NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
105.96 |
107.45 |
1.49 |
1.4% |
108.37 |
| High |
108.75 |
107.81 |
-0.94 |
-0.9% |
109.13 |
| Low |
105.69 |
106.70 |
1.01 |
1.0% |
105.01 |
| Close |
107.35 |
107.55 |
0.20 |
0.2% |
107.35 |
| Range |
3.06 |
1.11 |
-1.95 |
-63.7% |
4.12 |
| ATR |
2.22 |
2.14 |
-0.08 |
-3.6% |
0.00 |
| Volume |
76,250 |
59,973 |
-16,277 |
-21.3% |
370,254 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.68 |
110.23 |
108.16 |
|
| R3 |
109.57 |
109.12 |
107.86 |
|
| R2 |
108.46 |
108.46 |
107.75 |
|
| R1 |
108.01 |
108.01 |
107.65 |
108.24 |
| PP |
107.35 |
107.35 |
107.35 |
107.47 |
| S1 |
106.90 |
106.90 |
107.45 |
107.13 |
| S2 |
106.24 |
106.24 |
107.35 |
|
| S3 |
105.13 |
105.79 |
107.24 |
|
| S4 |
104.02 |
104.68 |
106.94 |
|
|
| 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 |
108.75 |
105.01 |
3.74 |
3.5% |
2.17 |
2.0% |
68% |
False |
False |
73,443 |
| 10 |
109.13 |
104.90 |
4.23 |
3.9% |
2.04 |
1.9% |
63% |
False |
False |
73,207 |
| 20 |
111.30 |
104.90 |
6.40 |
6.0% |
2.20 |
2.0% |
41% |
False |
False |
76,719 |
| 40 |
111.30 |
96.67 |
14.63 |
13.6% |
2.09 |
1.9% |
74% |
False |
False |
76,532 |
| 60 |
111.30 |
96.67 |
14.63 |
13.6% |
2.10 |
2.0% |
74% |
False |
False |
65,474 |
| 80 |
111.30 |
93.40 |
17.90 |
16.6% |
2.15 |
2.0% |
79% |
False |
False |
56,156 |
| 100 |
111.30 |
88.43 |
22.87 |
21.3% |
2.22 |
2.1% |
84% |
False |
False |
51,128 |
| 120 |
111.30 |
76.65 |
34.65 |
32.2% |
2.29 |
2.1% |
89% |
False |
False |
47,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.53 |
|
2.618 |
110.72 |
|
1.618 |
109.61 |
|
1.000 |
108.92 |
|
0.618 |
108.50 |
|
HIGH |
107.81 |
|
0.618 |
107.39 |
|
0.500 |
107.26 |
|
0.382 |
107.12 |
|
LOW |
106.70 |
|
0.618 |
106.01 |
|
1.000 |
105.59 |
|
1.618 |
104.90 |
|
2.618 |
103.79 |
|
4.250 |
101.98 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.45 |
107.33 |
| PP |
107.35 |
107.10 |
| S1 |
107.26 |
106.88 |
|