NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.12 |
103.84 |
-2.28 |
-2.1% |
107.45 |
| High |
106.21 |
104.64 |
-1.57 |
-1.5% |
108.22 |
| Low |
102.65 |
103.30 |
0.65 |
0.6% |
102.65 |
| Close |
103.31 |
103.54 |
0.23 |
0.2% |
103.54 |
| Range |
3.56 |
1.34 |
-2.22 |
-62.4% |
5.57 |
| ATR |
2.22 |
2.16 |
-0.06 |
-2.8% |
0.00 |
| Volume |
93,491 |
80,908 |
-12,583 |
-13.5% |
329,053 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.85 |
107.03 |
104.28 |
|
| R3 |
106.51 |
105.69 |
103.91 |
|
| R2 |
105.17 |
105.17 |
103.79 |
|
| R1 |
104.35 |
104.35 |
103.66 |
104.09 |
| PP |
103.83 |
103.83 |
103.83 |
103.70 |
| S1 |
103.01 |
103.01 |
103.42 |
102.75 |
| S2 |
102.49 |
102.49 |
103.29 |
|
| S3 |
101.15 |
101.67 |
103.17 |
|
| S4 |
99.81 |
100.33 |
102.80 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.51 |
118.10 |
106.60 |
|
| R3 |
115.94 |
112.53 |
105.07 |
|
| R2 |
110.37 |
110.37 |
104.56 |
|
| R1 |
106.96 |
106.96 |
104.05 |
105.88 |
| PP |
104.80 |
104.80 |
104.80 |
104.27 |
| S1 |
101.39 |
101.39 |
103.03 |
100.31 |
| S2 |
99.23 |
99.23 |
102.52 |
|
| S3 |
93.66 |
95.82 |
102.01 |
|
| S4 |
88.09 |
90.25 |
100.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.22 |
102.65 |
5.57 |
5.4% |
1.89 |
1.8% |
16% |
False |
False |
65,810 |
| 10 |
109.13 |
102.65 |
6.48 |
6.3% |
2.08 |
2.0% |
14% |
False |
False |
69,930 |
| 20 |
109.13 |
102.65 |
6.48 |
6.3% |
2.03 |
2.0% |
14% |
False |
False |
72,625 |
| 40 |
111.30 |
97.45 |
13.85 |
13.4% |
2.06 |
2.0% |
44% |
False |
False |
78,542 |
| 60 |
111.30 |
96.67 |
14.63 |
14.1% |
2.11 |
2.0% |
47% |
False |
False |
67,953 |
| 80 |
111.30 |
93.40 |
17.90 |
17.3% |
2.15 |
2.1% |
57% |
False |
False |
57,597 |
| 100 |
111.30 |
93.19 |
18.11 |
17.5% |
2.20 |
2.1% |
57% |
False |
False |
52,908 |
| 120 |
111.30 |
84.11 |
27.19 |
26.3% |
2.26 |
2.2% |
71% |
False |
False |
48,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.34 |
|
2.618 |
108.15 |
|
1.618 |
106.81 |
|
1.000 |
105.98 |
|
0.618 |
105.47 |
|
HIGH |
104.64 |
|
0.618 |
104.13 |
|
0.500 |
103.97 |
|
0.382 |
103.81 |
|
LOW |
103.30 |
|
0.618 |
102.47 |
|
1.000 |
101.96 |
|
1.618 |
101.13 |
|
2.618 |
99.79 |
|
4.250 |
97.61 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.97 |
105.05 |
| PP |
103.83 |
104.55 |
| S1 |
103.68 |
104.04 |
|