NYMEX Light Sweet Crude Oil Future July 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 |
102.74 |
103.79 |
1.05 |
1.0% |
106.52 |
| High |
103.54 |
103.79 |
0.25 |
0.2% |
109.10 |
| Low |
101.07 |
98.93 |
-2.14 |
-2.1% |
101.44 |
| Close |
103.32 |
99.13 |
-4.19 |
-4.1% |
103.46 |
| Range |
2.47 |
4.86 |
2.39 |
96.8% |
7.66 |
| ATR |
2.70 |
2.85 |
0.15 |
5.7% |
0.00 |
| Volume |
31,015 |
18,380 |
-12,635 |
-40.7% |
201,638 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.20 |
112.02 |
101.80 |
|
| R3 |
110.34 |
107.16 |
100.47 |
|
| R2 |
105.48 |
105.48 |
100.02 |
|
| R1 |
102.30 |
102.30 |
99.58 |
101.46 |
| PP |
100.62 |
100.62 |
100.62 |
100.20 |
| S1 |
97.44 |
97.44 |
98.68 |
96.60 |
| S2 |
95.76 |
95.76 |
98.24 |
|
| S3 |
90.90 |
92.58 |
97.79 |
|
| S4 |
86.04 |
87.72 |
96.46 |
|
|
| 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 |
107.65 |
98.93 |
8.72 |
8.8% |
3.43 |
3.5% |
2% |
False |
True |
34,367 |
| 10 |
109.10 |
98.93 |
10.17 |
10.3% |
3.00 |
3.0% |
2% |
False |
True |
33,678 |
| 20 |
109.10 |
93.10 |
16.00 |
16.1% |
3.17 |
3.2% |
38% |
False |
False |
36,517 |
| 40 |
109.10 |
91.36 |
17.74 |
17.9% |
2.39 |
2.4% |
44% |
False |
False |
30,970 |
| 60 |
109.10 |
90.36 |
18.74 |
18.9% |
2.06 |
2.1% |
47% |
False |
False |
24,639 |
| 80 |
109.10 |
83.16 |
25.94 |
26.2% |
1.87 |
1.9% |
62% |
False |
False |
19,933 |
| 100 |
109.10 |
83.16 |
25.94 |
26.2% |
1.70 |
1.7% |
62% |
False |
False |
16,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.45 |
|
2.618 |
116.51 |
|
1.618 |
111.65 |
|
1.000 |
108.65 |
|
0.618 |
106.79 |
|
HIGH |
103.79 |
|
0.618 |
101.93 |
|
0.500 |
101.36 |
|
0.382 |
100.79 |
|
LOW |
98.93 |
|
0.618 |
95.93 |
|
1.000 |
94.07 |
|
1.618 |
91.07 |
|
2.618 |
86.21 |
|
4.250 |
78.28 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.36 |
102.05 |
| PP |
100.62 |
101.07 |
| S1 |
99.87 |
100.10 |
|