NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
100.31 |
101.86 |
1.55 |
1.5% |
104.65 |
| High |
101.60 |
101.87 |
0.27 |
0.3% |
106.95 |
| Low |
98.47 |
96.71 |
-1.76 |
-1.8% |
99.01 |
| Close |
101.19 |
97.18 |
-4.01 |
-4.0% |
101.16 |
| Range |
3.13 |
5.16 |
2.03 |
64.9% |
7.94 |
| ATR |
3.17 |
3.31 |
0.14 |
4.5% |
0.00 |
| Volume |
264,892 |
363,743 |
98,851 |
37.3% |
1,783,961 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.07 |
110.78 |
100.02 |
|
| R3 |
108.91 |
105.62 |
98.60 |
|
| R2 |
103.75 |
103.75 |
98.13 |
|
| R1 |
100.46 |
100.46 |
97.65 |
99.53 |
| PP |
98.59 |
98.59 |
98.59 |
98.12 |
| S1 |
95.30 |
95.30 |
96.71 |
94.37 |
| S2 |
93.43 |
93.43 |
96.23 |
|
| S3 |
88.27 |
90.14 |
95.76 |
|
| S4 |
83.11 |
84.98 |
94.34 |
|
|
| 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 |
96.71 |
9.21 |
9.5% |
3.75 |
3.9% |
5% |
False |
True |
331,136 |
| 10 |
106.95 |
96.71 |
10.24 |
10.5% |
3.34 |
3.4% |
5% |
False |
True |
354,064 |
| 20 |
106.95 |
87.09 |
19.86 |
20.4% |
3.70 |
3.8% |
51% |
False |
False |
320,824 |
| 40 |
106.95 |
87.09 |
19.86 |
20.4% |
2.89 |
3.0% |
51% |
False |
False |
243,826 |
| 60 |
106.95 |
87.09 |
19.86 |
20.4% |
2.49 |
2.6% |
51% |
False |
False |
181,638 |
| 80 |
106.95 |
81.81 |
25.14 |
25.9% |
2.33 |
2.4% |
61% |
False |
False |
141,670 |
| 100 |
106.95 |
81.81 |
25.14 |
25.9% |
2.15 |
2.2% |
61% |
False |
False |
115,847 |
| 120 |
106.95 |
78.63 |
28.32 |
29.1% |
2.06 |
2.1% |
66% |
False |
False |
98,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.80 |
|
2.618 |
115.38 |
|
1.618 |
110.22 |
|
1.000 |
107.03 |
|
0.618 |
105.06 |
|
HIGH |
101.87 |
|
0.618 |
99.90 |
|
0.500 |
99.29 |
|
0.382 |
98.68 |
|
LOW |
96.71 |
|
0.618 |
93.52 |
|
1.000 |
91.55 |
|
1.618 |
88.36 |
|
2.618 |
83.20 |
|
4.250 |
74.78 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.29 |
99.86 |
| PP |
98.59 |
98.96 |
| S1 |
97.88 |
98.07 |
|