NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.50 |
108.80 |
0.30 |
0.3% |
107.71 |
| High |
109.15 |
109.05 |
-0.10 |
-0.1% |
109.68 |
| Low |
108.00 |
107.65 |
-0.35 |
-0.3% |
106.45 |
| Close |
108.83 |
107.79 |
-1.04 |
-1.0% |
109.09 |
| Range |
1.15 |
1.40 |
0.25 |
21.7% |
3.23 |
| ATR |
1.30 |
1.31 |
0.01 |
0.5% |
0.00 |
| Volume |
5,991 |
7,406 |
1,415 |
23.6% |
36,708 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.36 |
111.48 |
108.56 |
|
| R3 |
110.96 |
110.08 |
108.18 |
|
| R2 |
109.56 |
109.56 |
108.05 |
|
| R1 |
108.68 |
108.68 |
107.92 |
108.42 |
| PP |
108.16 |
108.16 |
108.16 |
108.04 |
| S1 |
107.28 |
107.28 |
107.66 |
107.02 |
| S2 |
106.76 |
106.76 |
107.53 |
|
| S3 |
105.36 |
105.88 |
107.41 |
|
| S4 |
103.96 |
104.48 |
107.02 |
|
|
| 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 |
115.00 |
|
2.618 |
112.72 |
|
1.618 |
111.32 |
|
1.000 |
110.45 |
|
0.618 |
109.92 |
|
HIGH |
109.05 |
|
0.618 |
108.52 |
|
0.500 |
108.35 |
|
0.382 |
108.18 |
|
LOW |
107.65 |
|
0.618 |
106.78 |
|
1.000 |
106.25 |
|
1.618 |
105.38 |
|
2.618 |
103.98 |
|
4.250 |
101.70 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.35 |
108.28 |
| PP |
108.16 |
108.11 |
| S1 |
107.98 |
107.95 |
|