NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.70 |
108.07 |
-0.63 |
-0.6% |
107.71 |
| High |
109.68 |
108.53 |
-1.15 |
-1.0% |
109.68 |
| Low |
108.51 |
107.40 |
-1.11 |
-1.0% |
106.45 |
| Close |
109.09 |
108.33 |
-0.76 |
-0.7% |
109.09 |
| Range |
1.17 |
1.13 |
-0.04 |
-3.4% |
3.23 |
| ATR |
1.29 |
1.31 |
0.03 |
2.2% |
0.00 |
| Volume |
9,184 |
6,672 |
-2,512 |
-27.4% |
36,708 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.48 |
111.03 |
108.95 |
|
| R3 |
110.35 |
109.90 |
108.64 |
|
| R2 |
109.22 |
109.22 |
108.54 |
|
| R1 |
108.77 |
108.77 |
108.43 |
109.00 |
| PP |
108.09 |
108.09 |
108.09 |
108.20 |
| S1 |
107.64 |
107.64 |
108.23 |
107.87 |
| S2 |
106.96 |
106.96 |
108.12 |
|
| S3 |
105.83 |
106.51 |
108.02 |
|
| S4 |
104.70 |
105.38 |
107.71 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.10 |
116.82 |
110.87 |
|
| R3 |
114.87 |
113.59 |
109.98 |
|
| R2 |
111.64 |
111.64 |
109.68 |
|
| R1 |
110.36 |
110.36 |
109.39 |
111.00 |
| PP |
108.41 |
108.41 |
108.41 |
108.73 |
| S1 |
107.13 |
107.13 |
108.79 |
107.77 |
| S2 |
105.18 |
105.18 |
108.50 |
|
| S3 |
101.95 |
103.90 |
108.20 |
|
| S4 |
98.72 |
100.67 |
107.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.33 |
|
2.618 |
111.49 |
|
1.618 |
110.36 |
|
1.000 |
109.66 |
|
0.618 |
109.23 |
|
HIGH |
108.53 |
|
0.618 |
108.10 |
|
0.500 |
107.97 |
|
0.382 |
107.83 |
|
LOW |
107.40 |
|
0.618 |
106.70 |
|
1.000 |
106.27 |
|
1.618 |
105.57 |
|
2.618 |
104.44 |
|
4.250 |
102.60 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.21 |
108.54 |
| PP |
108.09 |
108.47 |
| S1 |
107.97 |
108.40 |
|