NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.02 |
108.60 |
1.58 |
1.5% |
108.79 |
| High |
108.75 |
109.51 |
0.76 |
0.7% |
108.79 |
| Low |
106.72 |
108.00 |
1.28 |
1.2% |
105.46 |
| Close |
108.53 |
109.39 |
0.86 |
0.8% |
108.53 |
| Range |
2.03 |
1.51 |
-0.52 |
-25.6% |
3.33 |
| ATR |
2.03 |
1.99 |
-0.04 |
-1.8% |
0.00 |
| Volume |
42,116 |
25,468 |
-16,648 |
-39.5% |
187,561 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.50 |
112.95 |
110.22 |
|
| R3 |
111.99 |
111.44 |
109.81 |
|
| R2 |
110.48 |
110.48 |
109.67 |
|
| R1 |
109.93 |
109.93 |
109.53 |
110.21 |
| PP |
108.97 |
108.97 |
108.97 |
109.10 |
| S1 |
108.42 |
108.42 |
109.25 |
108.70 |
| S2 |
107.46 |
107.46 |
109.11 |
|
| S3 |
105.95 |
106.91 |
108.97 |
|
| S4 |
104.44 |
105.40 |
108.56 |
|
|
| 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 |
109.51 |
105.46 |
4.05 |
3.7% |
1.80 |
1.6% |
97% |
True |
False |
35,804 |
| 10 |
109.51 |
105.46 |
4.05 |
3.7% |
1.85 |
1.7% |
97% |
True |
False |
34,451 |
| 20 |
111.49 |
105.46 |
6.03 |
5.5% |
2.07 |
1.9% |
65% |
False |
False |
32,841 |
| 40 |
111.49 |
97.05 |
14.44 |
13.2% |
1.90 |
1.7% |
85% |
False |
False |
26,909 |
| 60 |
111.49 |
97.05 |
14.44 |
13.2% |
1.86 |
1.7% |
85% |
False |
False |
20,825 |
| 80 |
111.49 |
93.45 |
18.04 |
16.5% |
1.86 |
1.7% |
88% |
False |
False |
17,181 |
| 100 |
111.49 |
89.40 |
22.09 |
20.2% |
1.88 |
1.7% |
90% |
False |
False |
15,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.93 |
|
2.618 |
113.46 |
|
1.618 |
111.95 |
|
1.000 |
111.02 |
|
0.618 |
110.44 |
|
HIGH |
109.51 |
|
0.618 |
108.93 |
|
0.500 |
108.76 |
|
0.382 |
108.58 |
|
LOW |
108.00 |
|
0.618 |
107.07 |
|
1.000 |
106.49 |
|
1.618 |
105.56 |
|
2.618 |
104.05 |
|
4.250 |
101.58 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.18 |
108.76 |
| PP |
108.97 |
108.12 |
| S1 |
108.76 |
107.49 |
|