NYMEX Light Sweet Crude Oil Future December 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 |
108.85 |
107.81 |
-1.04 |
-1.0% |
109.97 |
| High |
108.90 |
107.81 |
-1.09 |
-1.0% |
110.02 |
| Low |
106.84 |
104.38 |
-2.46 |
-2.3% |
106.30 |
| Close |
107.58 |
105.02 |
-2.56 |
-2.4% |
108.55 |
| Range |
2.06 |
3.43 |
1.37 |
66.5% |
3.72 |
| ATR |
|
|
|
|
|
| Volume |
34,362 |
44,264 |
9,902 |
28.8% |
199,457 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.03 |
113.95 |
106.91 |
|
| R3 |
112.60 |
110.52 |
105.96 |
|
| R2 |
109.17 |
109.17 |
105.65 |
|
| R1 |
107.09 |
107.09 |
105.33 |
106.42 |
| PP |
105.74 |
105.74 |
105.74 |
105.40 |
| S1 |
103.66 |
103.66 |
104.71 |
102.99 |
| S2 |
102.31 |
102.31 |
104.39 |
|
| S3 |
98.88 |
100.23 |
104.08 |
|
| S4 |
95.45 |
96.80 |
103.13 |
|
|
| 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 |
122.39 |
|
2.618 |
116.79 |
|
1.618 |
113.36 |
|
1.000 |
111.24 |
|
0.618 |
109.93 |
|
HIGH |
107.81 |
|
0.618 |
106.50 |
|
0.500 |
106.10 |
|
0.382 |
105.69 |
|
LOW |
104.38 |
|
0.618 |
102.26 |
|
1.000 |
100.95 |
|
1.618 |
98.83 |
|
2.618 |
95.40 |
|
4.250 |
89.80 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.10 |
106.89 |
| PP |
105.74 |
106.26 |
| S1 |
105.38 |
105.64 |
|