NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.90 |
108.63 |
0.73 |
0.7% |
109.01 |
| High |
108.78 |
109.15 |
0.37 |
0.3% |
109.80 |
| Low |
107.90 |
108.14 |
0.24 |
0.2% |
106.24 |
| Close |
108.68 |
109.02 |
0.34 |
0.3% |
108.37 |
| Range |
0.88 |
1.01 |
0.13 |
14.8% |
3.56 |
| ATR |
1.63 |
1.58 |
-0.04 |
-2.7% |
0.00 |
| Volume |
8,352 |
3,215 |
-5,137 |
-61.5% |
44,306 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.80 |
111.42 |
109.58 |
|
| R3 |
110.79 |
110.41 |
109.30 |
|
| R2 |
109.78 |
109.78 |
109.21 |
|
| R1 |
109.40 |
109.40 |
109.11 |
109.59 |
| PP |
108.77 |
108.77 |
108.77 |
108.87 |
| S1 |
108.39 |
108.39 |
108.93 |
108.58 |
| S2 |
107.76 |
107.76 |
108.83 |
|
| S3 |
106.75 |
107.38 |
108.74 |
|
| S4 |
105.74 |
106.37 |
108.46 |
|
|
| 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 |
113.44 |
|
2.618 |
111.79 |
|
1.618 |
110.78 |
|
1.000 |
110.16 |
|
0.618 |
109.77 |
|
HIGH |
109.15 |
|
0.618 |
108.76 |
|
0.500 |
108.65 |
|
0.382 |
108.53 |
|
LOW |
108.14 |
|
0.618 |
107.52 |
|
1.000 |
107.13 |
|
1.618 |
106.51 |
|
2.618 |
105.50 |
|
4.250 |
103.85 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.90 |
108.75 |
| PP |
108.77 |
108.47 |
| S1 |
108.65 |
108.20 |
|