NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.58 |
102.53 |
-2.05 |
-2.0% |
106.89 |
| High |
104.58 |
103.91 |
-0.67 |
-0.6% |
109.18 |
| Low |
101.82 |
101.57 |
-0.25 |
-0.2% |
101.82 |
| Close |
103.83 |
103.69 |
-0.14 |
-0.1% |
103.83 |
| Range |
2.76 |
2.34 |
-0.42 |
-15.2% |
7.36 |
| ATR |
2.44 |
2.43 |
-0.01 |
-0.3% |
0.00 |
| Volume |
25,467 |
18,067 |
-7,400 |
-29.1% |
131,368 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.08 |
109.22 |
104.98 |
|
| R3 |
107.74 |
106.88 |
104.33 |
|
| R2 |
105.40 |
105.40 |
104.12 |
|
| R1 |
104.54 |
104.54 |
103.90 |
104.97 |
| PP |
103.06 |
103.06 |
103.06 |
103.27 |
| S1 |
102.20 |
102.20 |
103.48 |
102.63 |
| S2 |
100.72 |
100.72 |
103.26 |
|
| S3 |
98.38 |
99.86 |
103.05 |
|
| S4 |
96.04 |
97.52 |
102.40 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.02 |
122.79 |
107.88 |
|
| R3 |
119.66 |
115.43 |
105.85 |
|
| R2 |
112.30 |
112.30 |
105.18 |
|
| R1 |
108.07 |
108.07 |
104.50 |
106.51 |
| PP |
104.94 |
104.94 |
104.94 |
104.16 |
| S1 |
100.71 |
100.71 |
103.16 |
99.15 |
| S2 |
97.58 |
97.58 |
102.48 |
|
| S3 |
90.22 |
93.35 |
101.81 |
|
| S4 |
82.86 |
85.99 |
99.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.94 |
101.57 |
6.37 |
6.1% |
2.57 |
2.5% |
33% |
False |
True |
23,295 |
| 10 |
109.18 |
100.84 |
8.34 |
8.0% |
2.46 |
2.4% |
34% |
False |
False |
22,184 |
| 20 |
109.18 |
93.92 |
15.26 |
14.7% |
2.63 |
2.5% |
64% |
False |
False |
22,547 |
| 40 |
109.18 |
91.88 |
17.30 |
16.7% |
2.02 |
2.0% |
68% |
False |
False |
18,532 |
| 60 |
109.18 |
90.58 |
18.60 |
17.9% |
1.78 |
1.7% |
70% |
False |
False |
14,391 |
| 80 |
109.18 |
83.43 |
25.75 |
24.8% |
1.62 |
1.6% |
79% |
False |
False |
11,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.86 |
|
2.618 |
110.04 |
|
1.618 |
107.70 |
|
1.000 |
106.25 |
|
0.618 |
105.36 |
|
HIGH |
103.91 |
|
0.618 |
103.02 |
|
0.500 |
102.74 |
|
0.382 |
102.46 |
|
LOW |
101.57 |
|
0.618 |
100.12 |
|
1.000 |
99.23 |
|
1.618 |
97.78 |
|
2.618 |
95.44 |
|
4.250 |
91.63 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.37 |
104.62 |
| PP |
103.06 |
104.31 |
| S1 |
102.74 |
104.00 |
|