NYMEX Light Sweet Crude Oil Future April 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 |
97.40 |
98.10 |
0.70 |
0.7% |
104.65 |
| High |
99.60 |
101.99 |
2.39 |
2.4% |
106.95 |
| Low |
96.22 |
96.60 |
0.38 |
0.4% |
99.01 |
| Close |
97.98 |
101.42 |
3.44 |
3.5% |
101.16 |
| Range |
3.38 |
5.39 |
2.01 |
59.5% |
7.94 |
| ATR |
3.31 |
3.46 |
0.15 |
4.5% |
0.00 |
| Volume |
331,072 |
231,661 |
-99,411 |
-30.0% |
1,783,961 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.17 |
114.19 |
104.38 |
|
| R3 |
110.78 |
108.80 |
102.90 |
|
| R2 |
105.39 |
105.39 |
102.41 |
|
| R1 |
103.41 |
103.41 |
101.91 |
104.40 |
| PP |
100.00 |
100.00 |
100.00 |
100.50 |
| S1 |
98.02 |
98.02 |
100.93 |
99.01 |
| S2 |
94.61 |
94.61 |
100.43 |
|
| S3 |
89.22 |
92.63 |
99.94 |
|
| S4 |
83.83 |
87.24 |
98.46 |
|
|
| 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 |
103.00 |
96.22 |
6.78 |
6.7% |
4.21 |
4.2% |
77% |
False |
False |
300,254 |
| 10 |
106.95 |
96.22 |
10.73 |
10.6% |
3.61 |
3.6% |
48% |
False |
False |
332,153 |
| 20 |
106.95 |
87.35 |
19.60 |
19.3% |
3.93 |
3.9% |
72% |
False |
False |
326,232 |
| 40 |
106.95 |
87.09 |
19.86 |
19.6% |
3.04 |
3.0% |
72% |
False |
False |
252,772 |
| 60 |
106.95 |
87.09 |
19.86 |
19.6% |
2.59 |
2.5% |
72% |
False |
False |
189,716 |
| 80 |
106.95 |
81.81 |
25.14 |
24.8% |
2.39 |
2.4% |
78% |
False |
False |
148,366 |
| 100 |
106.95 |
81.81 |
25.14 |
24.8% |
2.21 |
2.2% |
78% |
False |
False |
121,252 |
| 120 |
106.95 |
79.25 |
27.70 |
27.3% |
2.11 |
2.1% |
80% |
False |
False |
102,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.90 |
|
2.618 |
116.10 |
|
1.618 |
110.71 |
|
1.000 |
107.38 |
|
0.618 |
105.32 |
|
HIGH |
101.99 |
|
0.618 |
99.93 |
|
0.500 |
99.30 |
|
0.382 |
98.66 |
|
LOW |
96.60 |
|
0.618 |
93.27 |
|
1.000 |
91.21 |
|
1.618 |
87.88 |
|
2.618 |
82.49 |
|
4.250 |
73.69 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.71 |
100.65 |
| PP |
100.00 |
99.88 |
| S1 |
99.30 |
99.11 |
|