NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.25 |
108.04 |
0.79 |
0.7% |
109.32 |
| High |
109.41 |
108.67 |
-0.74 |
-0.7% |
109.84 |
| Low |
106.74 |
107.70 |
0.96 |
0.9% |
106.12 |
| Close |
108.26 |
108.55 |
0.29 |
0.3% |
108.26 |
| Range |
2.67 |
0.97 |
-1.70 |
-63.7% |
3.72 |
| ATR |
1.87 |
1.81 |
-0.06 |
-3.4% |
0.00 |
| Volume |
16,699 |
17,747 |
1,048 |
6.3% |
87,919 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.22 |
110.85 |
109.08 |
|
| R3 |
110.25 |
109.88 |
108.82 |
|
| R2 |
109.28 |
109.28 |
108.73 |
|
| R1 |
108.91 |
108.91 |
108.64 |
109.10 |
| PP |
108.31 |
108.31 |
108.31 |
108.40 |
| S1 |
107.94 |
107.94 |
108.46 |
108.13 |
| S2 |
107.34 |
107.34 |
108.37 |
|
| S3 |
106.37 |
106.97 |
108.28 |
|
| S4 |
105.40 |
106.00 |
108.02 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.23 |
117.47 |
110.31 |
|
| R3 |
115.51 |
113.75 |
109.28 |
|
| R2 |
111.79 |
111.79 |
108.94 |
|
| R1 |
110.03 |
110.03 |
108.60 |
109.05 |
| PP |
108.07 |
108.07 |
108.07 |
107.59 |
| S1 |
106.31 |
106.31 |
107.92 |
105.33 |
| S2 |
104.35 |
104.35 |
107.58 |
|
| S3 |
100.63 |
102.59 |
107.24 |
|
| S4 |
96.91 |
98.87 |
106.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.43 |
106.12 |
3.31 |
3.0% |
1.78 |
1.6% |
73% |
False |
False |
17,805 |
| 10 |
109.84 |
106.04 |
3.80 |
3.5% |
1.72 |
1.6% |
66% |
False |
False |
19,513 |
| 20 |
110.87 |
106.04 |
4.83 |
4.4% |
1.86 |
1.7% |
52% |
False |
False |
18,765 |
| 40 |
110.87 |
97.59 |
13.28 |
12.2% |
1.62 |
1.5% |
83% |
False |
False |
17,814 |
| 60 |
110.87 |
97.59 |
13.28 |
12.2% |
1.60 |
1.5% |
83% |
False |
False |
14,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.79 |
|
2.618 |
111.21 |
|
1.618 |
110.24 |
|
1.000 |
109.64 |
|
0.618 |
109.27 |
|
HIGH |
108.67 |
|
0.618 |
108.30 |
|
0.500 |
108.19 |
|
0.382 |
108.07 |
|
LOW |
107.70 |
|
0.618 |
107.10 |
|
1.000 |
106.73 |
|
1.618 |
106.13 |
|
2.618 |
105.16 |
|
4.250 |
103.58 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.43 |
108.29 |
| PP |
108.31 |
108.03 |
| S1 |
108.19 |
107.77 |
|