NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.27 |
107.90 |
0.63 |
0.6% |
109.01 |
| High |
109.50 |
108.78 |
-0.72 |
-0.7% |
109.80 |
| Low |
106.90 |
107.90 |
1.00 |
0.9% |
106.24 |
| Close |
108.37 |
108.68 |
0.31 |
0.3% |
108.37 |
| Range |
2.60 |
0.88 |
-1.72 |
-66.2% |
3.56 |
| ATR |
1.69 |
1.63 |
-0.06 |
-3.4% |
0.00 |
| Volume |
9,707 |
8,352 |
-1,355 |
-14.0% |
44,306 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.09 |
110.77 |
109.16 |
|
| R3 |
110.21 |
109.89 |
108.92 |
|
| R2 |
109.33 |
109.33 |
108.84 |
|
| R1 |
109.01 |
109.01 |
108.76 |
109.17 |
| PP |
108.45 |
108.45 |
108.45 |
108.54 |
| S1 |
108.13 |
108.13 |
108.60 |
108.29 |
| S2 |
107.57 |
107.57 |
108.52 |
|
| S3 |
106.69 |
107.25 |
108.44 |
|
| S4 |
105.81 |
106.37 |
108.20 |
|
|
| 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 |
112.52 |
|
2.618 |
111.08 |
|
1.618 |
110.20 |
|
1.000 |
109.66 |
|
0.618 |
109.32 |
|
HIGH |
108.78 |
|
0.618 |
108.44 |
|
0.500 |
108.34 |
|
0.382 |
108.24 |
|
LOW |
107.90 |
|
0.618 |
107.36 |
|
1.000 |
107.02 |
|
1.618 |
106.48 |
|
2.618 |
105.60 |
|
4.250 |
104.16 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.57 |
108.41 |
| PP |
108.45 |
108.14 |
| S1 |
108.34 |
107.87 |
|