NYMEX Light Sweet Crude Oil Future December 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 |
107.81 |
105.49 |
-2.32 |
-2.2% |
108.49 |
| High |
107.81 |
106.26 |
-1.55 |
-1.4% |
109.39 |
| Low |
104.38 |
104.98 |
0.60 |
0.6% |
104.38 |
| Close |
105.02 |
105.23 |
0.21 |
0.2% |
105.23 |
| Range |
3.43 |
1.28 |
-2.15 |
-62.7% |
5.01 |
| ATR |
|
|
|
|
|
| Volume |
44,264 |
41,869 |
-2,395 |
-5.4% |
185,494 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.33 |
108.56 |
105.93 |
|
| R3 |
108.05 |
107.28 |
105.58 |
|
| R2 |
106.77 |
106.77 |
105.46 |
|
| R1 |
106.00 |
106.00 |
105.35 |
105.75 |
| PP |
105.49 |
105.49 |
105.49 |
105.36 |
| S1 |
104.72 |
104.72 |
105.11 |
104.47 |
| S2 |
104.21 |
104.21 |
105.00 |
|
| S3 |
102.93 |
103.44 |
104.88 |
|
| S4 |
101.65 |
102.16 |
104.53 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.36 |
118.31 |
107.99 |
|
| R3 |
116.35 |
113.30 |
106.61 |
|
| R2 |
111.34 |
111.34 |
106.15 |
|
| R1 |
108.29 |
108.29 |
105.69 |
107.31 |
| PP |
106.33 |
106.33 |
106.33 |
105.85 |
| S1 |
103.28 |
103.28 |
104.77 |
102.30 |
| S2 |
101.32 |
101.32 |
104.31 |
|
| S3 |
96.31 |
98.27 |
103.85 |
|
| S4 |
91.30 |
93.26 |
102.47 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.70 |
|
2.618 |
109.61 |
|
1.618 |
108.33 |
|
1.000 |
107.54 |
|
0.618 |
107.05 |
|
HIGH |
106.26 |
|
0.618 |
105.77 |
|
0.500 |
105.62 |
|
0.382 |
105.47 |
|
LOW |
104.98 |
|
0.618 |
104.19 |
|
1.000 |
103.70 |
|
1.618 |
102.91 |
|
2.618 |
101.63 |
|
4.250 |
99.54 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.62 |
106.64 |
| PP |
105.49 |
106.17 |
| S1 |
105.36 |
105.70 |
|