NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.79 |
108.12 |
-0.67 |
-0.6% |
107.98 |
| High |
108.79 |
108.73 |
-0.06 |
-0.1% |
109.46 |
| Low |
106.81 |
107.18 |
0.37 |
0.3% |
105.88 |
| Close |
107.77 |
108.26 |
0.49 |
0.5% |
108.73 |
| Range |
1.98 |
1.55 |
-0.43 |
-21.7% |
3.58 |
| ATR |
2.07 |
2.04 |
-0.04 |
-1.8% |
0.00 |
| Volume |
34,006 |
28,746 |
-5,260 |
-15.5% |
154,921 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.71 |
112.03 |
109.11 |
|
| R3 |
111.16 |
110.48 |
108.69 |
|
| R2 |
109.61 |
109.61 |
108.54 |
|
| R1 |
108.93 |
108.93 |
108.40 |
109.27 |
| PP |
108.06 |
108.06 |
108.06 |
108.23 |
| S1 |
107.38 |
107.38 |
108.12 |
107.72 |
| S2 |
106.51 |
106.51 |
107.98 |
|
| S3 |
104.96 |
105.83 |
107.83 |
|
| S4 |
103.41 |
104.28 |
107.41 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.76 |
117.33 |
110.70 |
|
| R3 |
115.18 |
113.75 |
109.71 |
|
| R2 |
111.60 |
111.60 |
109.39 |
|
| R1 |
110.17 |
110.17 |
109.06 |
110.89 |
| PP |
108.02 |
108.02 |
108.02 |
108.38 |
| S1 |
106.59 |
106.59 |
108.40 |
107.31 |
| S2 |
104.44 |
104.44 |
108.07 |
|
| S3 |
100.86 |
103.01 |
107.75 |
|
| S4 |
97.28 |
99.43 |
106.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.46 |
105.88 |
3.58 |
3.3% |
1.73 |
1.6% |
66% |
False |
False |
34,762 |
| 10 |
111.49 |
105.88 |
5.61 |
5.2% |
2.23 |
2.1% |
42% |
False |
False |
28,572 |
| 20 |
111.49 |
102.43 |
9.06 |
8.4% |
1.94 |
1.8% |
64% |
False |
False |
30,485 |
| 40 |
111.49 |
97.05 |
14.44 |
13.3% |
1.92 |
1.8% |
78% |
False |
False |
24,297 |
| 60 |
111.49 |
93.45 |
18.04 |
16.7% |
1.88 |
1.7% |
82% |
False |
False |
18,673 |
| 80 |
111.49 |
93.45 |
18.04 |
16.7% |
1.92 |
1.8% |
82% |
False |
False |
15,837 |
| 100 |
111.49 |
85.15 |
26.34 |
24.3% |
1.92 |
1.8% |
88% |
False |
False |
13,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.32 |
|
2.618 |
112.79 |
|
1.618 |
111.24 |
|
1.000 |
110.28 |
|
0.618 |
109.69 |
|
HIGH |
108.73 |
|
0.618 |
108.14 |
|
0.500 |
107.96 |
|
0.382 |
107.77 |
|
LOW |
107.18 |
|
0.618 |
106.22 |
|
1.000 |
105.63 |
|
1.618 |
104.67 |
|
2.618 |
103.12 |
|
4.250 |
100.59 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.16 |
108.22 |
| PP |
108.06 |
108.18 |
| S1 |
107.96 |
108.14 |
|