NYMEX Light Sweet Crude Oil Future October 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 |
109.03 |
0.43 |
0.4% |
108.00 |
| High |
109.74 |
109.03 |
-0.71 |
-0.6% |
109.74 |
| Low |
108.18 |
107.56 |
-0.62 |
-0.6% |
106.28 |
| Close |
109.17 |
108.38 |
-0.79 |
-0.7% |
109.17 |
| Range |
1.56 |
1.47 |
-0.09 |
-5.8% |
3.46 |
| ATR |
1.59 |
1.60 |
0.00 |
0.1% |
0.00 |
| Volume |
15,648 |
9,783 |
-5,865 |
-37.5% |
51,677 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.73 |
112.03 |
109.19 |
|
| R3 |
111.26 |
110.56 |
108.78 |
|
| R2 |
109.79 |
109.79 |
108.65 |
|
| R1 |
109.09 |
109.09 |
108.51 |
108.71 |
| PP |
108.32 |
108.32 |
108.32 |
108.13 |
| S1 |
107.62 |
107.62 |
108.25 |
107.24 |
| S2 |
106.85 |
106.85 |
108.11 |
|
| S3 |
105.38 |
106.15 |
107.98 |
|
| S4 |
103.91 |
104.68 |
107.57 |
|
|
| 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 |
115.28 |
|
2.618 |
112.88 |
|
1.618 |
111.41 |
|
1.000 |
110.50 |
|
0.618 |
109.94 |
|
HIGH |
109.03 |
|
0.618 |
108.47 |
|
0.500 |
108.30 |
|
0.382 |
108.12 |
|
LOW |
107.56 |
|
0.618 |
106.65 |
|
1.000 |
106.09 |
|
1.618 |
105.18 |
|
2.618 |
103.71 |
|
4.250 |
101.31 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.35 |
108.65 |
| PP |
108.32 |
108.56 |
| S1 |
108.30 |
108.47 |
|