NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
102.18 |
103.26 |
1.08 |
1.1% |
106.24 |
| High |
103.38 |
103.28 |
-0.10 |
-0.1% |
108.80 |
| Low |
100.47 |
98.30 |
-2.17 |
-2.2% |
100.90 |
| Close |
102.79 |
98.58 |
-4.21 |
-4.1% |
102.95 |
| Range |
2.91 |
4.98 |
2.07 |
71.1% |
7.90 |
| ATR |
2.93 |
3.08 |
0.15 |
5.0% |
0.00 |
| Volume |
52,457 |
94,158 |
41,701 |
79.5% |
463,824 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.99 |
111.77 |
101.32 |
|
| R3 |
110.01 |
106.79 |
99.95 |
|
| R2 |
105.03 |
105.03 |
99.49 |
|
| R1 |
101.81 |
101.81 |
99.04 |
100.93 |
| PP |
100.05 |
100.05 |
100.05 |
99.62 |
| S1 |
96.83 |
96.83 |
98.12 |
95.95 |
| S2 |
95.07 |
95.07 |
97.67 |
|
| S3 |
90.09 |
91.85 |
97.21 |
|
| S4 |
85.11 |
86.87 |
95.84 |
|
|
| 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 |
107.32 |
98.30 |
9.02 |
9.1% |
3.58 |
3.6% |
3% |
False |
True |
81,517 |
| 10 |
108.80 |
98.30 |
10.50 |
10.7% |
3.19 |
3.2% |
3% |
False |
True |
89,139 |
| 20 |
108.80 |
91.97 |
16.83 |
17.1% |
3.44 |
3.5% |
39% |
False |
False |
87,577 |
| 40 |
108.80 |
90.50 |
18.30 |
18.6% |
2.61 |
2.6% |
44% |
False |
False |
83,251 |
| 60 |
108.80 |
90.04 |
18.76 |
19.0% |
2.28 |
2.3% |
46% |
False |
False |
68,672 |
| 80 |
108.80 |
82.46 |
26.34 |
26.7% |
2.15 |
2.2% |
61% |
False |
False |
59,163 |
| 100 |
108.80 |
82.46 |
26.34 |
26.7% |
2.03 |
2.1% |
61% |
False |
False |
51,168 |
| 120 |
108.80 |
79.39 |
29.41 |
29.8% |
2.00 |
2.0% |
65% |
False |
False |
46,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.45 |
|
2.618 |
116.32 |
|
1.618 |
111.34 |
|
1.000 |
108.26 |
|
0.618 |
106.36 |
|
HIGH |
103.28 |
|
0.618 |
101.38 |
|
0.500 |
100.79 |
|
0.382 |
100.20 |
|
LOW |
98.30 |
|
0.618 |
95.22 |
|
1.000 |
93.32 |
|
1.618 |
90.24 |
|
2.618 |
85.26 |
|
4.250 |
77.14 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.79 |
101.52 |
| PP |
100.05 |
100.54 |
| S1 |
99.32 |
99.56 |
|