NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.42 |
108.19 |
-0.23 |
-0.2% |
109.08 |
| High |
108.87 |
108.24 |
-0.63 |
-0.6% |
109.69 |
| Low |
107.80 |
106.10 |
-1.70 |
-1.6% |
105.81 |
| Close |
108.67 |
106.81 |
-1.86 |
-1.7% |
108.10 |
| Range |
1.07 |
2.14 |
1.07 |
100.0% |
3.88 |
| ATR |
1.82 |
1.87 |
0.05 |
3.0% |
0.00 |
| Volume |
7,957 |
8,962 |
1,005 |
12.6% |
84,622 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.47 |
112.28 |
107.99 |
|
| R3 |
111.33 |
110.14 |
107.40 |
|
| R2 |
109.19 |
109.19 |
107.20 |
|
| R1 |
108.00 |
108.00 |
107.01 |
107.53 |
| PP |
107.05 |
107.05 |
107.05 |
106.81 |
| S1 |
105.86 |
105.86 |
106.61 |
105.39 |
| S2 |
104.91 |
104.91 |
106.42 |
|
| S3 |
102.77 |
103.72 |
106.22 |
|
| S4 |
100.63 |
101.58 |
105.63 |
|
|
| 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 |
3.1% |
1.86 |
1.7% |
31% |
False |
False |
12,525 |
| 10 |
109.69 |
105.81 |
3.88 |
3.6% |
1.82 |
1.7% |
26% |
False |
False |
17,064 |
| 20 |
111.38 |
105.81 |
5.57 |
5.2% |
1.85 |
1.7% |
18% |
False |
False |
18,736 |
| 40 |
111.38 |
97.37 |
14.01 |
13.1% |
1.71 |
1.6% |
67% |
False |
False |
17,447 |
| 60 |
111.38 |
97.37 |
14.01 |
13.1% |
1.66 |
1.6% |
67% |
False |
False |
14,058 |
| 80 |
111.38 |
93.40 |
17.98 |
16.8% |
1.62 |
1.5% |
75% |
False |
False |
11,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.34 |
|
2.618 |
113.84 |
|
1.618 |
111.70 |
|
1.000 |
110.38 |
|
0.618 |
109.56 |
|
HIGH |
108.24 |
|
0.618 |
107.42 |
|
0.500 |
107.17 |
|
0.382 |
106.92 |
|
LOW |
106.10 |
|
0.618 |
104.78 |
|
1.000 |
103.96 |
|
1.618 |
102.64 |
|
2.618 |
100.50 |
|
4.250 |
97.01 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.17 |
107.49 |
| PP |
107.05 |
107.26 |
| S1 |
106.93 |
107.04 |
|