
|
1.618 |
111.71 |
|
1.000 |
110.41 |
|
0.618 |
109.60 |
|
HIGH |
108.30 |
|
0.618 |
107.49 |
|
0.500 |
107.25 |
|
0.382 |
107.00 |
|
LOW |
106.19 |
|
0.618 |
104.89 |
|
1.000 |
104.08 |
|
1.618 |
102.78 |
|
2.618 |
100.67 |
|
4.250 |
97.22 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.80 |
107.58 |
| PP |
107.52 |
107.09 |
| S1 |
107.25 |
106.60 |
|