NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.23 |
108.97 |
0.74 |
0.7% |
109.36 |
| High |
108.87 |
109.21 |
0.34 |
0.3% |
109.80 |
| Low |
108.18 |
108.60 |
0.42 |
0.4% |
106.24 |
| Close |
108.81 |
109.17 |
0.36 |
0.3% |
108.48 |
| Range |
0.69 |
0.61 |
-0.08 |
-11.6% |
3.56 |
| ATR |
1.44 |
1.38 |
-0.06 |
-4.1% |
0.00 |
| Volume |
7,587 |
3,399 |
-4,188 |
-55.2% |
31,680 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.82 |
110.61 |
109.51 |
|
| R3 |
110.21 |
110.00 |
109.34 |
|
| R2 |
109.60 |
109.60 |
109.28 |
|
| R1 |
109.39 |
109.39 |
109.23 |
109.50 |
| PP |
108.99 |
108.99 |
108.99 |
109.05 |
| S1 |
108.78 |
108.78 |
109.11 |
108.89 |
| S2 |
108.38 |
108.38 |
109.06 |
|
| S3 |
107.77 |
108.17 |
109.00 |
|
| S4 |
107.16 |
107.56 |
108.83 |
|
|
| 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 |
110.81 |
|
1.618 |
110.20 |
|
1.000 |
109.82 |
|
0.618 |
109.59 |
|
HIGH |
109.21 |
|
0.618 |
108.98 |
|
0.500 |
108.91 |
|
0.382 |
108.83 |
|
LOW |
108.60 |
|
0.618 |
108.22 |
|
1.000 |
107.99 |
|
1.618 |
107.61 |
|
2.618 |
107.00 |
|
4.250 |
106.01 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.08 |
108.82 |
| PP |
108.99 |
108.46 |
| S1 |
108.91 |
108.11 |
|