NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
103.26 |
98.77 |
-4.49 |
-4.3% |
106.24 |
| High |
103.28 |
101.13 |
-2.15 |
-2.1% |
108.80 |
| Low |
98.30 |
97.61 |
-0.69 |
-0.7% |
100.90 |
| Close |
98.58 |
99.58 |
1.00 |
1.0% |
102.95 |
| Range |
4.98 |
3.52 |
-1.46 |
-29.3% |
7.90 |
| ATR |
3.08 |
3.11 |
0.03 |
1.0% |
0.00 |
| Volume |
94,158 |
77,198 |
-16,960 |
-18.0% |
463,824 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.00 |
108.31 |
101.52 |
|
| R3 |
106.48 |
104.79 |
100.55 |
|
| R2 |
102.96 |
102.96 |
100.23 |
|
| R1 |
101.27 |
101.27 |
99.90 |
102.12 |
| PP |
99.44 |
99.44 |
99.44 |
99.86 |
| S1 |
97.75 |
97.75 |
99.26 |
98.60 |
| S2 |
95.92 |
95.92 |
98.93 |
|
| S3 |
92.40 |
94.23 |
98.61 |
|
| S4 |
88.88 |
90.71 |
97.64 |
|
|
| 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 |
107.12 |
97.61 |
9.51 |
9.6% |
3.95 |
4.0% |
21% |
False |
True |
79,305 |
| 10 |
108.80 |
97.61 |
11.19 |
11.2% |
3.25 |
3.3% |
18% |
False |
True |
86,651 |
| 20 |
108.80 |
91.97 |
16.83 |
16.9% |
3.48 |
3.5% |
45% |
False |
False |
87,577 |
| 40 |
108.80 |
90.50 |
18.30 |
18.4% |
2.66 |
2.7% |
50% |
False |
False |
83,694 |
| 60 |
108.80 |
90.07 |
18.73 |
18.8% |
2.32 |
2.3% |
51% |
False |
False |
69,266 |
| 80 |
108.80 |
82.46 |
26.34 |
26.5% |
2.18 |
2.2% |
65% |
False |
False |
59,695 |
| 100 |
108.80 |
82.46 |
26.34 |
26.5% |
2.04 |
2.1% |
65% |
False |
False |
51,686 |
| 120 |
108.80 |
80.00 |
28.80 |
28.9% |
2.02 |
2.0% |
68% |
False |
False |
46,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.09 |
|
2.618 |
110.35 |
|
1.618 |
106.83 |
|
1.000 |
104.65 |
|
0.618 |
103.31 |
|
HIGH |
101.13 |
|
0.618 |
99.79 |
|
0.500 |
99.37 |
|
0.382 |
98.95 |
|
LOW |
97.61 |
|
0.618 |
95.43 |
|
1.000 |
94.09 |
|
1.618 |
91.91 |
|
2.618 |
88.39 |
|
4.250 |
82.65 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.51 |
100.50 |
| PP |
99.44 |
100.19 |
| S1 |
99.37 |
99.89 |
|