NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.30 |
108.09 |
-0.21 |
-0.2% |
108.07 |
| High |
108.86 |
108.09 |
-0.77 |
-0.7% |
109.23 |
| Low |
107.93 |
106.24 |
-1.69 |
-1.6% |
106.54 |
| Close |
108.71 |
107.00 |
-1.71 |
-1.6% |
109.14 |
| Range |
0.93 |
1.85 |
0.92 |
98.9% |
2.69 |
| ATR |
1.37 |
1.45 |
0.08 |
5.8% |
0.00 |
| Volume |
8,696 |
5,115 |
-3,581 |
-41.2% |
39,015 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.66 |
111.68 |
108.02 |
|
| R3 |
110.81 |
109.83 |
107.51 |
|
| R2 |
108.96 |
108.96 |
107.34 |
|
| R1 |
107.98 |
107.98 |
107.17 |
107.55 |
| PP |
107.11 |
107.11 |
107.11 |
106.89 |
| S1 |
106.13 |
106.13 |
106.83 |
105.70 |
| S2 |
105.26 |
105.26 |
106.66 |
|
| S3 |
103.41 |
104.28 |
106.49 |
|
| S4 |
101.56 |
102.43 |
105.98 |
|
|
| 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 |
115.95 |
|
2.618 |
112.93 |
|
1.618 |
111.08 |
|
1.000 |
109.94 |
|
0.618 |
109.23 |
|
HIGH |
108.09 |
|
0.618 |
107.38 |
|
0.500 |
107.17 |
|
0.382 |
106.95 |
|
LOW |
106.24 |
|
0.618 |
105.10 |
|
1.000 |
104.39 |
|
1.618 |
103.25 |
|
2.618 |
101.40 |
|
4.250 |
98.38 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.17 |
107.77 |
| PP |
107.11 |
107.51 |
| S1 |
107.06 |
107.26 |
|