NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.46 |
105.43 |
-0.03 |
0.0% |
103.02 |
| High |
105.95 |
105.76 |
-0.19 |
-0.2% |
106.69 |
| Low |
104.50 |
103.60 |
-0.90 |
-0.9% |
102.10 |
| Close |
105.40 |
103.98 |
-1.42 |
-1.3% |
105.40 |
| Range |
1.45 |
2.16 |
0.71 |
49.0% |
4.59 |
| ATR |
2.99 |
2.93 |
-0.06 |
-2.0% |
0.00 |
| Volume |
219,777 |
211,557 |
-8,220 |
-3.7% |
1,227,132 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.93 |
109.61 |
105.17 |
|
| R3 |
108.77 |
107.45 |
104.57 |
|
| R2 |
106.61 |
106.61 |
104.38 |
|
| R1 |
105.29 |
105.29 |
104.18 |
104.87 |
| PP |
104.45 |
104.45 |
104.45 |
104.24 |
| S1 |
103.13 |
103.13 |
103.78 |
102.71 |
| S2 |
102.29 |
102.29 |
103.58 |
|
| S3 |
100.13 |
100.97 |
103.39 |
|
| S4 |
97.97 |
98.81 |
102.79 |
|
|
| 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% |
2.12 |
2.0% |
41% |
False |
False |
241,870 |
| 10 |
106.69 |
97.02 |
9.67 |
9.3% |
2.98 |
2.9% |
72% |
False |
False |
221,332 |
| 20 |
108.25 |
97.02 |
11.23 |
10.8% |
3.10 |
3.0% |
62% |
False |
False |
179,277 |
| 40 |
108.25 |
90.27 |
17.98 |
17.3% |
2.90 |
2.8% |
76% |
False |
False |
143,936 |
| 60 |
108.25 |
89.40 |
18.85 |
18.1% |
2.59 |
2.5% |
77% |
False |
False |
115,905 |
| 80 |
108.25 |
87.81 |
20.44 |
19.7% |
2.28 |
2.2% |
79% |
False |
False |
91,298 |
| 100 |
108.25 |
82.22 |
26.03 |
25.0% |
2.14 |
2.1% |
84% |
False |
False |
75,017 |
| 120 |
108.25 |
82.22 |
26.03 |
25.0% |
2.01 |
1.9% |
84% |
False |
False |
63,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.94 |
|
2.618 |
111.41 |
|
1.618 |
109.25 |
|
1.000 |
107.92 |
|
0.618 |
107.09 |
|
HIGH |
105.76 |
|
0.618 |
104.93 |
|
0.500 |
104.68 |
|
0.382 |
104.43 |
|
LOW |
103.60 |
|
0.618 |
102.27 |
|
1.000 |
101.44 |
|
1.618 |
100.11 |
|
2.618 |
97.95 |
|
4.250 |
94.42 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.68 |
105.15 |
| PP |
104.45 |
104.76 |
| S1 |
104.21 |
104.37 |
|