NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.45 |
102.18 |
-2.27 |
-2.2% |
106.24 |
| High |
104.73 |
103.38 |
-1.35 |
-1.3% |
108.80 |
| Low |
100.90 |
100.47 |
-0.43 |
-0.4% |
100.90 |
| Close |
102.95 |
102.79 |
-0.16 |
-0.2% |
102.95 |
| Range |
3.83 |
2.91 |
-0.92 |
-24.0% |
7.90 |
| ATR |
2.93 |
2.93 |
0.00 |
-0.1% |
0.00 |
| Volume |
75,733 |
52,457 |
-23,276 |
-30.7% |
463,824 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.94 |
109.78 |
104.39 |
|
| R3 |
108.03 |
106.87 |
103.59 |
|
| R2 |
105.12 |
105.12 |
103.32 |
|
| R1 |
103.96 |
103.96 |
103.06 |
104.54 |
| PP |
102.21 |
102.21 |
102.21 |
102.51 |
| S1 |
101.05 |
101.05 |
102.52 |
101.63 |
| S2 |
99.30 |
99.30 |
102.26 |
|
| S3 |
96.39 |
98.14 |
101.99 |
|
| S4 |
93.48 |
95.23 |
101.19 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.92 |
123.33 |
107.30 |
|
| R3 |
120.02 |
115.43 |
105.12 |
|
| R2 |
112.12 |
112.12 |
104.40 |
|
| R1 |
107.53 |
107.53 |
103.67 |
105.88 |
| PP |
104.22 |
104.22 |
104.22 |
103.39 |
| S1 |
99.63 |
99.63 |
102.23 |
97.98 |
| S2 |
96.32 |
96.32 |
101.50 |
|
| S3 |
88.42 |
91.73 |
100.78 |
|
| S4 |
80.52 |
83.83 |
98.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.63 |
100.47 |
7.16 |
7.0% |
3.06 |
3.0% |
32% |
False |
True |
84,132 |
| 10 |
108.80 |
98.94 |
9.86 |
9.6% |
3.10 |
3.0% |
39% |
False |
False |
87,707 |
| 20 |
108.80 |
91.97 |
16.83 |
16.4% |
3.28 |
3.2% |
64% |
False |
False |
86,610 |
| 40 |
108.80 |
90.50 |
18.30 |
17.8% |
2.52 |
2.4% |
67% |
False |
False |
82,446 |
| 60 |
108.80 |
90.04 |
18.76 |
18.3% |
2.21 |
2.1% |
68% |
False |
False |
67,575 |
| 80 |
108.80 |
82.46 |
26.34 |
25.6% |
2.11 |
2.1% |
77% |
False |
False |
58,347 |
| 100 |
108.80 |
82.46 |
26.34 |
25.6% |
2.00 |
1.9% |
77% |
False |
False |
50,468 |
| 120 |
108.80 |
79.39 |
29.41 |
28.6% |
1.97 |
1.9% |
80% |
False |
False |
45,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.75 |
|
2.618 |
111.00 |
|
1.618 |
108.09 |
|
1.000 |
106.29 |
|
0.618 |
105.18 |
|
HIGH |
103.38 |
|
0.618 |
102.27 |
|
0.500 |
101.93 |
|
0.382 |
101.58 |
|
LOW |
100.47 |
|
0.618 |
98.67 |
|
1.000 |
97.56 |
|
1.618 |
95.76 |
|
2.618 |
92.85 |
|
4.250 |
88.10 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.50 |
103.80 |
| PP |
102.21 |
103.46 |
| S1 |
101.93 |
103.13 |
|