NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.88 |
108.72 |
-0.16 |
-0.1% |
108.00 |
| High |
109.22 |
109.04 |
-0.18 |
-0.2% |
109.74 |
| Low |
107.95 |
107.61 |
-0.34 |
-0.3% |
106.28 |
| Close |
108.83 |
107.70 |
-1.13 |
-1.0% |
109.17 |
| Range |
1.27 |
1.43 |
0.16 |
12.6% |
3.46 |
| ATR |
1.57 |
1.56 |
-0.01 |
-0.6% |
0.00 |
| Volume |
9,874 |
11,574 |
1,700 |
17.2% |
51,677 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.41 |
111.48 |
108.49 |
|
| R3 |
110.98 |
110.05 |
108.09 |
|
| R2 |
109.55 |
109.55 |
107.96 |
|
| R1 |
108.62 |
108.62 |
107.83 |
108.37 |
| PP |
108.12 |
108.12 |
108.12 |
107.99 |
| S1 |
107.19 |
107.19 |
107.57 |
106.94 |
| S2 |
106.69 |
106.69 |
107.44 |
|
| S3 |
105.26 |
105.76 |
107.31 |
|
| S4 |
103.83 |
104.33 |
106.91 |
|
|
| 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 |
115.12 |
|
2.618 |
112.78 |
|
1.618 |
111.35 |
|
1.000 |
110.47 |
|
0.618 |
109.92 |
|
HIGH |
109.04 |
|
0.618 |
108.49 |
|
0.500 |
108.33 |
|
0.382 |
108.16 |
|
LOW |
107.61 |
|
0.618 |
106.73 |
|
1.000 |
106.18 |
|
1.618 |
105.30 |
|
2.618 |
103.87 |
|
4.250 |
101.53 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.33 |
108.39 |
| PP |
108.12 |
108.16 |
| S1 |
107.91 |
107.93 |
|