NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.13 |
107.02 |
-0.11 |
-0.1% |
108.79 |
| High |
107.71 |
108.75 |
1.04 |
1.0% |
108.79 |
| Low |
105.46 |
106.72 |
1.26 |
1.2% |
105.46 |
| Close |
106.76 |
108.53 |
1.77 |
1.7% |
108.53 |
| Range |
2.25 |
2.03 |
-0.22 |
-9.8% |
3.33 |
| ATR |
2.02 |
2.03 |
0.00 |
0.0% |
0.00 |
| Volume |
35,748 |
42,116 |
6,368 |
17.8% |
187,561 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.09 |
113.34 |
109.65 |
|
| R3 |
112.06 |
111.31 |
109.09 |
|
| R2 |
110.03 |
110.03 |
108.90 |
|
| R1 |
109.28 |
109.28 |
108.72 |
109.66 |
| PP |
108.00 |
108.00 |
108.00 |
108.19 |
| S1 |
107.25 |
107.25 |
108.34 |
107.63 |
| S2 |
105.97 |
105.97 |
108.16 |
|
| S3 |
103.94 |
105.22 |
107.97 |
|
| S4 |
101.91 |
103.19 |
107.41 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.58 |
116.39 |
110.36 |
|
| R3 |
114.25 |
113.06 |
109.45 |
|
| R2 |
110.92 |
110.92 |
109.14 |
|
| R1 |
109.73 |
109.73 |
108.84 |
108.66 |
| PP |
107.59 |
107.59 |
107.59 |
107.06 |
| S1 |
106.40 |
106.40 |
108.22 |
105.33 |
| S2 |
104.26 |
104.26 |
107.92 |
|
| S3 |
100.93 |
103.07 |
107.61 |
|
| S4 |
97.60 |
99.74 |
106.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.79 |
105.46 |
3.33 |
3.1% |
1.89 |
1.7% |
92% |
False |
False |
37,512 |
| 10 |
109.46 |
105.46 |
4.00 |
3.7% |
1.88 |
1.7% |
77% |
False |
False |
34,248 |
| 20 |
111.49 |
104.13 |
7.36 |
6.8% |
2.05 |
1.9% |
60% |
False |
False |
32,570 |
| 40 |
111.49 |
97.05 |
14.44 |
13.3% |
1.93 |
1.8% |
80% |
False |
False |
26,607 |
| 60 |
111.49 |
94.65 |
16.84 |
15.5% |
1.89 |
1.7% |
82% |
False |
False |
20,452 |
| 80 |
111.49 |
93.45 |
18.04 |
16.6% |
1.87 |
1.7% |
84% |
False |
False |
17,022 |
| 100 |
111.49 |
88.18 |
23.31 |
21.5% |
1.90 |
1.7% |
87% |
False |
False |
14,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.38 |
|
2.618 |
114.06 |
|
1.618 |
112.03 |
|
1.000 |
110.78 |
|
0.618 |
110.00 |
|
HIGH |
108.75 |
|
0.618 |
107.97 |
|
0.500 |
107.74 |
|
0.382 |
107.50 |
|
LOW |
106.72 |
|
0.618 |
105.47 |
|
1.000 |
104.69 |
|
1.618 |
103.44 |
|
2.618 |
101.41 |
|
4.250 |
98.09 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.27 |
108.06 |
| PP |
108.00 |
107.58 |
| S1 |
107.74 |
107.11 |
|