NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.45 |
104.31 |
-0.14 |
-0.1% |
103.02 |
| High |
105.15 |
106.83 |
1.68 |
1.6% |
106.69 |
| Low |
103.44 |
104.12 |
0.68 |
0.7% |
102.10 |
| Close |
104.27 |
106.72 |
2.45 |
2.3% |
105.40 |
| Range |
1.71 |
2.71 |
1.00 |
58.5% |
4.59 |
| ATR |
2.80 |
2.79 |
-0.01 |
-0.2% |
0.00 |
| Volume |
239,402 |
248,027 |
8,625 |
3.6% |
1,227,132 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.02 |
113.08 |
108.21 |
|
| R3 |
111.31 |
110.37 |
107.47 |
|
| R2 |
108.60 |
108.60 |
107.22 |
|
| R1 |
107.66 |
107.66 |
106.97 |
108.13 |
| PP |
105.89 |
105.89 |
105.89 |
106.13 |
| S1 |
104.95 |
104.95 |
106.47 |
105.42 |
| S2 |
103.18 |
103.18 |
106.22 |
|
| S3 |
100.47 |
102.24 |
105.97 |
|
| S4 |
97.76 |
99.53 |
105.23 |
|
|
| 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 |
106.83 |
102.70 |
4.13 |
3.9% |
2.07 |
1.9% |
97% |
True |
False |
230,783 |
| 10 |
106.83 |
101.01 |
5.82 |
5.5% |
2.25 |
2.1% |
98% |
True |
False |
237,708 |
| 20 |
108.25 |
97.02 |
11.23 |
10.5% |
2.92 |
2.7% |
86% |
False |
False |
196,957 |
| 40 |
108.25 |
90.27 |
17.98 |
16.8% |
2.92 |
2.7% |
91% |
False |
False |
152,933 |
| 60 |
108.25 |
89.40 |
18.85 |
17.7% |
2.58 |
2.4% |
92% |
False |
False |
126,931 |
| 80 |
108.25 |
88.68 |
19.57 |
18.3% |
2.31 |
2.2% |
92% |
False |
False |
99,681 |
| 100 |
108.25 |
82.22 |
26.03 |
24.4% |
2.17 |
2.0% |
94% |
False |
False |
81,917 |
| 120 |
108.25 |
82.22 |
26.03 |
24.4% |
2.02 |
1.9% |
94% |
False |
False |
69,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.35 |
|
2.618 |
113.92 |
|
1.618 |
111.21 |
|
1.000 |
109.54 |
|
0.618 |
108.50 |
|
HIGH |
106.83 |
|
0.618 |
105.79 |
|
0.500 |
105.48 |
|
0.382 |
105.16 |
|
LOW |
104.12 |
|
0.618 |
102.45 |
|
1.000 |
101.41 |
|
1.618 |
99.74 |
|
2.618 |
97.03 |
|
4.250 |
92.60 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.31 |
106.07 |
| PP |
105.89 |
105.42 |
| S1 |
105.48 |
104.77 |
|