NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.60 |
108.95 |
0.35 |
0.3% |
108.30 |
| High |
109.78 |
108.95 |
-0.83 |
-0.8% |
109.78 |
| Low |
108.00 |
107.39 |
-0.61 |
-0.6% |
106.31 |
| Close |
109.17 |
108.33 |
-0.84 |
-0.8% |
109.17 |
| Range |
1.78 |
1.56 |
-0.22 |
-12.4% |
3.47 |
| ATR |
1.79 |
1.79 |
0.00 |
0.0% |
0.00 |
| Volume |
26,800 |
16,140 |
-10,660 |
-39.8% |
94,531 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.90 |
112.18 |
109.19 |
|
| R3 |
111.34 |
110.62 |
108.76 |
|
| R2 |
109.78 |
109.78 |
108.62 |
|
| R1 |
109.06 |
109.06 |
108.47 |
108.64 |
| PP |
108.22 |
108.22 |
108.22 |
108.02 |
| S1 |
107.50 |
107.50 |
108.19 |
107.08 |
| S2 |
106.66 |
106.66 |
108.04 |
|
| S3 |
105.10 |
105.94 |
107.90 |
|
| S4 |
103.54 |
104.38 |
107.47 |
|
|
| 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% |
1.66 |
1.5% |
58% |
False |
False |
18,646 |
| 10 |
110.87 |
106.20 |
4.67 |
4.3% |
2.00 |
1.8% |
46% |
False |
False |
18,018 |
| 20 |
110.87 |
102.32 |
8.55 |
7.9% |
1.63 |
1.5% |
70% |
False |
False |
18,971 |
| 40 |
110.87 |
97.59 |
13.28 |
12.3% |
1.55 |
1.4% |
81% |
False |
False |
15,333 |
| 60 |
110.87 |
93.44 |
17.43 |
16.1% |
1.53 |
1.4% |
85% |
False |
False |
12,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.58 |
|
2.618 |
113.03 |
|
1.618 |
111.47 |
|
1.000 |
110.51 |
|
0.618 |
109.91 |
|
HIGH |
108.95 |
|
0.618 |
108.35 |
|
0.500 |
108.17 |
|
0.382 |
107.99 |
|
LOW |
107.39 |
|
0.618 |
106.43 |
|
1.000 |
105.83 |
|
1.618 |
104.87 |
|
2.618 |
103.31 |
|
4.250 |
100.76 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.28 |
108.59 |
| PP |
108.22 |
108.50 |
| S1 |
108.17 |
108.42 |
|