NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.03 |
108.88 |
-0.15 |
-0.1% |
108.00 |
| High |
109.03 |
109.22 |
0.19 |
0.2% |
109.74 |
| Low |
107.56 |
107.95 |
0.39 |
0.4% |
106.28 |
| Close |
108.38 |
108.83 |
0.45 |
0.4% |
109.17 |
| Range |
1.47 |
1.27 |
-0.20 |
-13.6% |
3.46 |
| ATR |
1.60 |
1.57 |
-0.02 |
-1.5% |
0.00 |
| Volume |
9,783 |
9,874 |
91 |
0.9% |
51,677 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.48 |
111.92 |
109.53 |
|
| R3 |
111.21 |
110.65 |
109.18 |
|
| R2 |
109.94 |
109.94 |
109.06 |
|
| R1 |
109.38 |
109.38 |
108.95 |
109.03 |
| PP |
108.67 |
108.67 |
108.67 |
108.49 |
| S1 |
108.11 |
108.11 |
108.71 |
107.76 |
| S2 |
107.40 |
107.40 |
108.60 |
|
| S3 |
106.13 |
106.84 |
108.48 |
|
| S4 |
104.86 |
105.57 |
108.13 |
|
|
| 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 |
114.62 |
|
2.618 |
112.54 |
|
1.618 |
111.27 |
|
1.000 |
110.49 |
|
0.618 |
110.00 |
|
HIGH |
109.22 |
|
0.618 |
108.73 |
|
0.500 |
108.59 |
|
0.382 |
108.44 |
|
LOW |
107.95 |
|
0.618 |
107.17 |
|
1.000 |
106.68 |
|
1.618 |
105.90 |
|
2.618 |
104.63 |
|
4.250 |
102.55 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.75 |
108.77 |
| PP |
108.67 |
108.71 |
| S1 |
108.59 |
108.65 |
|