NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
99.80 |
99.94 |
0.14 |
0.1% |
106.89 |
| High |
101.93 |
104.45 |
2.52 |
2.5% |
109.18 |
| Low |
98.51 |
99.94 |
1.43 |
1.5% |
101.82 |
| Close |
100.55 |
103.94 |
3.39 |
3.4% |
103.83 |
| Range |
3.42 |
4.51 |
1.09 |
31.9% |
7.36 |
| ATR |
2.64 |
2.77 |
0.13 |
5.1% |
0.00 |
| Volume |
14,497 |
12,025 |
-2,472 |
-17.1% |
131,368 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.31 |
114.63 |
106.42 |
|
| R3 |
111.80 |
110.12 |
105.18 |
|
| R2 |
107.29 |
107.29 |
104.77 |
|
| R1 |
105.61 |
105.61 |
104.35 |
106.45 |
| PP |
102.78 |
102.78 |
102.78 |
103.20 |
| S1 |
101.10 |
101.10 |
103.53 |
101.94 |
| S2 |
98.27 |
98.27 |
103.11 |
|
| S3 |
93.76 |
96.59 |
102.70 |
|
| S4 |
89.25 |
92.08 |
101.46 |
|
|
| 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 |
104.58 |
98.51 |
6.07 |
5.8% |
3.50 |
3.4% |
89% |
False |
False |
15,910 |
| 10 |
109.18 |
98.51 |
10.67 |
10.3% |
3.00 |
2.9% |
51% |
False |
False |
20,309 |
| 20 |
109.18 |
93.92 |
15.26 |
14.7% |
2.98 |
2.9% |
66% |
False |
False |
22,334 |
| 40 |
109.18 |
91.88 |
17.30 |
16.6% |
2.27 |
2.2% |
70% |
False |
False |
18,841 |
| 60 |
109.18 |
91.78 |
17.40 |
16.7% |
1.94 |
1.9% |
70% |
False |
False |
14,738 |
| 80 |
109.18 |
83.43 |
25.75 |
24.8% |
1.76 |
1.7% |
80% |
False |
False |
12,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.62 |
|
2.618 |
116.26 |
|
1.618 |
111.75 |
|
1.000 |
108.96 |
|
0.618 |
107.24 |
|
HIGH |
104.45 |
|
0.618 |
102.73 |
|
0.500 |
102.20 |
|
0.382 |
101.66 |
|
LOW |
99.94 |
|
0.618 |
97.15 |
|
1.000 |
95.43 |
|
1.618 |
92.64 |
|
2.618 |
88.13 |
|
4.250 |
80.77 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.36 |
103.12 |
| PP |
102.78 |
102.30 |
| S1 |
102.20 |
101.48 |
|