NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
103.02 |
102.74 |
-0.28 |
-0.3% |
101.64 |
| High |
104.27 |
105.18 |
0.91 |
0.9% |
104.54 |
| Low |
102.60 |
102.10 |
-0.50 |
-0.5% |
97.02 |
| Close |
103.09 |
104.97 |
1.88 |
1.8% |
101.85 |
| Range |
1.67 |
3.08 |
1.41 |
84.4% |
7.52 |
| ATR |
3.30 |
3.29 |
-0.02 |
-0.5% |
0.00 |
| Volume |
229,337 |
292,810 |
63,473 |
27.7% |
887,062 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.32 |
112.23 |
106.66 |
|
| R3 |
110.24 |
109.15 |
105.82 |
|
| R2 |
107.16 |
107.16 |
105.53 |
|
| R1 |
106.07 |
106.07 |
105.25 |
106.62 |
| PP |
104.08 |
104.08 |
104.08 |
104.36 |
| S1 |
102.99 |
102.99 |
104.69 |
103.54 |
| S2 |
101.00 |
101.00 |
104.41 |
|
| S3 |
97.92 |
99.91 |
104.12 |
|
| S4 |
94.84 |
96.83 |
103.28 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.70 |
120.29 |
105.99 |
|
| R3 |
116.18 |
112.77 |
103.92 |
|
| R2 |
108.66 |
108.66 |
103.23 |
|
| R1 |
105.25 |
105.25 |
102.54 |
106.96 |
| PP |
101.14 |
101.14 |
101.14 |
101.99 |
| S1 |
97.73 |
97.73 |
101.16 |
99.44 |
| S2 |
93.62 |
93.62 |
100.47 |
|
| S3 |
86.10 |
90.21 |
99.78 |
|
| S4 |
78.58 |
82.69 |
97.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.18 |
97.02 |
8.16 |
7.8% |
3.43 |
3.3% |
97% |
True |
False |
219,547 |
| 10 |
106.78 |
97.02 |
9.76 |
9.3% |
3.55 |
3.4% |
81% |
False |
False |
187,393 |
| 20 |
108.25 |
96.45 |
11.80 |
11.2% |
3.66 |
3.5% |
72% |
False |
False |
156,632 |
| 40 |
108.25 |
89.40 |
18.85 |
18.0% |
2.93 |
2.8% |
83% |
False |
False |
130,069 |
| 60 |
108.25 |
89.40 |
18.85 |
18.0% |
2.54 |
2.4% |
83% |
False |
False |
101,434 |
| 80 |
108.25 |
84.57 |
23.68 |
22.6% |
2.28 |
2.2% |
86% |
False |
False |
80,278 |
| 100 |
108.25 |
82.22 |
26.03 |
24.8% |
2.11 |
2.0% |
87% |
False |
False |
66,122 |
| 120 |
108.25 |
82.22 |
26.03 |
24.8% |
1.98 |
1.9% |
87% |
False |
False |
56,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.27 |
|
2.618 |
113.24 |
|
1.618 |
110.16 |
|
1.000 |
108.26 |
|
0.618 |
107.08 |
|
HIGH |
105.18 |
|
0.618 |
104.00 |
|
0.500 |
103.64 |
|
0.382 |
103.28 |
|
LOW |
102.10 |
|
0.618 |
100.20 |
|
1.000 |
99.02 |
|
1.618 |
97.12 |
|
2.618 |
94.04 |
|
4.250 |
89.01 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.53 |
104.35 |
| PP |
104.08 |
103.72 |
| S1 |
103.64 |
103.10 |
|