NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
109.21 |
108.30 |
-0.91 |
-0.8% |
108.07 |
| High |
109.30 |
108.86 |
-0.44 |
-0.4% |
109.23 |
| Low |
107.51 |
107.93 |
0.42 |
0.4% |
106.54 |
| Close |
107.75 |
108.71 |
0.96 |
0.9% |
109.14 |
| Range |
1.79 |
0.93 |
-0.86 |
-48.0% |
2.69 |
| ATR |
1.39 |
1.37 |
-0.02 |
-1.4% |
0.00 |
| Volume |
4,381 |
8,696 |
4,315 |
98.5% |
39,015 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.29 |
110.93 |
109.22 |
|
| R3 |
110.36 |
110.00 |
108.97 |
|
| R2 |
109.43 |
109.43 |
108.88 |
|
| R1 |
109.07 |
109.07 |
108.80 |
109.25 |
| PP |
108.50 |
108.50 |
108.50 |
108.59 |
| S1 |
108.14 |
108.14 |
108.62 |
108.32 |
| S2 |
107.57 |
107.57 |
108.54 |
|
| S3 |
106.64 |
107.21 |
108.45 |
|
| S4 |
105.71 |
106.28 |
108.20 |
|
|
| 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 |
112.81 |
|
2.618 |
111.29 |
|
1.618 |
110.36 |
|
1.000 |
109.79 |
|
0.618 |
109.43 |
|
HIGH |
108.86 |
|
0.618 |
108.50 |
|
0.500 |
108.40 |
|
0.382 |
108.29 |
|
LOW |
107.93 |
|
0.618 |
107.36 |
|
1.000 |
107.00 |
|
1.618 |
106.43 |
|
2.618 |
105.50 |
|
4.250 |
103.98 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.61 |
108.69 |
| PP |
108.50 |
108.67 |
| S1 |
108.40 |
108.66 |
|