NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
103.65 |
99.80 |
-3.85 |
-3.7% |
106.89 |
| High |
103.96 |
101.93 |
-2.03 |
-2.0% |
109.18 |
| Low |
99.47 |
98.51 |
-0.96 |
-1.0% |
101.82 |
| Close |
99.48 |
100.55 |
1.07 |
1.1% |
103.83 |
| Range |
4.49 |
3.42 |
-1.07 |
-23.8% |
7.36 |
| ATR |
2.58 |
2.64 |
0.06 |
2.3% |
0.00 |
| Volume |
9,498 |
14,497 |
4,999 |
52.6% |
131,368 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.59 |
108.99 |
102.43 |
|
| R3 |
107.17 |
105.57 |
101.49 |
|
| R2 |
103.75 |
103.75 |
101.18 |
|
| R1 |
102.15 |
102.15 |
100.86 |
102.95 |
| PP |
100.33 |
100.33 |
100.33 |
100.73 |
| S1 |
98.73 |
98.73 |
100.24 |
99.53 |
| S2 |
96.91 |
96.91 |
99.92 |
|
| S3 |
93.49 |
95.31 |
99.61 |
|
| S4 |
90.07 |
91.89 |
98.67 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.02 |
122.79 |
107.88 |
|
| R3 |
119.66 |
115.43 |
105.85 |
|
| R2 |
112.30 |
112.30 |
105.18 |
|
| R1 |
108.07 |
108.07 |
104.50 |
106.51 |
| PP |
104.94 |
104.94 |
104.94 |
104.16 |
| S1 |
100.71 |
100.71 |
103.16 |
99.15 |
| S2 |
97.58 |
97.58 |
102.48 |
|
| S3 |
90.22 |
93.35 |
101.81 |
|
| S4 |
82.86 |
85.99 |
99.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.67 |
98.51 |
9.16 |
9.1% |
3.44 |
3.4% |
22% |
False |
True |
17,448 |
| 10 |
109.18 |
98.51 |
10.67 |
10.6% |
2.73 |
2.7% |
19% |
False |
True |
20,829 |
| 20 |
109.18 |
93.92 |
15.26 |
15.2% |
2.81 |
2.8% |
43% |
False |
False |
22,384 |
| 40 |
109.18 |
91.88 |
17.30 |
17.2% |
2.18 |
2.2% |
50% |
False |
False |
18,665 |
| 60 |
109.18 |
90.58 |
18.60 |
18.5% |
1.89 |
1.9% |
54% |
False |
False |
14,627 |
| 80 |
109.18 |
83.43 |
25.75 |
25.6% |
1.71 |
1.7% |
66% |
False |
False |
11,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.47 |
|
2.618 |
110.88 |
|
1.618 |
107.46 |
|
1.000 |
105.35 |
|
0.618 |
104.04 |
|
HIGH |
101.93 |
|
0.618 |
100.62 |
|
0.500 |
100.22 |
|
0.382 |
99.82 |
|
LOW |
98.51 |
|
0.618 |
96.40 |
|
1.000 |
95.09 |
|
1.618 |
92.98 |
|
2.618 |
89.56 |
|
4.250 |
83.98 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.44 |
101.24 |
| PP |
100.33 |
101.01 |
| S1 |
100.22 |
100.78 |
|