NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.72 |
107.74 |
-0.98 |
-0.9% |
108.00 |
| High |
109.04 |
108.19 |
-0.85 |
-0.8% |
109.74 |
| Low |
107.61 |
106.71 |
-0.90 |
-0.8% |
106.28 |
| Close |
107.70 |
107.45 |
-0.25 |
-0.2% |
109.17 |
| Range |
1.43 |
1.48 |
0.05 |
3.5% |
3.46 |
| ATR |
1.56 |
1.56 |
-0.01 |
-0.4% |
0.00 |
| Volume |
11,574 |
9,068 |
-2,506 |
-21.7% |
51,677 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.89 |
111.15 |
108.26 |
|
| R3 |
110.41 |
109.67 |
107.86 |
|
| R2 |
108.93 |
108.93 |
107.72 |
|
| R1 |
108.19 |
108.19 |
107.59 |
107.82 |
| PP |
107.45 |
107.45 |
107.45 |
107.27 |
| S1 |
106.71 |
106.71 |
107.31 |
106.34 |
| S2 |
105.97 |
105.97 |
107.18 |
|
| S3 |
104.49 |
105.23 |
107.04 |
|
| S4 |
103.01 |
103.75 |
106.64 |
|
|
| 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 |
114.48 |
|
2.618 |
112.06 |
|
1.618 |
110.58 |
|
1.000 |
109.67 |
|
0.618 |
109.10 |
|
HIGH |
108.19 |
|
0.618 |
107.62 |
|
0.500 |
107.45 |
|
0.382 |
107.28 |
|
LOW |
106.71 |
|
0.618 |
105.80 |
|
1.000 |
105.23 |
|
1.618 |
104.32 |
|
2.618 |
102.84 |
|
4.250 |
100.42 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.45 |
107.97 |
| PP |
107.45 |
107.79 |
| S1 |
107.45 |
107.62 |
|