NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.09 |
107.40 |
-0.69 |
-0.6% |
109.36 |
| High |
108.09 |
109.17 |
1.08 |
1.0% |
109.80 |
| Low |
106.24 |
107.00 |
0.76 |
0.7% |
106.24 |
| Close |
107.00 |
108.48 |
1.48 |
1.4% |
108.48 |
| Range |
1.85 |
2.17 |
0.32 |
17.3% |
3.56 |
| ATR |
1.45 |
1.50 |
0.05 |
3.6% |
0.00 |
| Volume |
5,115 |
8,015 |
2,900 |
56.7% |
31,680 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.73 |
113.77 |
109.67 |
|
| R3 |
112.56 |
111.60 |
109.08 |
|
| R2 |
110.39 |
110.39 |
108.88 |
|
| R1 |
109.43 |
109.43 |
108.68 |
109.91 |
| PP |
108.22 |
108.22 |
108.22 |
108.46 |
| S1 |
107.26 |
107.26 |
108.28 |
107.74 |
| S2 |
106.05 |
106.05 |
108.08 |
|
| S3 |
103.88 |
105.09 |
107.88 |
|
| S4 |
101.71 |
102.92 |
107.29 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.85 |
117.23 |
110.44 |
|
| R3 |
115.29 |
113.67 |
109.46 |
|
| R2 |
111.73 |
111.73 |
109.13 |
|
| R1 |
110.11 |
110.11 |
108.81 |
109.14 |
| PP |
108.17 |
108.17 |
108.17 |
107.69 |
| S1 |
106.55 |
106.55 |
108.15 |
105.58 |
| S2 |
104.61 |
104.61 |
107.83 |
|
| S3 |
101.05 |
102.99 |
107.50 |
|
| S4 |
97.49 |
99.43 |
106.52 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.39 |
|
2.618 |
114.85 |
|
1.618 |
112.68 |
|
1.000 |
111.34 |
|
0.618 |
110.51 |
|
HIGH |
109.17 |
|
0.618 |
108.34 |
|
0.500 |
108.09 |
|
0.382 |
107.83 |
|
LOW |
107.00 |
|
0.618 |
105.66 |
|
1.000 |
104.83 |
|
1.618 |
103.49 |
|
2.618 |
101.32 |
|
4.250 |
97.78 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.35 |
108.22 |
| PP |
108.22 |
107.96 |
| S1 |
108.09 |
107.71 |
|