NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.98 |
108.60 |
0.62 |
0.6% |
108.30 |
| High |
108.90 |
109.78 |
0.88 |
0.8% |
109.78 |
| Low |
107.85 |
108.00 |
0.15 |
0.1% |
106.31 |
| Close |
108.40 |
109.17 |
0.77 |
0.7% |
109.17 |
| Range |
1.05 |
1.78 |
0.73 |
69.5% |
3.47 |
| ATR |
1.79 |
1.79 |
0.00 |
-0.1% |
0.00 |
| Volume |
22,452 |
26,800 |
4,348 |
19.4% |
94,531 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.32 |
113.53 |
110.15 |
|
| R3 |
112.54 |
111.75 |
109.66 |
|
| R2 |
110.76 |
110.76 |
109.50 |
|
| R1 |
109.97 |
109.97 |
109.33 |
110.37 |
| PP |
108.98 |
108.98 |
108.98 |
109.18 |
| S1 |
108.19 |
108.19 |
109.01 |
108.59 |
| S2 |
107.20 |
107.20 |
108.84 |
|
| S3 |
105.42 |
106.41 |
108.68 |
|
| S4 |
103.64 |
104.63 |
108.19 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.83 |
117.47 |
111.08 |
|
| R3 |
115.36 |
114.00 |
110.12 |
|
| R2 |
111.89 |
111.89 |
109.81 |
|
| R1 |
110.53 |
110.53 |
109.49 |
111.21 |
| PP |
108.42 |
108.42 |
108.42 |
108.76 |
| S1 |
107.06 |
107.06 |
108.85 |
107.74 |
| S2 |
104.95 |
104.95 |
108.53 |
|
| S3 |
101.48 |
103.59 |
108.22 |
|
| S4 |
98.01 |
100.12 |
107.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.78 |
106.31 |
3.47 |
3.2% |
1.69 |
1.5% |
82% |
True |
False |
18,906 |
| 10 |
110.87 |
106.20 |
4.67 |
4.3% |
1.99 |
1.8% |
64% |
False |
False |
20,377 |
| 20 |
110.87 |
100.70 |
10.17 |
9.3% |
1.64 |
1.5% |
83% |
False |
False |
18,927 |
| 40 |
110.87 |
97.59 |
13.28 |
12.2% |
1.61 |
1.5% |
87% |
False |
False |
15,107 |
| 60 |
110.87 |
93.44 |
17.43 |
16.0% |
1.54 |
1.4% |
90% |
False |
False |
11,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.35 |
|
2.618 |
114.44 |
|
1.618 |
112.66 |
|
1.000 |
111.56 |
|
0.618 |
110.88 |
|
HIGH |
109.78 |
|
0.618 |
109.10 |
|
0.500 |
108.89 |
|
0.382 |
108.68 |
|
LOW |
108.00 |
|
0.618 |
106.90 |
|
1.000 |
106.22 |
|
1.618 |
105.12 |
|
2.618 |
103.34 |
|
4.250 |
100.44 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.08 |
108.80 |
| PP |
108.98 |
108.43 |
| S1 |
108.89 |
108.07 |
|