NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.61 |
108.37 |
1.76 |
1.7% |
108.36 |
| High |
108.30 |
109.13 |
0.83 |
0.8% |
108.36 |
| Low |
106.19 |
107.53 |
1.34 |
1.3% |
104.90 |
| Close |
108.07 |
109.00 |
0.93 |
0.9% |
108.07 |
| Range |
2.11 |
1.60 |
-0.51 |
-24.2% |
3.46 |
| ATR |
2.15 |
2.11 |
-0.04 |
-1.8% |
0.00 |
| Volume |
85,914 |
63,009 |
-22,905 |
-26.7% |
372,454 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.35 |
112.78 |
109.88 |
|
| R3 |
111.75 |
111.18 |
109.44 |
|
| R2 |
110.15 |
110.15 |
109.29 |
|
| R1 |
109.58 |
109.58 |
109.15 |
109.87 |
| PP |
108.55 |
108.55 |
108.55 |
108.70 |
| S1 |
107.98 |
107.98 |
108.85 |
108.27 |
| S2 |
106.95 |
106.95 |
108.71 |
|
| S3 |
105.35 |
106.38 |
108.56 |
|
| S4 |
103.75 |
104.78 |
108.12 |
|
|
| 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 |
109.13 |
104.90 |
4.23 |
3.9% |
1.91 |
1.7% |
97% |
True |
False |
72,972 |
| 10 |
109.13 |
104.90 |
4.23 |
3.9% |
1.95 |
1.8% |
97% |
True |
False |
74,528 |
| 20 |
111.30 |
104.90 |
6.40 |
5.9% |
2.19 |
2.0% |
64% |
False |
False |
81,684 |
| 40 |
111.30 |
96.67 |
14.63 |
13.4% |
2.07 |
1.9% |
84% |
False |
False |
73,348 |
| 60 |
111.30 |
96.67 |
14.63 |
13.4% |
2.06 |
1.9% |
84% |
False |
False |
60,859 |
| 80 |
111.30 |
93.40 |
17.90 |
16.4% |
2.15 |
2.0% |
87% |
False |
False |
53,292 |
| 100 |
111.30 |
88.43 |
22.87 |
21.0% |
2.23 |
2.0% |
90% |
False |
False |
49,789 |
| 120 |
111.30 |
76.65 |
34.65 |
31.8% |
2.34 |
2.2% |
93% |
False |
False |
45,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.93 |
|
2.618 |
113.32 |
|
1.618 |
111.72 |
|
1.000 |
110.73 |
|
0.618 |
110.12 |
|
HIGH |
109.13 |
|
0.618 |
108.52 |
|
0.500 |
108.33 |
|
0.382 |
108.14 |
|
LOW |
107.53 |
|
0.618 |
106.54 |
|
1.000 |
105.93 |
|
1.618 |
104.94 |
|
2.618 |
103.34 |
|
4.250 |
100.73 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.78 |
108.34 |
| PP |
108.55 |
107.68 |
| S1 |
108.33 |
107.02 |
|