NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.24 |
104.80 |
-2.44 |
-2.3% |
107.90 |
| High |
107.24 |
105.76 |
-1.48 |
-1.4% |
109.15 |
| Low |
104.19 |
104.70 |
0.51 |
0.5% |
104.19 |
| Close |
104.64 |
104.86 |
0.22 |
0.2% |
104.86 |
| Range |
3.05 |
1.06 |
-1.99 |
-65.2% |
4.96 |
| ATR |
1.75 |
1.70 |
-0.04 |
-2.6% |
0.00 |
| Volume |
4,782 |
10,265 |
5,483 |
114.7% |
30,679 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.29 |
107.63 |
105.44 |
|
| R3 |
107.23 |
106.57 |
105.15 |
|
| R2 |
106.17 |
106.17 |
105.05 |
|
| R1 |
105.51 |
105.51 |
104.96 |
105.84 |
| PP |
105.11 |
105.11 |
105.11 |
105.27 |
| S1 |
104.45 |
104.45 |
104.76 |
104.78 |
| S2 |
104.05 |
104.05 |
104.67 |
|
| S3 |
102.99 |
103.39 |
104.57 |
|
| S4 |
101.93 |
102.33 |
104.28 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.95 |
117.86 |
107.59 |
|
| R3 |
115.99 |
112.90 |
106.22 |
|
| R2 |
111.03 |
111.03 |
105.77 |
|
| R1 |
107.94 |
107.94 |
105.31 |
107.01 |
| PP |
106.07 |
106.07 |
106.07 |
105.60 |
| S1 |
102.98 |
102.98 |
104.41 |
102.05 |
| S2 |
101.11 |
101.11 |
103.95 |
|
| S3 |
96.15 |
98.02 |
103.50 |
|
| S4 |
91.19 |
93.06 |
102.13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.27 |
|
2.618 |
108.54 |
|
1.618 |
107.48 |
|
1.000 |
106.82 |
|
0.618 |
106.42 |
|
HIGH |
105.76 |
|
0.618 |
105.36 |
|
0.500 |
105.23 |
|
0.382 |
105.10 |
|
LOW |
104.70 |
|
0.618 |
104.04 |
|
1.000 |
103.64 |
|
1.618 |
102.98 |
|
2.618 |
101.92 |
|
4.250 |
100.20 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.23 |
106.40 |
| PP |
105.11 |
105.88 |
| S1 |
104.98 |
105.37 |
|