NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
103.75 |
104.19 |
0.44 |
0.4% |
102.74 |
| High |
105.31 |
106.17 |
0.86 |
0.8% |
105.64 |
| Low |
103.75 |
103.29 |
-0.46 |
-0.4% |
98.20 |
| Close |
104.28 |
106.00 |
1.72 |
1.6% |
102.95 |
| Range |
1.56 |
2.88 |
1.32 |
84.6% |
7.44 |
| ATR |
3.04 |
3.03 |
-0.01 |
-0.4% |
0.00 |
| Volume |
20,348 |
16,930 |
-3,418 |
-16.8% |
127,038 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.79 |
112.78 |
107.58 |
|
| R3 |
110.91 |
109.90 |
106.79 |
|
| R2 |
108.03 |
108.03 |
106.53 |
|
| R1 |
107.02 |
107.02 |
106.26 |
107.53 |
| PP |
105.15 |
105.15 |
105.15 |
105.41 |
| S1 |
104.14 |
104.14 |
105.74 |
104.65 |
| S2 |
102.27 |
102.27 |
105.47 |
|
| S3 |
99.39 |
101.26 |
105.21 |
|
| S4 |
96.51 |
98.38 |
104.42 |
|
|
| 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 |
106.17 |
98.20 |
7.97 |
7.5% |
3.33 |
3.1% |
98% |
True |
False |
22,984 |
| 10 |
107.65 |
98.20 |
9.45 |
8.9% |
3.38 |
3.2% |
83% |
False |
False |
28,675 |
| 20 |
109.10 |
97.88 |
11.22 |
10.6% |
3.33 |
3.1% |
72% |
False |
False |
34,534 |
| 40 |
109.10 |
91.36 |
17.74 |
16.7% |
2.64 |
2.5% |
83% |
False |
False |
31,828 |
| 60 |
109.10 |
91.28 |
17.82 |
16.8% |
2.26 |
2.1% |
83% |
False |
False |
25,975 |
| 80 |
109.10 |
85.21 |
23.89 |
22.5% |
2.00 |
1.9% |
87% |
False |
False |
21,134 |
| 100 |
109.10 |
83.16 |
25.94 |
24.5% |
1.81 |
1.7% |
88% |
False |
False |
17,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.41 |
|
2.618 |
113.71 |
|
1.618 |
110.83 |
|
1.000 |
109.05 |
|
0.618 |
107.95 |
|
HIGH |
106.17 |
|
0.618 |
105.07 |
|
0.500 |
104.73 |
|
0.382 |
104.39 |
|
LOW |
103.29 |
|
0.618 |
101.51 |
|
1.000 |
100.41 |
|
1.618 |
98.63 |
|
2.618 |
95.75 |
|
4.250 |
91.05 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.58 |
105.38 |
| PP |
105.15 |
104.76 |
| S1 |
104.73 |
104.15 |
|