NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.07 |
108.50 |
0.43 |
0.4% |
107.71 |
| High |
108.53 |
109.15 |
0.62 |
0.6% |
109.68 |
| Low |
107.40 |
108.00 |
0.60 |
0.6% |
106.45 |
| Close |
108.33 |
108.83 |
0.50 |
0.5% |
109.09 |
| Range |
1.13 |
1.15 |
0.02 |
1.8% |
3.23 |
| ATR |
1.31 |
1.30 |
-0.01 |
-0.9% |
0.00 |
| Volume |
6,672 |
5,991 |
-681 |
-10.2% |
36,708 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.11 |
111.62 |
109.46 |
|
| R3 |
110.96 |
110.47 |
109.15 |
|
| R2 |
109.81 |
109.81 |
109.04 |
|
| R1 |
109.32 |
109.32 |
108.94 |
109.57 |
| PP |
108.66 |
108.66 |
108.66 |
108.78 |
| S1 |
108.17 |
108.17 |
108.72 |
108.42 |
| S2 |
107.51 |
107.51 |
108.62 |
|
| S3 |
106.36 |
107.02 |
108.51 |
|
| S4 |
105.21 |
105.87 |
108.20 |
|
|
| 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 |
114.04 |
|
2.618 |
112.16 |
|
1.618 |
111.01 |
|
1.000 |
110.30 |
|
0.618 |
109.86 |
|
HIGH |
109.15 |
|
0.618 |
108.71 |
|
0.500 |
108.58 |
|
0.382 |
108.44 |
|
LOW |
108.00 |
|
0.618 |
107.29 |
|
1.000 |
106.85 |
|
1.618 |
106.14 |
|
2.618 |
104.99 |
|
4.250 |
103.11 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.75 |
108.73 |
| PP |
108.66 |
108.64 |
| S1 |
108.58 |
108.54 |
|