NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.23 |
107.13 |
-1.10 |
-1.0% |
107.98 |
| High |
108.50 |
107.71 |
-0.79 |
-0.7% |
109.46 |
| Low |
106.86 |
105.46 |
-1.40 |
-1.3% |
105.88 |
| Close |
106.98 |
106.76 |
-0.22 |
-0.2% |
108.73 |
| Range |
1.64 |
2.25 |
0.61 |
37.2% |
3.58 |
| ATR |
2.01 |
2.02 |
0.02 |
0.9% |
0.00 |
| Volume |
46,945 |
35,748 |
-11,197 |
-23.9% |
154,921 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.39 |
112.33 |
108.00 |
|
| R3 |
111.14 |
110.08 |
107.38 |
|
| R2 |
108.89 |
108.89 |
107.17 |
|
| R1 |
107.83 |
107.83 |
106.97 |
107.24 |
| PP |
106.64 |
106.64 |
106.64 |
106.35 |
| S1 |
105.58 |
105.58 |
106.55 |
104.99 |
| S2 |
104.39 |
104.39 |
106.35 |
|
| S3 |
102.14 |
103.33 |
106.14 |
|
| S4 |
99.89 |
101.08 |
105.52 |
|
|
| 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 |
105.46 |
4.00 |
3.7% |
1.86 |
1.7% |
33% |
False |
True |
36,969 |
| 10 |
110.10 |
105.46 |
4.64 |
4.3% |
1.98 |
1.9% |
28% |
False |
True |
33,068 |
| 20 |
111.49 |
102.88 |
8.61 |
8.1% |
2.03 |
1.9% |
45% |
False |
False |
31,918 |
| 40 |
111.49 |
97.05 |
14.44 |
13.5% |
1.92 |
1.8% |
67% |
False |
False |
25,770 |
| 60 |
111.49 |
93.50 |
17.99 |
16.9% |
1.88 |
1.8% |
74% |
False |
False |
19,859 |
| 80 |
111.49 |
93.45 |
18.04 |
16.9% |
1.88 |
1.8% |
74% |
False |
False |
16,618 |
| 100 |
111.49 |
86.96 |
24.53 |
23.0% |
1.90 |
1.8% |
81% |
False |
False |
14,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.27 |
|
2.618 |
113.60 |
|
1.618 |
111.35 |
|
1.000 |
109.96 |
|
0.618 |
109.10 |
|
HIGH |
107.71 |
|
0.618 |
106.85 |
|
0.500 |
106.59 |
|
0.382 |
106.32 |
|
LOW |
105.46 |
|
0.618 |
104.07 |
|
1.000 |
103.21 |
|
1.618 |
101.82 |
|
2.618 |
99.57 |
|
4.250 |
95.90 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.70 |
107.10 |
| PP |
106.64 |
106.98 |
| S1 |
106.59 |
106.87 |
|