NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.60 |
107.24 |
-1.36 |
-1.3% |
109.01 |
| High |
108.60 |
107.24 |
-1.36 |
-1.3% |
109.80 |
| Low |
106.55 |
104.19 |
-2.36 |
-2.2% |
106.24 |
| Close |
107.23 |
104.64 |
-2.59 |
-2.4% |
108.37 |
| Range |
2.05 |
3.05 |
1.00 |
48.8% |
3.56 |
| ATR |
1.65 |
1.75 |
0.10 |
6.1% |
0.00 |
| Volume |
4,065 |
4,782 |
717 |
17.6% |
44,306 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.51 |
112.62 |
106.32 |
|
| R3 |
111.46 |
109.57 |
105.48 |
|
| R2 |
108.41 |
108.41 |
105.20 |
|
| R1 |
106.52 |
106.52 |
104.92 |
105.94 |
| PP |
105.36 |
105.36 |
105.36 |
105.07 |
| S1 |
103.47 |
103.47 |
104.36 |
102.89 |
| S2 |
102.31 |
102.31 |
104.08 |
|
| S3 |
99.26 |
100.42 |
103.80 |
|
| S4 |
96.21 |
97.37 |
102.96 |
|
|
| 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 |
120.20 |
|
2.618 |
115.22 |
|
1.618 |
112.17 |
|
1.000 |
110.29 |
|
0.618 |
109.12 |
|
HIGH |
107.24 |
|
0.618 |
106.07 |
|
0.500 |
105.72 |
|
0.382 |
105.36 |
|
LOW |
104.19 |
|
0.618 |
102.31 |
|
1.000 |
101.14 |
|
1.618 |
99.26 |
|
2.618 |
96.21 |
|
4.250 |
91.23 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.72 |
106.67 |
| PP |
105.36 |
105.99 |
| S1 |
105.00 |
105.32 |
|