NYMEX Light Sweet Crude Oil Future July 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 |
103.79 |
99.37 |
-4.42 |
-4.3% |
106.52 |
| High |
103.79 |
101.64 |
-2.15 |
-2.1% |
109.10 |
| Low |
98.93 |
98.20 |
-0.73 |
-0.7% |
101.44 |
| Close |
99.13 |
100.15 |
1.02 |
1.0% |
103.46 |
| Range |
4.86 |
3.44 |
-1.42 |
-29.2% |
7.66 |
| ATR |
2.85 |
2.90 |
0.04 |
1.5% |
0.00 |
| Volume |
18,380 |
29,754 |
11,374 |
61.9% |
201,638 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.32 |
108.67 |
102.04 |
|
| R3 |
106.88 |
105.23 |
101.10 |
|
| R2 |
103.44 |
103.44 |
100.78 |
|
| R1 |
101.79 |
101.79 |
100.47 |
102.62 |
| PP |
100.00 |
100.00 |
100.00 |
100.41 |
| S1 |
98.35 |
98.35 |
99.83 |
99.18 |
| S2 |
96.56 |
96.56 |
99.52 |
|
| S3 |
93.12 |
94.91 |
99.20 |
|
| S4 |
89.68 |
91.47 |
98.26 |
|
|
| 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 |
98.20 |
9.45 |
9.4% |
3.81 |
3.8% |
21% |
False |
True |
31,637 |
| 10 |
109.10 |
98.20 |
10.90 |
10.9% |
3.08 |
3.1% |
18% |
False |
True |
33,878 |
| 20 |
109.10 |
93.10 |
16.00 |
16.0% |
3.20 |
3.2% |
44% |
False |
False |
36,808 |
| 40 |
109.10 |
91.36 |
17.74 |
17.7% |
2.45 |
2.4% |
50% |
False |
False |
31,267 |
| 60 |
109.10 |
90.36 |
18.74 |
18.7% |
2.11 |
2.1% |
52% |
False |
False |
24,956 |
| 80 |
109.10 |
83.16 |
25.94 |
25.9% |
1.90 |
1.9% |
65% |
False |
False |
20,245 |
| 100 |
109.10 |
83.16 |
25.94 |
25.9% |
1.71 |
1.7% |
65% |
False |
False |
16,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.26 |
|
2.618 |
110.65 |
|
1.618 |
107.21 |
|
1.000 |
105.08 |
|
0.618 |
103.77 |
|
HIGH |
101.64 |
|
0.618 |
100.33 |
|
0.500 |
99.92 |
|
0.382 |
99.51 |
|
LOW |
98.20 |
|
0.618 |
96.07 |
|
1.000 |
94.76 |
|
1.618 |
92.63 |
|
2.618 |
89.19 |
|
4.250 |
83.58 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.07 |
101.00 |
| PP |
100.00 |
100.71 |
| S1 |
99.92 |
100.43 |
|