NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.74 |
107.63 |
-0.11 |
-0.1% |
109.03 |
| High |
108.19 |
109.14 |
0.95 |
0.9% |
109.22 |
| Low |
106.71 |
107.41 |
0.70 |
0.7% |
106.71 |
| Close |
107.45 |
109.10 |
1.65 |
1.5% |
109.10 |
| Range |
1.48 |
1.73 |
0.25 |
16.9% |
2.51 |
| ATR |
1.56 |
1.57 |
0.01 |
0.8% |
0.00 |
| Volume |
9,068 |
16,214 |
7,146 |
78.8% |
56,513 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.74 |
113.15 |
110.05 |
|
| R3 |
112.01 |
111.42 |
109.58 |
|
| R2 |
110.28 |
110.28 |
109.42 |
|
| R1 |
109.69 |
109.69 |
109.26 |
109.99 |
| PP |
108.55 |
108.55 |
108.55 |
108.70 |
| S1 |
107.96 |
107.96 |
108.94 |
108.26 |
| S2 |
106.82 |
106.82 |
108.78 |
|
| S3 |
105.09 |
106.23 |
108.62 |
|
| S4 |
103.36 |
104.50 |
108.15 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.87 |
115.00 |
110.48 |
|
| R3 |
113.36 |
112.49 |
109.79 |
|
| R2 |
110.85 |
110.85 |
109.56 |
|
| R1 |
109.98 |
109.98 |
109.33 |
110.42 |
| PP |
108.34 |
108.34 |
108.34 |
108.56 |
| S1 |
107.47 |
107.47 |
108.87 |
107.91 |
| S2 |
105.83 |
105.83 |
108.64 |
|
| S3 |
103.32 |
104.96 |
108.41 |
|
| S4 |
100.81 |
102.45 |
107.72 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.49 |
|
2.618 |
113.67 |
|
1.618 |
111.94 |
|
1.000 |
110.87 |
|
0.618 |
110.21 |
|
HIGH |
109.14 |
|
0.618 |
108.48 |
|
0.500 |
108.28 |
|
0.382 |
108.07 |
|
LOW |
107.41 |
|
0.618 |
106.34 |
|
1.000 |
105.68 |
|
1.618 |
104.61 |
|
2.618 |
102.88 |
|
4.250 |
100.06 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.83 |
108.71 |
| PP |
108.55 |
108.32 |
| S1 |
108.28 |
107.93 |
|