NYMEX Light Sweet Crude Oil Future December 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 |
108.95 |
108.85 |
-0.10 |
-0.1% |
109.97 |
High |
109.39 |
108.90 |
-0.49 |
-0.4% |
110.02 |
Low |
108.38 |
106.84 |
-1.54 |
-1.4% |
106.30 |
Close |
109.29 |
107.58 |
-1.71 |
-1.6% |
108.55 |
Range |
1.01 |
2.06 |
1.05 |
104.0% |
3.72 |
ATR |
|
|
|
|
|
Volume |
19,687 |
34,362 |
14,675 |
74.5% |
199,457 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.95 |
112.83 |
108.71 |
|
R3 |
111.89 |
110.77 |
108.15 |
|
R2 |
109.83 |
109.83 |
107.96 |
|
R1 |
108.71 |
108.71 |
107.77 |
108.24 |
PP |
107.77 |
107.77 |
107.77 |
107.54 |
S1 |
106.65 |
106.65 |
107.39 |
106.18 |
S2 |
105.71 |
105.71 |
107.20 |
|
S3 |
103.65 |
104.59 |
107.01 |
|
S4 |
101.59 |
102.53 |
106.45 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.45 |
117.72 |
110.60 |
|
R3 |
115.73 |
114.00 |
109.57 |
|
R2 |
112.01 |
112.01 |
109.23 |
|
R1 |
110.28 |
110.28 |
108.89 |
109.29 |
PP |
108.29 |
108.29 |
108.29 |
107.79 |
S1 |
106.56 |
106.56 |
108.21 |
105.57 |
S2 |
104.57 |
104.57 |
107.87 |
|
S3 |
100.85 |
102.84 |
107.53 |
|
S4 |
97.13 |
99.12 |
106.50 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.66 |
2.618 |
114.29 |
1.618 |
112.23 |
1.000 |
110.96 |
0.618 |
110.17 |
HIGH |
108.90 |
0.618 |
108.11 |
0.500 |
107.87 |
0.382 |
107.63 |
LOW |
106.84 |
0.618 |
105.57 |
1.000 |
104.78 |
1.618 |
103.51 |
2.618 |
101.45 |
4.250 |
98.09 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
107.87 |
108.12 |
PP |
107.77 |
107.94 |
S1 |
107.68 |
107.76 |
|