NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.95 |
108.42 |
0.47 |
0.4% |
109.08 |
| High |
108.53 |
108.87 |
0.34 |
0.3% |
109.69 |
| Low |
107.48 |
107.80 |
0.32 |
0.3% |
105.81 |
| Close |
108.36 |
108.67 |
0.31 |
0.3% |
108.10 |
| Range |
1.05 |
1.07 |
0.02 |
1.9% |
3.88 |
| ATR |
1.87 |
1.82 |
-0.06 |
-3.1% |
0.00 |
| Volume |
16,648 |
7,957 |
-8,691 |
-52.2% |
84,622 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.66 |
111.23 |
109.26 |
|
| R3 |
110.59 |
110.16 |
108.96 |
|
| R2 |
109.52 |
109.52 |
108.87 |
|
| R1 |
109.09 |
109.09 |
108.77 |
109.31 |
| PP |
108.45 |
108.45 |
108.45 |
108.55 |
| S1 |
108.02 |
108.02 |
108.57 |
108.24 |
| S2 |
107.38 |
107.38 |
108.47 |
|
| S3 |
106.31 |
106.95 |
108.38 |
|
| S4 |
105.24 |
105.88 |
108.08 |
|
|
| 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 |
109.08 |
105.81 |
3.27 |
3.0% |
1.71 |
1.6% |
87% |
False |
False |
14,383 |
| 10 |
109.69 |
105.81 |
3.88 |
3.6% |
1.76 |
1.6% |
74% |
False |
False |
19,006 |
| 20 |
111.38 |
105.81 |
5.57 |
5.1% |
1.86 |
1.7% |
51% |
False |
False |
18,764 |
| 40 |
111.38 |
97.37 |
14.01 |
12.9% |
1.73 |
1.6% |
81% |
False |
False |
17,382 |
| 60 |
111.38 |
97.37 |
14.01 |
12.9% |
1.64 |
1.5% |
81% |
False |
False |
13,950 |
| 80 |
111.38 |
93.40 |
17.98 |
16.5% |
1.62 |
1.5% |
85% |
False |
False |
11,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.42 |
|
2.618 |
111.67 |
|
1.618 |
110.60 |
|
1.000 |
109.94 |
|
0.618 |
109.53 |
|
HIGH |
108.87 |
|
0.618 |
108.46 |
|
0.500 |
108.34 |
|
0.382 |
108.21 |
|
LOW |
107.80 |
|
0.618 |
107.14 |
|
1.000 |
106.73 |
|
1.618 |
106.07 |
|
2.618 |
105.00 |
|
4.250 |
103.25 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.56 |
108.39 |
| PP |
108.45 |
108.11 |
| S1 |
108.34 |
107.83 |
|