NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.31 |
105.96 |
-1.35 |
-1.3% |
108.37 |
| High |
107.60 |
108.75 |
1.15 |
1.1% |
109.13 |
| Low |
105.01 |
105.69 |
0.68 |
0.6% |
105.01 |
| Close |
105.84 |
107.35 |
1.51 |
1.4% |
107.35 |
| Range |
2.59 |
3.06 |
0.47 |
18.1% |
4.12 |
| ATR |
2.16 |
2.22 |
0.06 |
3.0% |
0.00 |
| Volume |
69,194 |
76,250 |
7,056 |
10.2% |
370,254 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.44 |
114.96 |
109.03 |
|
| R3 |
113.38 |
111.90 |
108.19 |
|
| R2 |
110.32 |
110.32 |
107.91 |
|
| R1 |
108.84 |
108.84 |
107.63 |
109.58 |
| PP |
107.26 |
107.26 |
107.26 |
107.64 |
| S1 |
105.78 |
105.78 |
107.07 |
106.52 |
| S2 |
104.20 |
104.20 |
106.79 |
|
| S3 |
101.14 |
102.72 |
106.51 |
|
| S4 |
98.08 |
99.66 |
105.67 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.52 |
117.56 |
109.62 |
|
| R3 |
115.40 |
113.44 |
108.48 |
|
| R2 |
111.28 |
111.28 |
108.11 |
|
| R1 |
109.32 |
109.32 |
107.73 |
108.24 |
| PP |
107.16 |
107.16 |
107.16 |
106.63 |
| S1 |
105.20 |
105.20 |
106.97 |
104.12 |
| S2 |
103.04 |
103.04 |
106.59 |
|
| S3 |
98.92 |
101.08 |
106.22 |
|
| S4 |
94.80 |
96.96 |
105.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.13 |
105.01 |
4.12 |
3.8% |
2.27 |
2.1% |
57% |
False |
False |
74,050 |
| 10 |
109.13 |
104.90 |
4.23 |
3.9% |
2.13 |
2.0% |
58% |
False |
False |
74,270 |
| 20 |
111.30 |
104.90 |
6.40 |
6.0% |
2.27 |
2.1% |
38% |
False |
False |
79,530 |
| 40 |
111.30 |
96.67 |
14.63 |
13.6% |
2.09 |
2.0% |
73% |
False |
False |
76,214 |
| 60 |
111.30 |
96.67 |
14.63 |
13.6% |
2.12 |
2.0% |
73% |
False |
False |
64,674 |
| 80 |
111.30 |
93.40 |
17.90 |
16.7% |
2.16 |
2.0% |
78% |
False |
False |
55,809 |
| 100 |
111.30 |
88.43 |
22.87 |
21.3% |
2.23 |
2.1% |
83% |
False |
False |
50,791 |
| 120 |
111.30 |
76.65 |
34.65 |
32.3% |
2.30 |
2.1% |
89% |
False |
False |
47,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.76 |
|
2.618 |
116.76 |
|
1.618 |
113.70 |
|
1.000 |
111.81 |
|
0.618 |
110.64 |
|
HIGH |
108.75 |
|
0.618 |
107.58 |
|
0.500 |
107.22 |
|
0.382 |
106.86 |
|
LOW |
105.69 |
|
0.618 |
103.80 |
|
1.000 |
102.63 |
|
1.618 |
100.74 |
|
2.618 |
97.68 |
|
4.250 |
92.69 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.31 |
107.19 |
| PP |
107.26 |
107.04 |
| S1 |
107.22 |
106.88 |
|