NYMEX Light Sweet Crude Oil Future October 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 |
108.75 |
108.60 |
-0.15 |
-0.1% |
108.00 |
| High |
109.00 |
109.74 |
0.74 |
0.7% |
109.74 |
| Low |
107.92 |
108.18 |
0.26 |
0.2% |
106.28 |
| Close |
108.43 |
109.17 |
0.74 |
0.7% |
109.17 |
| Range |
1.08 |
1.56 |
0.48 |
44.4% |
3.46 |
| ATR |
1.60 |
1.59 |
0.00 |
-0.2% |
0.00 |
| Volume |
11,545 |
15,648 |
4,103 |
35.5% |
51,677 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.71 |
113.00 |
110.03 |
|
| R3 |
112.15 |
111.44 |
109.60 |
|
| R2 |
110.59 |
110.59 |
109.46 |
|
| R1 |
109.88 |
109.88 |
109.31 |
110.24 |
| PP |
109.03 |
109.03 |
109.03 |
109.21 |
| S1 |
108.32 |
108.32 |
109.03 |
108.68 |
| S2 |
107.47 |
107.47 |
108.88 |
|
| S3 |
105.91 |
106.76 |
108.74 |
|
| S4 |
104.35 |
105.20 |
108.31 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.78 |
117.43 |
111.07 |
|
| R3 |
115.32 |
113.97 |
110.12 |
|
| R2 |
111.86 |
111.86 |
109.80 |
|
| R1 |
110.51 |
110.51 |
109.49 |
111.19 |
| PP |
108.40 |
108.40 |
108.40 |
108.73 |
| S1 |
107.05 |
107.05 |
108.85 |
107.73 |
| S2 |
104.94 |
104.94 |
108.54 |
|
| S3 |
101.48 |
103.59 |
108.22 |
|
| S4 |
98.02 |
100.13 |
107.27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.37 |
|
2.618 |
113.82 |
|
1.618 |
112.26 |
|
1.000 |
111.30 |
|
0.618 |
110.70 |
|
HIGH |
109.74 |
|
0.618 |
109.14 |
|
0.500 |
108.96 |
|
0.382 |
108.78 |
|
LOW |
108.18 |
|
0.618 |
107.22 |
|
1.000 |
106.62 |
|
1.618 |
105.66 |
|
2.618 |
104.10 |
|
4.250 |
101.55 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.10 |
108.82 |
| PP |
109.03 |
108.46 |
| S1 |
108.96 |
108.11 |
|