NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
102.53 |
103.65 |
1.12 |
1.1% |
106.89 |
| High |
103.91 |
103.96 |
0.05 |
0.0% |
109.18 |
| Low |
101.57 |
99.47 |
-2.10 |
-2.1% |
101.82 |
| Close |
103.69 |
99.48 |
-4.21 |
-4.1% |
103.83 |
| Range |
2.34 |
4.49 |
2.15 |
91.9% |
7.36 |
| ATR |
2.43 |
2.58 |
0.15 |
6.0% |
0.00 |
| Volume |
18,067 |
9,498 |
-8,569 |
-47.4% |
131,368 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.44 |
111.45 |
101.95 |
|
| R3 |
109.95 |
106.96 |
100.71 |
|
| R2 |
105.46 |
105.46 |
100.30 |
|
| R1 |
102.47 |
102.47 |
99.89 |
101.72 |
| PP |
100.97 |
100.97 |
100.97 |
100.60 |
| S1 |
97.98 |
97.98 |
99.07 |
97.23 |
| S2 |
96.48 |
96.48 |
98.66 |
|
| S3 |
91.99 |
93.49 |
98.25 |
|
| S4 |
87.50 |
89.00 |
97.01 |
|
|
| 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 |
107.80 |
99.47 |
8.33 |
8.4% |
3.04 |
3.1% |
0% |
False |
True |
19,671 |
| 10 |
109.18 |
99.47 |
9.71 |
9.8% |
2.62 |
2.6% |
0% |
False |
True |
21,303 |
| 20 |
109.18 |
93.92 |
15.26 |
15.3% |
2.77 |
2.8% |
36% |
False |
False |
22,309 |
| 40 |
109.18 |
91.88 |
17.30 |
17.4% |
2.12 |
2.1% |
44% |
False |
False |
18,517 |
| 60 |
109.18 |
90.58 |
18.60 |
18.7% |
1.85 |
1.9% |
48% |
False |
False |
14,476 |
| 80 |
109.18 |
83.43 |
25.75 |
25.9% |
1.68 |
1.7% |
62% |
False |
False |
11,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.04 |
|
2.618 |
115.71 |
|
1.618 |
111.22 |
|
1.000 |
108.45 |
|
0.618 |
106.73 |
|
HIGH |
103.96 |
|
0.618 |
102.24 |
|
0.500 |
101.72 |
|
0.382 |
101.19 |
|
LOW |
99.47 |
|
0.618 |
96.70 |
|
1.000 |
94.98 |
|
1.618 |
92.21 |
|
2.618 |
87.72 |
|
4.250 |
80.39 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.72 |
102.03 |
| PP |
100.97 |
101.18 |
| S1 |
100.23 |
100.33 |
|