NYMEX Light Sweet Crude Oil Future April 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 |
101.86 |
97.40 |
-4.46 |
-4.4% |
104.65 |
| High |
101.87 |
99.60 |
-2.27 |
-2.2% |
106.95 |
| Low |
96.71 |
96.22 |
-0.49 |
-0.5% |
99.01 |
| Close |
97.18 |
97.98 |
0.80 |
0.8% |
101.16 |
| Range |
5.16 |
3.38 |
-1.78 |
-34.5% |
7.94 |
| ATR |
3.31 |
3.31 |
0.01 |
0.2% |
0.00 |
| Volume |
363,743 |
331,072 |
-32,671 |
-9.0% |
1,783,961 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.07 |
106.41 |
99.84 |
|
| R3 |
104.69 |
103.03 |
98.91 |
|
| R2 |
101.31 |
101.31 |
98.60 |
|
| R1 |
99.65 |
99.65 |
98.29 |
100.48 |
| PP |
97.93 |
97.93 |
97.93 |
98.35 |
| S1 |
96.27 |
96.27 |
97.67 |
97.10 |
| S2 |
94.55 |
94.55 |
97.36 |
|
| S3 |
91.17 |
92.89 |
97.05 |
|
| S4 |
87.79 |
89.51 |
96.12 |
|
|
| 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 |
105.06 |
96.22 |
8.84 |
9.0% |
4.02 |
4.1% |
20% |
False |
True |
333,597 |
| 10 |
106.95 |
96.22 |
10.73 |
11.0% |
3.35 |
3.4% |
16% |
False |
True |
345,169 |
| 20 |
106.95 |
87.09 |
19.86 |
20.3% |
3.74 |
3.8% |
55% |
False |
False |
326,446 |
| 40 |
106.95 |
87.09 |
19.86 |
20.3% |
2.94 |
3.0% |
55% |
False |
False |
248,762 |
| 60 |
106.95 |
87.09 |
19.86 |
20.3% |
2.52 |
2.6% |
55% |
False |
False |
186,553 |
| 80 |
106.95 |
81.81 |
25.14 |
25.7% |
2.35 |
2.4% |
64% |
False |
False |
145,605 |
| 100 |
106.95 |
81.81 |
25.14 |
25.7% |
2.17 |
2.2% |
64% |
False |
False |
119,048 |
| 120 |
106.95 |
79.25 |
27.70 |
28.3% |
2.08 |
2.1% |
68% |
False |
False |
100,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.97 |
|
2.618 |
108.45 |
|
1.618 |
105.07 |
|
1.000 |
102.98 |
|
0.618 |
101.69 |
|
HIGH |
99.60 |
|
0.618 |
98.31 |
|
0.500 |
97.91 |
|
0.382 |
97.51 |
|
LOW |
96.22 |
|
0.618 |
94.13 |
|
1.000 |
92.84 |
|
1.618 |
90.75 |
|
2.618 |
87.37 |
|
4.250 |
81.86 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.96 |
99.05 |
| PP |
97.93 |
98.69 |
| S1 |
97.91 |
98.34 |
|