NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.63 |
109.01 |
1.38 |
1.3% |
109.03 |
| High |
109.14 |
109.80 |
0.66 |
0.6% |
109.22 |
| Low |
107.41 |
108.77 |
1.36 |
1.3% |
106.71 |
| Close |
109.10 |
109.80 |
0.70 |
0.6% |
109.10 |
| Range |
1.73 |
1.03 |
-0.70 |
-40.5% |
2.51 |
| ATR |
1.57 |
1.53 |
-0.04 |
-2.5% |
0.00 |
| Volume |
16,214 |
9,550 |
-6,664 |
-41.1% |
56,513 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.55 |
112.20 |
110.37 |
|
| R3 |
111.52 |
111.17 |
110.08 |
|
| R2 |
110.49 |
110.49 |
109.99 |
|
| R1 |
110.14 |
110.14 |
109.89 |
110.32 |
| PP |
109.46 |
109.46 |
109.46 |
109.54 |
| S1 |
109.11 |
109.11 |
109.71 |
109.29 |
| S2 |
108.43 |
108.43 |
109.61 |
|
| S3 |
107.40 |
108.08 |
109.52 |
|
| S4 |
106.37 |
107.05 |
109.23 |
|
|
| 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 |
114.18 |
|
2.618 |
112.50 |
|
1.618 |
111.47 |
|
1.000 |
110.83 |
|
0.618 |
110.44 |
|
HIGH |
109.80 |
|
0.618 |
109.41 |
|
0.500 |
109.29 |
|
0.382 |
109.16 |
|
LOW |
108.77 |
|
0.618 |
108.13 |
|
1.000 |
107.74 |
|
1.618 |
107.10 |
|
2.618 |
106.07 |
|
4.250 |
104.39 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.63 |
109.29 |
| PP |
109.46 |
108.77 |
| S1 |
109.29 |
108.26 |
|