NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.10 |
107.40 |
-1.70 |
-1.6% |
108.79 |
| High |
109.10 |
108.51 |
-0.59 |
-0.5% |
108.79 |
| Low |
106.67 |
107.09 |
0.42 |
0.4% |
105.46 |
| Close |
107.07 |
108.18 |
1.11 |
1.0% |
108.53 |
| Range |
2.43 |
1.42 |
-1.01 |
-41.6% |
3.33 |
| ATR |
2.04 |
2.00 |
-0.04 |
-2.1% |
0.00 |
| Volume |
27,044 |
34,012 |
6,968 |
25.8% |
187,561 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.19 |
111.60 |
108.96 |
|
| R3 |
110.77 |
110.18 |
108.57 |
|
| R2 |
109.35 |
109.35 |
108.44 |
|
| R1 |
108.76 |
108.76 |
108.31 |
109.06 |
| PP |
107.93 |
107.93 |
107.93 |
108.07 |
| S1 |
107.34 |
107.34 |
108.05 |
107.64 |
| S2 |
106.51 |
106.51 |
107.92 |
|
| S3 |
105.09 |
105.92 |
107.79 |
|
| S4 |
103.67 |
104.50 |
107.40 |
|
|
| 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% |
1.93 |
1.8% |
67% |
False |
False |
32,877 |
| 10 |
109.51 |
105.46 |
4.05 |
3.7% |
1.80 |
1.7% |
67% |
False |
False |
35,127 |
| 20 |
111.49 |
105.46 |
6.03 |
5.6% |
2.13 |
2.0% |
45% |
False |
False |
31,828 |
| 40 |
111.49 |
97.05 |
14.44 |
13.3% |
1.90 |
1.8% |
77% |
False |
False |
27,827 |
| 60 |
111.49 |
97.05 |
14.44 |
13.3% |
1.88 |
1.7% |
77% |
False |
False |
21,670 |
| 80 |
111.49 |
93.45 |
18.04 |
16.7% |
1.88 |
1.7% |
82% |
False |
False |
17,762 |
| 100 |
111.49 |
89.40 |
22.09 |
20.4% |
1.88 |
1.7% |
85% |
False |
False |
15,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.55 |
|
2.618 |
112.23 |
|
1.618 |
110.81 |
|
1.000 |
109.93 |
|
0.618 |
109.39 |
|
HIGH |
108.51 |
|
0.618 |
107.97 |
|
0.500 |
107.80 |
|
0.382 |
107.63 |
|
LOW |
107.09 |
|
0.618 |
106.21 |
|
1.000 |
105.67 |
|
1.618 |
104.79 |
|
2.618 |
103.37 |
|
4.250 |
101.06 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.05 |
108.15 |
| PP |
107.93 |
108.12 |
| S1 |
107.80 |
108.09 |
|