NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
99.37 |
99.72 |
0.35 |
0.4% |
106.52 |
| High |
101.64 |
104.14 |
2.50 |
2.5% |
109.10 |
| Low |
98.20 |
98.88 |
0.68 |
0.7% |
101.44 |
| Close |
100.15 |
103.60 |
3.45 |
3.4% |
103.46 |
| Range |
3.44 |
5.26 |
1.82 |
52.9% |
7.66 |
| ATR |
2.90 |
3.06 |
0.17 |
5.8% |
0.00 |
| Volume |
29,754 |
27,199 |
-2,555 |
-8.6% |
201,638 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.99 |
116.05 |
106.49 |
|
| R3 |
112.73 |
110.79 |
105.05 |
|
| R2 |
107.47 |
107.47 |
104.56 |
|
| R1 |
105.53 |
105.53 |
104.08 |
106.50 |
| PP |
102.21 |
102.21 |
102.21 |
102.69 |
| S1 |
100.27 |
100.27 |
103.12 |
101.24 |
| S2 |
96.95 |
96.95 |
102.64 |
|
| S3 |
91.69 |
95.01 |
102.15 |
|
| S4 |
86.43 |
89.75 |
100.71 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.65 |
123.21 |
107.67 |
|
| R3 |
119.99 |
115.55 |
105.57 |
|
| R2 |
112.33 |
112.33 |
104.86 |
|
| R1 |
107.89 |
107.89 |
104.16 |
106.28 |
| PP |
104.67 |
104.67 |
104.67 |
103.86 |
| S1 |
100.23 |
100.23 |
102.76 |
98.62 |
| S2 |
97.01 |
97.01 |
102.06 |
|
| S3 |
89.35 |
92.57 |
101.35 |
|
| S4 |
81.69 |
84.91 |
99.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.16 |
98.20 |
6.96 |
6.7% |
3.95 |
3.8% |
78% |
False |
False |
29,952 |
| 10 |
109.10 |
98.20 |
10.90 |
10.5% |
3.35 |
3.2% |
50% |
False |
False |
33,663 |
| 20 |
109.10 |
93.10 |
16.00 |
15.4% |
3.40 |
3.3% |
66% |
False |
False |
36,856 |
| 40 |
109.10 |
91.36 |
17.74 |
17.1% |
2.55 |
2.5% |
69% |
False |
False |
31,694 |
| 60 |
109.10 |
91.28 |
17.82 |
17.2% |
2.17 |
2.1% |
69% |
False |
False |
25,267 |
| 80 |
109.10 |
83.16 |
25.94 |
25.0% |
1.96 |
1.9% |
79% |
False |
False |
20,552 |
| 100 |
109.10 |
83.16 |
25.94 |
25.0% |
1.76 |
1.7% |
79% |
False |
False |
17,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.50 |
|
2.618 |
117.91 |
|
1.618 |
112.65 |
|
1.000 |
109.40 |
|
0.618 |
107.39 |
|
HIGH |
104.14 |
|
0.618 |
102.13 |
|
0.500 |
101.51 |
|
0.382 |
100.89 |
|
LOW |
98.88 |
|
0.618 |
95.63 |
|
1.000 |
93.62 |
|
1.618 |
90.37 |
|
2.618 |
85.11 |
|
4.250 |
76.53 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.90 |
102.79 |
| PP |
102.21 |
101.98 |
| S1 |
101.51 |
101.17 |
|