NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
107.45 |
105.40 |
-2.05 |
-1.9% |
108.23 |
High |
107.55 |
106.05 |
-1.50 |
-1.4% |
109.21 |
Low |
104.50 |
104.85 |
0.35 |
0.3% |
104.50 |
Close |
104.84 |
105.05 |
0.21 |
0.2% |
105.05 |
Range |
3.05 |
1.20 |
-1.85 |
-60.7% |
4.71 |
ATR |
1.56 |
1.53 |
-0.02 |
-1.6% |
0.00 |
Volume |
3,378 |
8,406 |
5,028 |
148.8% |
26,605 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.92 |
108.18 |
105.71 |
|
R3 |
107.72 |
106.98 |
105.38 |
|
R2 |
106.52 |
106.52 |
105.27 |
|
R1 |
105.78 |
105.78 |
105.16 |
105.55 |
PP |
105.32 |
105.32 |
105.32 |
105.20 |
S1 |
104.58 |
104.58 |
104.94 |
104.35 |
S2 |
104.12 |
104.12 |
104.83 |
|
S3 |
102.92 |
103.38 |
104.72 |
|
S4 |
101.72 |
102.18 |
104.39 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.38 |
117.43 |
107.64 |
|
R3 |
115.67 |
112.72 |
106.35 |
|
R2 |
110.96 |
110.96 |
105.91 |
|
R1 |
108.01 |
108.01 |
105.48 |
107.13 |
PP |
106.25 |
106.25 |
106.25 |
105.82 |
S1 |
103.30 |
103.30 |
104.62 |
102.42 |
S2 |
101.54 |
101.54 |
104.19 |
|
S3 |
96.83 |
98.59 |
103.75 |
|
S4 |
92.12 |
93.88 |
102.46 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.15 |
2.618 |
109.19 |
1.618 |
107.99 |
1.000 |
107.25 |
0.618 |
106.79 |
HIGH |
106.05 |
0.618 |
105.59 |
0.500 |
105.45 |
0.382 |
105.31 |
LOW |
104.85 |
0.618 |
104.11 |
1.000 |
103.65 |
1.618 |
102.91 |
2.618 |
101.71 |
4.250 |
99.75 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
105.45 |
106.60 |
PP |
105.32 |
106.08 |
S1 |
105.18 |
105.57 |
|