NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.16 |
106.37 |
0.21 |
0.2% |
103.75 |
| High |
107.34 |
106.87 |
-0.47 |
-0.4% |
107.34 |
| Low |
105.74 |
105.52 |
-0.22 |
-0.2% |
103.29 |
| Close |
106.52 |
106.38 |
-0.14 |
-0.1% |
106.38 |
| Range |
1.60 |
1.35 |
-0.25 |
-15.6% |
4.05 |
| ATR |
2.85 |
2.74 |
-0.11 |
-3.8% |
0.00 |
| Volume |
38,085 |
40,890 |
2,805 |
7.4% |
145,507 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.31 |
109.69 |
107.12 |
|
| R3 |
108.96 |
108.34 |
106.75 |
|
| R2 |
107.61 |
107.61 |
106.63 |
|
| R1 |
106.99 |
106.99 |
106.50 |
107.30 |
| PP |
106.26 |
106.26 |
106.26 |
106.41 |
| S1 |
105.64 |
105.64 |
106.26 |
105.95 |
| S2 |
104.91 |
104.91 |
106.13 |
|
| S3 |
103.56 |
104.29 |
106.01 |
|
| S4 |
102.21 |
102.94 |
105.64 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.82 |
116.15 |
108.61 |
|
| R3 |
113.77 |
112.10 |
107.49 |
|
| R2 |
109.72 |
109.72 |
107.12 |
|
| R1 |
108.05 |
108.05 |
106.75 |
108.89 |
| PP |
105.67 |
105.67 |
105.67 |
106.09 |
| S1 |
104.00 |
104.00 |
106.01 |
104.84 |
| S2 |
101.62 |
101.62 |
105.64 |
|
| S3 |
97.57 |
99.95 |
105.27 |
|
| S4 |
93.52 |
95.90 |
104.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.34 |
103.29 |
4.05 |
3.8% |
1.84 |
1.7% |
76% |
False |
False |
29,101 |
| 10 |
107.34 |
98.20 |
9.14 |
8.6% |
2.88 |
2.7% |
89% |
False |
False |
27,254 |
| 20 |
109.10 |
98.20 |
10.90 |
10.2% |
2.88 |
2.7% |
75% |
False |
False |
31,053 |
| 40 |
109.10 |
93.05 |
16.05 |
15.1% |
2.63 |
2.5% |
83% |
False |
False |
32,773 |
| 60 |
109.10 |
91.28 |
17.82 |
16.8% |
2.31 |
2.2% |
85% |
False |
False |
27,582 |
| 80 |
109.10 |
86.78 |
22.32 |
21.0% |
2.01 |
1.9% |
88% |
False |
False |
22,370 |
| 100 |
109.10 |
83.16 |
25.94 |
24.4% |
1.84 |
1.7% |
90% |
False |
False |
18,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.61 |
|
2.618 |
110.40 |
|
1.618 |
109.05 |
|
1.000 |
108.22 |
|
0.618 |
107.70 |
|
HIGH |
106.87 |
|
0.618 |
106.35 |
|
0.500 |
106.20 |
|
0.382 |
106.04 |
|
LOW |
105.52 |
|
0.618 |
104.69 |
|
1.000 |
104.17 |
|
1.618 |
103.34 |
|
2.618 |
101.99 |
|
4.250 |
99.78 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.32 |
106.40 |
| PP |
106.26 |
106.39 |
| S1 |
106.20 |
106.39 |
|