NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.69 |
107.45 |
-1.24 |
-1.1% |
109.36 |
| High |
108.69 |
107.55 |
-1.14 |
-1.0% |
109.80 |
| Low |
106.95 |
104.50 |
-2.45 |
-2.3% |
106.24 |
| Close |
107.42 |
104.84 |
-2.58 |
-2.4% |
108.48 |
| Range |
1.74 |
3.05 |
1.31 |
75.3% |
3.56 |
| ATR |
1.44 |
1.56 |
0.11 |
8.0% |
0.00 |
| Volume |
3,835 |
3,378 |
-457 |
-11.9% |
31,680 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.78 |
112.86 |
106.52 |
|
| R3 |
111.73 |
109.81 |
105.68 |
|
| R2 |
108.68 |
108.68 |
105.40 |
|
| R1 |
106.76 |
106.76 |
105.12 |
106.20 |
| PP |
105.63 |
105.63 |
105.63 |
105.35 |
| S1 |
103.71 |
103.71 |
104.56 |
103.15 |
| S2 |
102.58 |
102.58 |
104.28 |
|
| S3 |
99.53 |
100.66 |
104.00 |
|
| S4 |
96.48 |
97.61 |
103.16 |
|
|
| 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 |
120.51 |
|
2.618 |
115.53 |
|
1.618 |
112.48 |
|
1.000 |
110.60 |
|
0.618 |
109.43 |
|
HIGH |
107.55 |
|
0.618 |
106.38 |
|
0.500 |
106.03 |
|
0.382 |
105.67 |
|
LOW |
104.50 |
|
0.618 |
102.62 |
|
1.000 |
101.45 |
|
1.618 |
99.57 |
|
2.618 |
96.52 |
|
4.250 |
91.54 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.03 |
106.86 |
| PP |
105.63 |
106.18 |
| S1 |
105.24 |
105.51 |
|