NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.25 |
107.27 |
-0.98 |
-0.9% |
109.01 |
| High |
108.25 |
109.50 |
1.25 |
1.2% |
109.80 |
| Low |
106.24 |
106.90 |
0.66 |
0.6% |
106.24 |
| Close |
106.89 |
108.37 |
1.48 |
1.4% |
108.37 |
| Range |
2.01 |
2.60 |
0.59 |
29.4% |
3.56 |
| ATR |
1.61 |
1.69 |
0.07 |
4.4% |
0.00 |
| Volume |
6,577 |
9,707 |
3,130 |
47.6% |
44,306 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.06 |
114.81 |
109.80 |
|
| R3 |
113.46 |
112.21 |
109.09 |
|
| R2 |
110.86 |
110.86 |
108.85 |
|
| R1 |
109.61 |
109.61 |
108.61 |
110.24 |
| PP |
108.26 |
108.26 |
108.26 |
108.57 |
| S1 |
107.01 |
107.01 |
108.13 |
107.64 |
| S2 |
105.66 |
105.66 |
107.89 |
|
| S3 |
103.06 |
104.41 |
107.66 |
|
| S4 |
100.46 |
101.81 |
106.94 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.82 |
117.15 |
110.33 |
|
| R3 |
115.26 |
113.59 |
109.35 |
|
| R2 |
111.70 |
111.70 |
109.02 |
|
| R1 |
110.03 |
110.03 |
108.70 |
109.09 |
| PP |
108.14 |
108.14 |
108.14 |
107.66 |
| S1 |
106.47 |
106.47 |
108.04 |
105.53 |
| S2 |
104.58 |
104.58 |
107.72 |
|
| S3 |
101.02 |
102.91 |
107.39 |
|
| S4 |
97.46 |
99.35 |
106.41 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.55 |
|
2.618 |
116.31 |
|
1.618 |
113.71 |
|
1.000 |
112.10 |
|
0.618 |
111.11 |
|
HIGH |
109.50 |
|
0.618 |
108.51 |
|
0.500 |
108.20 |
|
0.382 |
107.89 |
|
LOW |
106.90 |
|
0.618 |
105.29 |
|
1.000 |
104.30 |
|
1.618 |
102.69 |
|
2.618 |
100.09 |
|
4.250 |
95.85 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.31 |
108.20 |
| PP |
108.26 |
108.04 |
| S1 |
108.20 |
107.87 |
|