NYMEX Light Sweet Crude Oil Future July 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 |
105.14 |
102.74 |
-2.40 |
-2.3% |
106.52 |
| High |
105.16 |
103.54 |
-1.62 |
-1.5% |
109.10 |
| Low |
101.44 |
101.07 |
-0.37 |
-0.4% |
101.44 |
| Close |
103.46 |
103.32 |
-0.14 |
-0.1% |
103.46 |
| Range |
3.72 |
2.47 |
-1.25 |
-33.6% |
7.66 |
| ATR |
2.72 |
2.70 |
-0.02 |
-0.7% |
0.00 |
| Volume |
43,412 |
31,015 |
-12,397 |
-28.6% |
201,638 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.05 |
109.16 |
104.68 |
|
| R3 |
107.58 |
106.69 |
104.00 |
|
| R2 |
105.11 |
105.11 |
103.77 |
|
| R1 |
104.22 |
104.22 |
103.55 |
104.67 |
| PP |
102.64 |
102.64 |
102.64 |
102.87 |
| S1 |
101.75 |
101.75 |
103.09 |
102.20 |
| S2 |
100.17 |
100.17 |
102.87 |
|
| S3 |
97.70 |
99.28 |
102.64 |
|
| S4 |
95.23 |
96.81 |
101.96 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.65 |
123.21 |
107.67 |
|
| R3 |
119.99 |
115.55 |
105.57 |
|
| R2 |
112.33 |
112.33 |
104.86 |
|
| R1 |
107.89 |
107.89 |
104.16 |
106.28 |
| PP |
104.67 |
104.67 |
104.67 |
103.86 |
| S1 |
100.23 |
100.23 |
102.76 |
98.62 |
| S2 |
97.01 |
97.01 |
102.06 |
|
| S3 |
89.35 |
92.57 |
101.35 |
|
| S4 |
81.69 |
84.91 |
99.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.91 |
101.07 |
6.84 |
6.6% |
2.91 |
2.8% |
33% |
False |
True |
37,659 |
| 10 |
109.10 |
100.00 |
9.10 |
8.8% |
2.86 |
2.8% |
36% |
False |
False |
34,851 |
| 20 |
109.10 |
93.10 |
16.00 |
15.5% |
3.01 |
2.9% |
64% |
False |
False |
37,001 |
| 40 |
109.10 |
91.36 |
17.74 |
17.2% |
2.30 |
2.2% |
67% |
False |
False |
31,024 |
| 60 |
109.10 |
90.36 |
18.74 |
18.1% |
1.99 |
1.9% |
69% |
False |
False |
24,424 |
| 80 |
109.10 |
83.16 |
25.94 |
25.1% |
1.83 |
1.8% |
78% |
False |
False |
19,816 |
| 100 |
109.10 |
83.16 |
25.94 |
25.1% |
1.66 |
1.6% |
78% |
False |
False |
16,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.04 |
|
2.618 |
110.01 |
|
1.618 |
107.54 |
|
1.000 |
106.01 |
|
0.618 |
105.07 |
|
HIGH |
103.54 |
|
0.618 |
102.60 |
|
0.500 |
102.31 |
|
0.382 |
102.01 |
|
LOW |
101.07 |
|
0.618 |
99.54 |
|
1.000 |
98.60 |
|
1.618 |
97.07 |
|
2.618 |
94.60 |
|
4.250 |
90.57 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.98 |
104.36 |
| PP |
102.64 |
104.01 |
| S1 |
102.31 |
103.67 |
|