NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.52 |
105.46 |
-0.06 |
-0.1% |
103.02 |
| High |
106.69 |
105.95 |
-0.74 |
-0.7% |
106.69 |
| Low |
104.76 |
104.50 |
-0.26 |
-0.2% |
102.10 |
| Close |
105.60 |
105.40 |
-0.20 |
-0.2% |
105.40 |
| Range |
1.93 |
1.45 |
-0.48 |
-24.9% |
4.59 |
| ATR |
3.10 |
2.99 |
-0.12 |
-3.8% |
0.00 |
| Volume |
245,551 |
219,777 |
-25,774 |
-10.5% |
1,227,132 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.63 |
108.97 |
106.20 |
|
| R3 |
108.18 |
107.52 |
105.80 |
|
| R2 |
106.73 |
106.73 |
105.67 |
|
| R1 |
106.07 |
106.07 |
105.53 |
105.68 |
| PP |
105.28 |
105.28 |
105.28 |
105.09 |
| S1 |
104.62 |
104.62 |
105.27 |
104.23 |
| S2 |
103.83 |
103.83 |
105.13 |
|
| S3 |
102.38 |
103.17 |
105.00 |
|
| S4 |
100.93 |
101.72 |
104.60 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.50 |
116.54 |
107.92 |
|
| R3 |
113.91 |
111.95 |
106.66 |
|
| R2 |
109.32 |
109.32 |
106.24 |
|
| R1 |
107.36 |
107.36 |
105.82 |
108.34 |
| PP |
104.73 |
104.73 |
104.73 |
105.22 |
| S1 |
102.77 |
102.77 |
104.98 |
103.75 |
| S2 |
100.14 |
100.14 |
104.56 |
|
| S3 |
95.55 |
98.18 |
104.14 |
|
| S4 |
90.96 |
93.59 |
102.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.69 |
102.10 |
4.59 |
4.4% |
2.02 |
1.9% |
72% |
False |
False |
245,426 |
| 10 |
106.69 |
97.02 |
9.67 |
9.2% |
3.07 |
2.9% |
87% |
False |
False |
211,419 |
| 20 |
108.25 |
97.02 |
11.23 |
10.7% |
3.14 |
3.0% |
75% |
False |
False |
172,507 |
| 40 |
108.25 |
90.27 |
17.98 |
17.1% |
2.93 |
2.8% |
84% |
False |
False |
141,553 |
| 60 |
108.25 |
89.40 |
18.85 |
17.9% |
2.59 |
2.5% |
85% |
False |
False |
112,624 |
| 80 |
108.25 |
86.45 |
21.80 |
20.7% |
2.27 |
2.2% |
87% |
False |
False |
88,773 |
| 100 |
108.25 |
82.22 |
26.03 |
24.7% |
2.13 |
2.0% |
89% |
False |
False |
73,011 |
| 120 |
108.25 |
82.22 |
26.03 |
24.7% |
2.00 |
1.9% |
89% |
False |
False |
61,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.11 |
|
2.618 |
109.75 |
|
1.618 |
108.30 |
|
1.000 |
107.40 |
|
0.618 |
106.85 |
|
HIGH |
105.95 |
|
0.618 |
105.40 |
|
0.500 |
105.23 |
|
0.382 |
105.05 |
|
LOW |
104.50 |
|
0.618 |
103.60 |
|
1.000 |
103.05 |
|
1.618 |
102.15 |
|
2.618 |
100.70 |
|
4.250 |
98.34 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.34 |
105.54 |
| PP |
105.28 |
105.49 |
| S1 |
105.23 |
105.45 |
|