NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.36 |
106.12 |
-1.24 |
-1.2% |
108.37 |
| High |
107.45 |
106.21 |
-1.24 |
-1.2% |
109.13 |
| Low |
105.21 |
102.65 |
-2.56 |
-2.4% |
105.01 |
| Close |
105.96 |
103.31 |
-2.65 |
-2.5% |
107.35 |
| Range |
2.24 |
3.56 |
1.32 |
58.9% |
4.12 |
| ATR |
2.12 |
2.22 |
0.10 |
4.9% |
0.00 |
| Volume |
53,510 |
93,491 |
39,981 |
74.7% |
370,254 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.74 |
112.58 |
105.27 |
|
| R3 |
111.18 |
109.02 |
104.29 |
|
| R2 |
107.62 |
107.62 |
103.96 |
|
| R1 |
105.46 |
105.46 |
103.64 |
104.76 |
| PP |
104.06 |
104.06 |
104.06 |
103.71 |
| S1 |
101.90 |
101.90 |
102.98 |
101.20 |
| S2 |
100.50 |
100.50 |
102.66 |
|
| S3 |
96.94 |
98.34 |
102.33 |
|
| S4 |
93.38 |
94.78 |
101.35 |
|
|
| 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 |
102.65 |
6.10 |
5.9% |
2.23 |
2.2% |
11% |
False |
True |
64,879 |
| 10 |
109.13 |
102.65 |
6.48 |
6.3% |
2.15 |
2.1% |
10% |
False |
True |
70,431 |
| 20 |
109.80 |
102.65 |
7.15 |
6.9% |
2.11 |
2.0% |
9% |
False |
True |
73,607 |
| 40 |
111.30 |
96.67 |
14.63 |
14.2% |
2.09 |
2.0% |
45% |
False |
False |
77,830 |
| 60 |
111.30 |
96.67 |
14.63 |
14.2% |
2.12 |
2.1% |
45% |
False |
False |
67,688 |
| 80 |
111.30 |
93.40 |
17.90 |
17.3% |
2.16 |
2.1% |
55% |
False |
False |
56,983 |
| 100 |
111.30 |
92.49 |
18.81 |
18.2% |
2.20 |
2.1% |
58% |
False |
False |
52,347 |
| 120 |
111.30 |
82.26 |
29.04 |
28.1% |
2.27 |
2.2% |
72% |
False |
False |
48,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.34 |
|
2.618 |
115.53 |
|
1.618 |
111.97 |
|
1.000 |
109.77 |
|
0.618 |
108.41 |
|
HIGH |
106.21 |
|
0.618 |
104.85 |
|
0.500 |
104.43 |
|
0.382 |
104.01 |
|
LOW |
102.65 |
|
0.618 |
100.45 |
|
1.000 |
99.09 |
|
1.618 |
96.89 |
|
2.618 |
93.33 |
|
4.250 |
87.52 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.43 |
105.44 |
| PP |
104.06 |
104.73 |
| S1 |
103.68 |
104.02 |
|