NYMEX Light Sweet Crude Oil Future September 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 |
106.92 |
104.93 |
-1.99 |
-1.9% |
108.04 |
| High |
107.09 |
105.65 |
-1.44 |
-1.3% |
109.01 |
| Low |
103.94 |
104.48 |
0.54 |
0.5% |
103.94 |
| Close |
104.43 |
104.66 |
0.23 |
0.2% |
104.66 |
| Range |
3.15 |
1.17 |
-1.98 |
-62.9% |
5.07 |
| ATR |
1.90 |
1.85 |
-0.05 |
-2.6% |
0.00 |
| Volume |
18,859 |
20,887 |
2,028 |
10.8% |
73,327 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.44 |
107.72 |
105.30 |
|
| R3 |
107.27 |
106.55 |
104.98 |
|
| R2 |
106.10 |
106.10 |
104.87 |
|
| R1 |
105.38 |
105.38 |
104.77 |
105.16 |
| PP |
104.93 |
104.93 |
104.93 |
104.82 |
| S1 |
104.21 |
104.21 |
104.55 |
103.99 |
| S2 |
103.76 |
103.76 |
104.45 |
|
| S3 |
102.59 |
103.04 |
104.34 |
|
| S4 |
101.42 |
101.87 |
104.02 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.08 |
117.94 |
107.45 |
|
| R3 |
116.01 |
112.87 |
106.05 |
|
| R2 |
110.94 |
110.94 |
105.59 |
|
| R1 |
107.80 |
107.80 |
105.12 |
106.84 |
| PP |
105.87 |
105.87 |
105.87 |
105.39 |
| S1 |
102.73 |
102.73 |
104.20 |
101.77 |
| S2 |
100.80 |
100.80 |
103.73 |
|
| S3 |
95.73 |
97.66 |
103.27 |
|
| S4 |
90.66 |
92.59 |
101.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.01 |
103.94 |
5.07 |
4.8% |
1.62 |
1.5% |
14% |
False |
False |
14,665 |
| 10 |
109.84 |
103.94 |
5.90 |
5.6% |
1.73 |
1.6% |
12% |
False |
False |
16,124 |
| 20 |
109.84 |
103.94 |
5.90 |
5.6% |
1.71 |
1.6% |
12% |
False |
False |
18,069 |
| 40 |
110.87 |
98.55 |
12.32 |
11.8% |
1.64 |
1.6% |
50% |
False |
False |
18,199 |
| 60 |
110.87 |
97.59 |
13.28 |
12.7% |
1.62 |
1.5% |
53% |
False |
False |
15,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.62 |
|
2.618 |
108.71 |
|
1.618 |
107.54 |
|
1.000 |
106.82 |
|
0.618 |
106.37 |
|
HIGH |
105.65 |
|
0.618 |
105.20 |
|
0.500 |
105.07 |
|
0.382 |
104.93 |
|
LOW |
104.48 |
|
0.618 |
103.76 |
|
1.000 |
103.31 |
|
1.618 |
102.59 |
|
2.618 |
101.42 |
|
4.250 |
99.51 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.07 |
106.07 |
| PP |
104.93 |
105.60 |
| S1 |
104.80 |
105.13 |
|