NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.18 |
107.60 |
-0.58 |
-0.5% |
108.42 |
| High |
108.63 |
108.03 |
-0.60 |
-0.6% |
109.62 |
| Low |
107.10 |
106.00 |
-1.10 |
-1.0% |
106.13 |
| Close |
107.36 |
107.15 |
-0.21 |
-0.2% |
109.03 |
| Range |
1.53 |
2.03 |
0.50 |
32.7% |
3.49 |
| ATR |
1.83 |
1.84 |
0.01 |
0.8% |
0.00 |
| Volume |
28,382 |
21,466 |
-6,916 |
-24.4% |
98,919 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.15 |
112.18 |
108.27 |
|
| R3 |
111.12 |
110.15 |
107.71 |
|
| R2 |
109.09 |
109.09 |
107.52 |
|
| R1 |
108.12 |
108.12 |
107.34 |
107.59 |
| PP |
107.06 |
107.06 |
107.06 |
106.80 |
| S1 |
106.09 |
106.09 |
106.96 |
105.56 |
| S2 |
105.03 |
105.03 |
106.78 |
|
| S3 |
103.00 |
104.06 |
106.59 |
|
| S4 |
100.97 |
102.03 |
106.03 |
|
|
| 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 |
106.00 |
3.62 |
3.4% |
1.60 |
1.5% |
32% |
False |
True |
24,531 |
| 10 |
109.66 |
106.00 |
3.66 |
3.4% |
1.75 |
1.6% |
31% |
False |
True |
21,633 |
| 20 |
111.38 |
103.15 |
8.23 |
7.7% |
1.80 |
1.7% |
49% |
False |
False |
19,808 |
| 40 |
111.38 |
97.37 |
14.01 |
13.1% |
1.63 |
1.5% |
70% |
False |
False |
15,201 |
| 60 |
111.38 |
93.40 |
17.98 |
16.8% |
1.56 |
1.5% |
76% |
False |
False |
11,978 |
| 80 |
111.38 |
93.40 |
17.98 |
16.8% |
1.55 |
1.4% |
76% |
False |
False |
10,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.66 |
|
2.618 |
113.34 |
|
1.618 |
111.31 |
|
1.000 |
110.06 |
|
0.618 |
109.28 |
|
HIGH |
108.03 |
|
0.618 |
107.25 |
|
0.500 |
107.02 |
|
0.382 |
106.78 |
|
LOW |
106.00 |
|
0.618 |
104.75 |
|
1.000 |
103.97 |
|
1.618 |
102.72 |
|
2.618 |
100.69 |
|
4.250 |
97.37 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.11 |
107.52 |
| PP |
107.06 |
107.40 |
| S1 |
107.02 |
107.27 |
|