NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.01 |
109.30 |
0.29 |
0.3% |
109.03 |
| High |
109.80 |
109.31 |
-0.49 |
-0.4% |
109.22 |
| Low |
108.77 |
107.50 |
-1.27 |
-1.2% |
106.71 |
| Close |
109.80 |
107.68 |
-2.12 |
-1.9% |
109.10 |
| Range |
1.03 |
1.81 |
0.78 |
75.7% |
2.51 |
| ATR |
1.53 |
1.59 |
0.05 |
3.6% |
0.00 |
| Volume |
9,550 |
7,703 |
-1,847 |
-19.3% |
56,513 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.59 |
112.45 |
108.68 |
|
| R3 |
111.78 |
110.64 |
108.18 |
|
| R2 |
109.97 |
109.97 |
108.01 |
|
| R1 |
108.83 |
108.83 |
107.85 |
108.50 |
| PP |
108.16 |
108.16 |
108.16 |
108.00 |
| S1 |
107.02 |
107.02 |
107.51 |
106.69 |
| S2 |
106.35 |
106.35 |
107.35 |
|
| S3 |
104.54 |
105.21 |
107.18 |
|
| S4 |
102.73 |
103.40 |
106.68 |
|
|
| 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 |
117.00 |
|
2.618 |
114.05 |
|
1.618 |
112.24 |
|
1.000 |
111.12 |
|
0.618 |
110.43 |
|
HIGH |
109.31 |
|
0.618 |
108.62 |
|
0.500 |
108.41 |
|
0.382 |
108.19 |
|
LOW |
107.50 |
|
0.618 |
106.38 |
|
1.000 |
105.69 |
|
1.618 |
104.57 |
|
2.618 |
102.76 |
|
4.250 |
99.81 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.41 |
108.61 |
| PP |
108.16 |
108.30 |
| S1 |
107.92 |
107.99 |
|