NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.97 |
108.69 |
-0.28 |
-0.3% |
109.36 |
| High |
109.21 |
108.69 |
-0.52 |
-0.5% |
109.80 |
| Low |
108.60 |
106.95 |
-1.65 |
-1.5% |
106.24 |
| Close |
109.17 |
107.42 |
-1.75 |
-1.6% |
108.48 |
| Range |
0.61 |
1.74 |
1.13 |
185.2% |
3.56 |
| ATR |
1.38 |
1.44 |
0.06 |
4.3% |
0.00 |
| Volume |
3,399 |
3,835 |
436 |
12.8% |
31,680 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.91 |
111.90 |
108.38 |
|
| R3 |
111.17 |
110.16 |
107.90 |
|
| R2 |
109.43 |
109.43 |
107.74 |
|
| R1 |
108.42 |
108.42 |
107.58 |
108.06 |
| PP |
107.69 |
107.69 |
107.69 |
107.50 |
| S1 |
106.68 |
106.68 |
107.26 |
106.32 |
| S2 |
105.95 |
105.95 |
107.10 |
|
| S3 |
104.21 |
104.94 |
106.94 |
|
| S4 |
102.47 |
103.20 |
106.46 |
|
|
| 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 |
116.09 |
|
2.618 |
113.25 |
|
1.618 |
111.51 |
|
1.000 |
110.43 |
|
0.618 |
109.77 |
|
HIGH |
108.69 |
|
0.618 |
108.03 |
|
0.500 |
107.82 |
|
0.382 |
107.61 |
|
LOW |
106.95 |
|
0.618 |
105.87 |
|
1.000 |
105.21 |
|
1.618 |
104.13 |
|
2.618 |
102.39 |
|
4.250 |
99.56 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.82 |
108.08 |
| PP |
107.69 |
107.86 |
| S1 |
107.55 |
107.64 |
|