NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.41 |
104.96 |
-1.45 |
-1.4% |
103.75 |
| High |
106.66 |
105.95 |
-0.71 |
-0.7% |
107.34 |
| Low |
104.60 |
103.74 |
-0.86 |
-0.8% |
103.29 |
| Close |
105.06 |
105.79 |
0.73 |
0.7% |
106.38 |
| Range |
2.06 |
2.21 |
0.15 |
7.3% |
4.05 |
| ATR |
2.69 |
2.66 |
-0.03 |
-1.3% |
0.00 |
| Volume |
31,737 |
25,797 |
-5,940 |
-18.7% |
145,507 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.79 |
111.00 |
107.01 |
|
| R3 |
109.58 |
108.79 |
106.40 |
|
| R2 |
107.37 |
107.37 |
106.20 |
|
| R1 |
106.58 |
106.58 |
105.99 |
106.98 |
| PP |
105.16 |
105.16 |
105.16 |
105.36 |
| S1 |
104.37 |
104.37 |
105.59 |
104.77 |
| S2 |
102.95 |
102.95 |
105.38 |
|
| S3 |
100.74 |
102.16 |
105.18 |
|
| S4 |
98.53 |
99.95 |
104.57 |
|
|
| 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 |
103.74 |
3.60 |
3.4% |
1.81 |
1.7% |
57% |
False |
True |
33,152 |
| 10 |
107.34 |
98.20 |
9.14 |
8.6% |
2.57 |
2.4% |
83% |
False |
False |
28,068 |
| 20 |
109.10 |
98.20 |
10.90 |
10.3% |
2.78 |
2.6% |
70% |
False |
False |
30,873 |
| 40 |
109.10 |
93.10 |
16.00 |
15.1% |
2.60 |
2.5% |
79% |
False |
False |
31,872 |
| 60 |
109.10 |
91.28 |
17.82 |
16.8% |
2.31 |
2.2% |
81% |
False |
False |
28,228 |
| 80 |
109.10 |
89.01 |
20.09 |
19.0% |
2.02 |
1.9% |
84% |
False |
False |
22,990 |
| 100 |
109.10 |
83.16 |
25.94 |
24.5% |
1.87 |
1.8% |
87% |
False |
False |
19,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.34 |
|
2.618 |
111.74 |
|
1.618 |
109.53 |
|
1.000 |
108.16 |
|
0.618 |
107.32 |
|
HIGH |
105.95 |
|
0.618 |
105.11 |
|
0.500 |
104.85 |
|
0.382 |
104.58 |
|
LOW |
103.74 |
|
0.618 |
102.37 |
|
1.000 |
101.53 |
|
1.618 |
100.16 |
|
2.618 |
97.95 |
|
4.250 |
94.35 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.48 |
105.63 |
| PP |
105.16 |
105.47 |
| S1 |
104.85 |
105.31 |
|