NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.63 |
108.60 |
-0.03 |
0.0% |
109.01 |
| High |
109.15 |
108.60 |
-0.55 |
-0.5% |
109.80 |
| Low |
108.14 |
106.55 |
-1.59 |
-1.5% |
106.24 |
| Close |
109.02 |
107.23 |
-1.79 |
-1.6% |
108.37 |
| Range |
1.01 |
2.05 |
1.04 |
103.0% |
3.56 |
| ATR |
1.58 |
1.65 |
0.06 |
4.0% |
0.00 |
| Volume |
3,215 |
4,065 |
850 |
26.4% |
44,306 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.61 |
112.47 |
108.36 |
|
| R3 |
111.56 |
110.42 |
107.79 |
|
| R2 |
109.51 |
109.51 |
107.61 |
|
| R1 |
108.37 |
108.37 |
107.42 |
107.92 |
| PP |
107.46 |
107.46 |
107.46 |
107.23 |
| S1 |
106.32 |
106.32 |
107.04 |
105.87 |
| S2 |
105.41 |
105.41 |
106.85 |
|
| S3 |
103.36 |
104.27 |
106.67 |
|
| S4 |
101.31 |
102.22 |
106.10 |
|
|
| 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 |
117.31 |
|
2.618 |
113.97 |
|
1.618 |
111.92 |
|
1.000 |
110.65 |
|
0.618 |
109.87 |
|
HIGH |
108.60 |
|
0.618 |
107.82 |
|
0.500 |
107.58 |
|
0.382 |
107.33 |
|
LOW |
106.55 |
|
0.618 |
105.28 |
|
1.000 |
104.50 |
|
1.618 |
103.23 |
|
2.618 |
101.18 |
|
4.250 |
97.84 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.58 |
107.85 |
| PP |
107.46 |
107.64 |
| S1 |
107.35 |
107.44 |
|