NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.40 |
108.23 |
0.83 |
0.8% |
109.36 |
| High |
109.17 |
108.87 |
-0.30 |
-0.3% |
109.80 |
| Low |
107.00 |
108.18 |
1.18 |
1.1% |
106.24 |
| Close |
108.48 |
108.81 |
0.33 |
0.3% |
108.48 |
| Range |
2.17 |
0.69 |
-1.48 |
-68.2% |
3.56 |
| ATR |
1.50 |
1.44 |
-0.06 |
-3.9% |
0.00 |
| Volume |
8,015 |
7,587 |
-428 |
-5.3% |
31,680 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.69 |
110.44 |
109.19 |
|
| R3 |
110.00 |
109.75 |
109.00 |
|
| R2 |
109.31 |
109.31 |
108.94 |
|
| R1 |
109.06 |
109.06 |
108.87 |
109.19 |
| PP |
108.62 |
108.62 |
108.62 |
108.68 |
| S1 |
108.37 |
108.37 |
108.75 |
108.50 |
| S2 |
107.93 |
107.93 |
108.68 |
|
| S3 |
107.24 |
107.68 |
108.62 |
|
| S4 |
106.55 |
106.99 |
108.43 |
|
|
| 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 |
111.80 |
|
2.618 |
110.68 |
|
1.618 |
109.99 |
|
1.000 |
109.56 |
|
0.618 |
109.30 |
|
HIGH |
108.87 |
|
0.618 |
108.61 |
|
0.500 |
108.53 |
|
0.382 |
108.44 |
|
LOW |
108.18 |
|
0.618 |
107.75 |
|
1.000 |
107.49 |
|
1.618 |
107.06 |
|
2.618 |
106.37 |
|
4.250 |
105.25 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.72 |
108.44 |
| PP |
108.62 |
108.07 |
| S1 |
108.53 |
107.71 |
|