NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
106.83 |
104.82 |
-2.01 |
-1.9% |
107.95 |
| High |
107.04 |
105.43 |
-1.61 |
-1.5% |
108.87 |
| Low |
103.52 |
104.21 |
0.69 |
0.7% |
103.52 |
| Close |
104.17 |
104.40 |
0.23 |
0.2% |
104.40 |
| Range |
3.52 |
1.22 |
-2.30 |
-65.3% |
5.35 |
| ATR |
1.99 |
1.94 |
-0.05 |
-2.6% |
0.00 |
| Volume |
11,571 |
16,120 |
4,549 |
39.3% |
61,258 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.34 |
107.59 |
105.07 |
|
| R3 |
107.12 |
106.37 |
104.74 |
|
| R2 |
105.90 |
105.90 |
104.62 |
|
| R1 |
105.15 |
105.15 |
104.51 |
104.92 |
| PP |
104.68 |
104.68 |
104.68 |
104.56 |
| S1 |
103.93 |
103.93 |
104.29 |
103.70 |
| S2 |
103.46 |
103.46 |
104.18 |
|
| S3 |
102.24 |
102.71 |
104.06 |
|
| S4 |
101.02 |
101.49 |
103.73 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.65 |
118.37 |
107.34 |
|
| R3 |
116.30 |
113.02 |
105.87 |
|
| R2 |
110.95 |
110.95 |
105.38 |
|
| R1 |
107.67 |
107.67 |
104.89 |
106.64 |
| PP |
105.60 |
105.60 |
105.60 |
105.08 |
| S1 |
102.32 |
102.32 |
103.91 |
101.29 |
| S2 |
100.25 |
100.25 |
103.42 |
|
| S3 |
94.90 |
96.97 |
102.93 |
|
| S4 |
89.55 |
91.62 |
101.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.87 |
103.52 |
5.35 |
5.1% |
1.80 |
1.7% |
16% |
False |
False |
12,251 |
| 10 |
109.69 |
103.52 |
6.17 |
5.9% |
1.91 |
1.8% |
14% |
False |
False |
14,588 |
| 20 |
109.69 |
103.52 |
6.17 |
5.9% |
1.80 |
1.7% |
14% |
False |
False |
18,509 |
| 40 |
111.38 |
98.73 |
12.65 |
12.1% |
1.74 |
1.7% |
45% |
False |
False |
17,547 |
| 60 |
111.38 |
97.37 |
14.01 |
13.4% |
1.68 |
1.6% |
50% |
False |
False |
14,232 |
| 80 |
111.38 |
93.40 |
17.98 |
17.2% |
1.65 |
1.6% |
61% |
False |
False |
11,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.62 |
|
2.618 |
108.62 |
|
1.618 |
107.40 |
|
1.000 |
106.65 |
|
0.618 |
106.18 |
|
HIGH |
105.43 |
|
0.618 |
104.96 |
|
0.500 |
104.82 |
|
0.382 |
104.68 |
|
LOW |
104.21 |
|
0.618 |
103.46 |
|
1.000 |
102.99 |
|
1.618 |
102.24 |
|
2.618 |
101.02 |
|
4.250 |
99.03 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.82 |
105.88 |
| PP |
104.68 |
105.39 |
| S1 |
104.54 |
104.89 |
|