NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
99.72 |
103.80 |
4.08 |
4.1% |
102.74 |
| High |
104.14 |
105.64 |
1.50 |
1.4% |
105.64 |
| Low |
98.88 |
102.12 |
3.24 |
3.3% |
98.20 |
| Close |
103.60 |
102.95 |
-0.65 |
-0.6% |
102.95 |
| Range |
5.26 |
3.52 |
-1.74 |
-33.1% |
7.44 |
| ATR |
3.06 |
3.10 |
0.03 |
1.1% |
0.00 |
| Volume |
27,199 |
20,690 |
-6,509 |
-23.9% |
127,038 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.13 |
112.06 |
104.89 |
|
| R3 |
110.61 |
108.54 |
103.92 |
|
| R2 |
107.09 |
107.09 |
103.60 |
|
| R1 |
105.02 |
105.02 |
103.27 |
104.30 |
| PP |
103.57 |
103.57 |
103.57 |
103.21 |
| S1 |
101.50 |
101.50 |
102.63 |
100.78 |
| S2 |
100.05 |
100.05 |
102.30 |
|
| S3 |
96.53 |
97.98 |
101.98 |
|
| S4 |
93.01 |
94.46 |
101.01 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.58 |
121.21 |
107.04 |
|
| R3 |
117.14 |
113.77 |
105.00 |
|
| R2 |
109.70 |
109.70 |
104.31 |
|
| R1 |
106.33 |
106.33 |
103.63 |
108.02 |
| PP |
102.26 |
102.26 |
102.26 |
103.11 |
| S1 |
98.89 |
98.89 |
102.27 |
100.58 |
| S2 |
94.82 |
94.82 |
101.59 |
|
| S3 |
87.38 |
91.45 |
100.90 |
|
| S4 |
79.94 |
84.01 |
98.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.64 |
98.20 |
7.44 |
7.2% |
3.91 |
3.8% |
64% |
True |
False |
25,407 |
| 10 |
109.10 |
98.20 |
10.90 |
10.6% |
3.42 |
3.3% |
44% |
False |
False |
32,867 |
| 20 |
109.10 |
93.64 |
15.46 |
15.0% |
3.52 |
3.4% |
60% |
False |
False |
36,414 |
| 40 |
109.10 |
91.36 |
17.74 |
17.2% |
2.58 |
2.5% |
65% |
False |
False |
31,924 |
| 60 |
109.10 |
91.28 |
17.82 |
17.3% |
2.22 |
2.2% |
65% |
False |
False |
25,526 |
| 80 |
109.10 |
83.16 |
25.94 |
25.2% |
1.99 |
1.9% |
76% |
False |
False |
20,766 |
| 100 |
109.10 |
83.16 |
25.94 |
25.2% |
1.79 |
1.7% |
76% |
False |
False |
17,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.60 |
|
2.618 |
114.86 |
|
1.618 |
111.34 |
|
1.000 |
109.16 |
|
0.618 |
107.82 |
|
HIGH |
105.64 |
|
0.618 |
104.30 |
|
0.500 |
103.88 |
|
0.382 |
103.46 |
|
LOW |
102.12 |
|
0.618 |
99.94 |
|
1.000 |
98.60 |
|
1.618 |
96.42 |
|
2.618 |
92.90 |
|
4.250 |
87.16 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.88 |
102.61 |
| PP |
103.57 |
102.26 |
| S1 |
103.26 |
101.92 |
|