NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.91 |
107.95 |
1.04 |
1.0% |
109.08 |
| High |
109.08 |
108.53 |
-0.55 |
-0.5% |
109.69 |
| Low |
106.57 |
107.48 |
0.91 |
0.9% |
105.81 |
| Close |
108.10 |
108.36 |
0.26 |
0.2% |
108.10 |
| Range |
2.51 |
1.05 |
-1.46 |
-58.2% |
3.88 |
| ATR |
1.94 |
1.87 |
-0.06 |
-3.3% |
0.00 |
| Volume |
14,699 |
16,648 |
1,949 |
13.3% |
84,622 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.27 |
110.87 |
108.94 |
|
| R3 |
110.22 |
109.82 |
108.65 |
|
| R2 |
109.17 |
109.17 |
108.55 |
|
| R1 |
108.77 |
108.77 |
108.46 |
108.97 |
| PP |
108.12 |
108.12 |
108.12 |
108.23 |
| S1 |
107.72 |
107.72 |
108.26 |
107.92 |
| S2 |
107.07 |
107.07 |
108.17 |
|
| S3 |
106.02 |
106.67 |
108.07 |
|
| S4 |
104.97 |
105.62 |
107.78 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.51 |
117.68 |
110.23 |
|
| R3 |
115.63 |
113.80 |
109.17 |
|
| R2 |
111.75 |
111.75 |
108.81 |
|
| R1 |
109.92 |
109.92 |
108.46 |
108.90 |
| PP |
107.87 |
107.87 |
107.87 |
107.35 |
| S1 |
106.04 |
106.04 |
107.74 |
105.02 |
| S2 |
103.99 |
103.99 |
107.39 |
|
| S3 |
100.11 |
102.16 |
107.03 |
|
| S4 |
96.23 |
98.28 |
105.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.37 |
105.81 |
3.56 |
3.3% |
1.97 |
1.8% |
72% |
False |
False |
16,884 |
| 10 |
109.69 |
105.81 |
3.88 |
3.6% |
1.80 |
1.7% |
66% |
False |
False |
19,936 |
| 20 |
111.38 |
105.81 |
5.57 |
5.1% |
1.90 |
1.8% |
46% |
False |
False |
19,324 |
| 40 |
111.38 |
97.37 |
14.01 |
12.9% |
1.73 |
1.6% |
78% |
False |
False |
17,303 |
| 60 |
111.38 |
97.37 |
14.01 |
12.9% |
1.63 |
1.5% |
78% |
False |
False |
13,869 |
| 80 |
111.38 |
93.40 |
17.98 |
16.6% |
1.62 |
1.5% |
83% |
False |
False |
11,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.99 |
|
2.618 |
111.28 |
|
1.618 |
110.23 |
|
1.000 |
109.58 |
|
0.618 |
109.18 |
|
HIGH |
108.53 |
|
0.618 |
108.13 |
|
0.500 |
108.01 |
|
0.382 |
107.88 |
|
LOW |
107.48 |
|
0.618 |
106.83 |
|
1.000 |
106.43 |
|
1.618 |
105.78 |
|
2.618 |
104.73 |
|
4.250 |
103.02 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.24 |
108.06 |
| PP |
108.12 |
107.75 |
| S1 |
108.01 |
107.45 |
|