NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.90 |
107.73 |
-0.17 |
-0.2% |
108.07 |
| High |
108.30 |
109.23 |
0.93 |
0.9% |
109.23 |
| Low |
106.54 |
107.67 |
1.13 |
1.1% |
106.54 |
| Close |
107.51 |
109.14 |
1.63 |
1.5% |
109.14 |
| Range |
1.76 |
1.56 |
-0.20 |
-11.4% |
2.69 |
| ATR |
1.34 |
1.37 |
0.03 |
2.0% |
0.00 |
| Volume |
7,526 |
11,420 |
3,894 |
51.7% |
39,015 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.36 |
112.81 |
110.00 |
|
| R3 |
111.80 |
111.25 |
109.57 |
|
| R2 |
110.24 |
110.24 |
109.43 |
|
| R1 |
109.69 |
109.69 |
109.28 |
109.97 |
| PP |
108.68 |
108.68 |
108.68 |
108.82 |
| S1 |
108.13 |
108.13 |
109.00 |
108.41 |
| S2 |
107.12 |
107.12 |
108.85 |
|
| S3 |
105.56 |
106.57 |
108.71 |
|
| S4 |
104.00 |
105.01 |
108.28 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.37 |
115.45 |
110.62 |
|
| R3 |
113.68 |
112.76 |
109.88 |
|
| R2 |
110.99 |
110.99 |
109.63 |
|
| R1 |
110.07 |
110.07 |
109.39 |
110.53 |
| PP |
108.30 |
108.30 |
108.30 |
108.54 |
| S1 |
107.38 |
107.38 |
108.89 |
107.84 |
| S2 |
105.61 |
105.61 |
108.65 |
|
| S3 |
102.92 |
104.69 |
108.40 |
|
| S4 |
100.23 |
102.00 |
107.66 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.86 |
|
2.618 |
113.31 |
|
1.618 |
111.75 |
|
1.000 |
110.79 |
|
0.618 |
110.19 |
|
HIGH |
109.23 |
|
0.618 |
108.63 |
|
0.500 |
108.45 |
|
0.382 |
108.27 |
|
LOW |
107.67 |
|
0.618 |
106.71 |
|
1.000 |
106.11 |
|
1.618 |
105.15 |
|
2.618 |
103.59 |
|
4.250 |
101.04 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.91 |
108.72 |
| PP |
108.68 |
108.30 |
| S1 |
108.45 |
107.89 |
|