NYMEX Light Sweet Crude Oil Future September 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 |
108.33 |
108.19 |
-0.14 |
-0.1% |
109.32 |
| High |
109.01 |
108.19 |
-0.82 |
-0.8% |
109.84 |
| Low |
108.03 |
106.36 |
-1.67 |
-1.5% |
106.12 |
| Close |
108.87 |
107.04 |
-1.83 |
-1.7% |
108.26 |
| Range |
0.98 |
1.83 |
0.85 |
86.7% |
3.72 |
| ATR |
1.75 |
1.80 |
0.05 |
3.1% |
0.00 |
| Volume |
5,199 |
10,635 |
5,436 |
104.6% |
87,919 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.69 |
111.69 |
108.05 |
|
| R3 |
110.86 |
109.86 |
107.54 |
|
| R2 |
109.03 |
109.03 |
107.38 |
|
| R1 |
108.03 |
108.03 |
107.21 |
107.62 |
| PP |
107.20 |
107.20 |
107.20 |
106.99 |
| S1 |
106.20 |
106.20 |
106.87 |
105.79 |
| S2 |
105.37 |
105.37 |
106.70 |
|
| S3 |
103.54 |
104.37 |
106.54 |
|
| S4 |
101.71 |
102.54 |
106.03 |
|
|
| 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 |
109.41 |
106.12 |
3.29 |
3.1% |
1.67 |
1.6% |
28% |
False |
False |
12,946 |
| 10 |
109.84 |
106.04 |
3.80 |
3.6% |
1.69 |
1.6% |
26% |
False |
False |
16,806 |
| 20 |
110.87 |
106.04 |
4.83 |
4.5% |
1.78 |
1.7% |
21% |
False |
False |
17,687 |
| 40 |
110.87 |
97.59 |
13.28 |
12.4% |
1.61 |
1.5% |
71% |
False |
False |
17,798 |
| 60 |
110.87 |
97.59 |
13.28 |
12.4% |
1.60 |
1.5% |
71% |
False |
False |
14,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.97 |
|
2.618 |
112.98 |
|
1.618 |
111.15 |
|
1.000 |
110.02 |
|
0.618 |
109.32 |
|
HIGH |
108.19 |
|
0.618 |
107.49 |
|
0.500 |
107.28 |
|
0.382 |
107.06 |
|
LOW |
106.36 |
|
0.618 |
105.23 |
|
1.000 |
104.53 |
|
1.618 |
103.40 |
|
2.618 |
101.57 |
|
4.250 |
98.58 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.28 |
107.69 |
| PP |
107.20 |
107.47 |
| S1 |
107.12 |
107.26 |
|