NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
102.64 |
100.31 |
-2.33 |
-2.3% |
104.65 |
| High |
103.00 |
101.60 |
-1.40 |
-1.4% |
106.95 |
| Low |
99.01 |
98.47 |
-0.54 |
-0.5% |
99.01 |
| Close |
101.16 |
101.19 |
0.03 |
0.0% |
101.16 |
| Range |
3.99 |
3.13 |
-0.86 |
-21.6% |
7.94 |
| ATR |
3.17 |
3.17 |
0.00 |
-0.1% |
0.00 |
| Volume |
309,906 |
264,892 |
-45,014 |
-14.5% |
1,783,961 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.81 |
108.63 |
102.91 |
|
| R3 |
106.68 |
105.50 |
102.05 |
|
| R2 |
103.55 |
103.55 |
101.76 |
|
| R1 |
102.37 |
102.37 |
101.48 |
102.96 |
| PP |
100.42 |
100.42 |
100.42 |
100.72 |
| S1 |
99.24 |
99.24 |
100.90 |
99.83 |
| S2 |
97.29 |
97.29 |
100.62 |
|
| S3 |
94.16 |
96.11 |
100.33 |
|
| S4 |
91.03 |
92.98 |
99.47 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.19 |
121.62 |
105.53 |
|
| R3 |
118.25 |
113.68 |
103.34 |
|
| R2 |
110.31 |
110.31 |
102.62 |
|
| R1 |
105.74 |
105.74 |
101.89 |
104.06 |
| PP |
102.37 |
102.37 |
102.37 |
101.53 |
| S1 |
97.80 |
97.80 |
100.43 |
96.12 |
| S2 |
94.43 |
94.43 |
99.70 |
|
| S3 |
86.49 |
89.86 |
98.98 |
|
| S4 |
78.55 |
81.92 |
96.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.92 |
98.47 |
7.45 |
7.4% |
3.21 |
3.2% |
37% |
False |
True |
335,476 |
| 10 |
106.95 |
96.37 |
10.58 |
10.5% |
3.25 |
3.2% |
46% |
False |
False |
347,613 |
| 20 |
106.95 |
87.09 |
19.86 |
19.6% |
3.53 |
3.5% |
71% |
False |
False |
315,070 |
| 40 |
106.95 |
87.09 |
19.86 |
19.6% |
2.79 |
2.8% |
71% |
False |
False |
237,566 |
| 60 |
106.95 |
87.09 |
19.86 |
19.6% |
2.42 |
2.4% |
71% |
False |
False |
176,124 |
| 80 |
106.95 |
81.81 |
25.14 |
24.8% |
2.29 |
2.3% |
77% |
False |
False |
137,311 |
| 100 |
106.95 |
81.81 |
25.14 |
24.8% |
2.12 |
2.1% |
77% |
False |
False |
112,307 |
| 120 |
106.95 |
78.63 |
28.32 |
28.0% |
2.03 |
2.0% |
80% |
False |
False |
95,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.90 |
|
2.618 |
109.79 |
|
1.618 |
106.66 |
|
1.000 |
104.73 |
|
0.618 |
103.53 |
|
HIGH |
101.60 |
|
0.618 |
100.40 |
|
0.500 |
100.04 |
|
0.382 |
99.67 |
|
LOW |
98.47 |
|
0.618 |
96.54 |
|
1.000 |
95.34 |
|
1.618 |
93.41 |
|
2.618 |
90.28 |
|
4.250 |
85.17 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.81 |
101.77 |
| PP |
100.42 |
101.57 |
| S1 |
100.04 |
101.38 |
|