NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.00 |
108.58 |
0.58 |
0.5% |
108.42 |
| High |
108.76 |
109.62 |
0.86 |
0.8% |
109.62 |
| Low |
107.64 |
107.87 |
0.23 |
0.2% |
106.13 |
| Close |
108.25 |
109.03 |
0.78 |
0.7% |
109.03 |
| Range |
1.12 |
1.75 |
0.63 |
56.3% |
3.49 |
| ATR |
1.89 |
1.88 |
-0.01 |
-0.5% |
0.00 |
| Volume |
25,245 |
28,251 |
3,006 |
11.9% |
98,919 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.09 |
113.31 |
109.99 |
|
| R3 |
112.34 |
111.56 |
109.51 |
|
| R2 |
110.59 |
110.59 |
109.35 |
|
| R1 |
109.81 |
109.81 |
109.19 |
110.20 |
| PP |
108.84 |
108.84 |
108.84 |
109.04 |
| S1 |
108.06 |
108.06 |
108.87 |
108.45 |
| S2 |
107.09 |
107.09 |
108.71 |
|
| S3 |
105.34 |
106.31 |
108.55 |
|
| S4 |
103.59 |
104.56 |
108.07 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.73 |
117.37 |
110.95 |
|
| R3 |
115.24 |
113.88 |
109.99 |
|
| R2 |
111.75 |
111.75 |
109.67 |
|
| R1 |
110.39 |
110.39 |
109.35 |
111.07 |
| PP |
108.26 |
108.26 |
108.26 |
108.60 |
| S1 |
106.90 |
106.90 |
108.71 |
107.58 |
| S2 |
104.77 |
104.77 |
108.39 |
|
| S3 |
101.28 |
103.41 |
108.07 |
|
| S4 |
97.79 |
99.92 |
107.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.62 |
106.13 |
3.49 |
3.2% |
1.76 |
1.6% |
83% |
True |
False |
19,783 |
| 10 |
111.38 |
106.13 |
5.25 |
4.8% |
2.04 |
1.9% |
55% |
False |
False |
20,036 |
| 20 |
111.38 |
100.25 |
11.13 |
10.2% |
1.76 |
1.6% |
79% |
False |
False |
17,256 |
| 40 |
111.38 |
97.37 |
14.01 |
12.8% |
1.66 |
1.5% |
83% |
False |
False |
13,585 |
| 60 |
111.38 |
93.40 |
17.98 |
16.5% |
1.63 |
1.5% |
87% |
False |
False |
10,707 |
| 80 |
111.38 |
93.40 |
17.98 |
16.5% |
1.59 |
1.5% |
87% |
False |
False |
9,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.06 |
|
2.618 |
114.20 |
|
1.618 |
112.45 |
|
1.000 |
111.37 |
|
0.618 |
110.70 |
|
HIGH |
109.62 |
|
0.618 |
108.95 |
|
0.500 |
108.75 |
|
0.382 |
108.54 |
|
LOW |
107.87 |
|
0.618 |
106.79 |
|
1.000 |
106.12 |
|
1.618 |
105.04 |
|
2.618 |
103.29 |
|
4.250 |
100.43 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.94 |
108.65 |
| PP |
108.84 |
108.26 |
| S1 |
108.75 |
107.88 |
|