NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.87 |
106.69 |
-1.18 |
-1.1% |
108.60 |
| High |
107.91 |
106.70 |
-1.21 |
-1.1% |
109.51 |
| Low |
105.72 |
103.15 |
-2.57 |
-2.4% |
105.48 |
| Close |
106.45 |
103.80 |
-2.65 |
-2.5% |
107.79 |
| Range |
2.19 |
3.55 |
1.36 |
62.1% |
4.03 |
| ATR |
2.02 |
2.13 |
0.11 |
5.4% |
0.00 |
| Volume |
21,578 |
40,959 |
19,381 |
89.8% |
144,298 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.20 |
113.05 |
105.75 |
|
| R3 |
111.65 |
109.50 |
104.78 |
|
| R2 |
108.10 |
108.10 |
104.45 |
|
| R1 |
105.95 |
105.95 |
104.13 |
105.25 |
| PP |
104.55 |
104.55 |
104.55 |
104.20 |
| S1 |
102.40 |
102.40 |
103.47 |
101.70 |
| S2 |
101.00 |
101.00 |
103.15 |
|
| S3 |
97.45 |
98.85 |
102.82 |
|
| S4 |
93.90 |
95.30 |
101.85 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.68 |
117.77 |
110.01 |
|
| R3 |
115.65 |
113.74 |
108.90 |
|
| R2 |
111.62 |
111.62 |
108.53 |
|
| R1 |
109.71 |
109.71 |
108.16 |
108.65 |
| PP |
107.59 |
107.59 |
107.59 |
107.07 |
| S1 |
105.68 |
105.68 |
107.42 |
104.62 |
| S2 |
103.56 |
103.56 |
107.05 |
|
| S3 |
99.53 |
101.65 |
106.68 |
|
| S4 |
95.50 |
97.62 |
105.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.21 |
103.15 |
6.06 |
5.8% |
2.19 |
2.1% |
11% |
False |
True |
28,016 |
| 10 |
109.51 |
103.15 |
6.36 |
6.1% |
2.09 |
2.0% |
10% |
False |
True |
29,587 |
| 20 |
110.10 |
103.15 |
6.95 |
6.7% |
2.04 |
2.0% |
9% |
False |
True |
31,327 |
| 40 |
111.49 |
97.05 |
14.44 |
13.9% |
1.94 |
1.9% |
47% |
False |
False |
30,308 |
| 60 |
111.49 |
97.05 |
14.44 |
13.9% |
1.95 |
1.9% |
47% |
False |
False |
24,076 |
| 80 |
111.49 |
93.45 |
18.04 |
17.4% |
1.92 |
1.9% |
57% |
False |
False |
19,310 |
| 100 |
111.49 |
92.71 |
18.78 |
18.1% |
1.93 |
1.9% |
59% |
False |
False |
16,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.79 |
|
2.618 |
115.99 |
|
1.618 |
112.44 |
|
1.000 |
110.25 |
|
0.618 |
108.89 |
|
HIGH |
106.70 |
|
0.618 |
105.34 |
|
0.500 |
104.93 |
|
0.382 |
104.51 |
|
LOW |
103.15 |
|
0.618 |
100.96 |
|
1.000 |
99.60 |
|
1.618 |
97.41 |
|
2.618 |
93.86 |
|
4.250 |
88.06 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.93 |
105.89 |
| PP |
104.55 |
105.19 |
| S1 |
104.18 |
104.50 |
|