NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
99.94 |
104.20 |
4.26 |
4.3% |
102.53 |
| High |
104.45 |
105.83 |
1.38 |
1.3% |
105.83 |
| Low |
99.94 |
102.49 |
2.55 |
2.6% |
98.51 |
| Close |
103.94 |
103.26 |
-0.68 |
-0.7% |
103.26 |
| Range |
4.51 |
3.34 |
-1.17 |
-25.9% |
7.32 |
| ATR |
2.77 |
2.81 |
0.04 |
1.5% |
0.00 |
| Volume |
12,025 |
10,335 |
-1,690 |
-14.1% |
64,422 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.88 |
111.91 |
105.10 |
|
| R3 |
110.54 |
108.57 |
104.18 |
|
| R2 |
107.20 |
107.20 |
103.87 |
|
| R1 |
105.23 |
105.23 |
103.57 |
104.55 |
| PP |
103.86 |
103.86 |
103.86 |
103.52 |
| S1 |
101.89 |
101.89 |
102.95 |
101.21 |
| S2 |
100.52 |
100.52 |
102.65 |
|
| S3 |
97.18 |
98.55 |
102.34 |
|
| S4 |
93.84 |
95.21 |
101.42 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.49 |
121.20 |
107.29 |
|
| R3 |
117.17 |
113.88 |
105.27 |
|
| R2 |
109.85 |
109.85 |
104.60 |
|
| R1 |
106.56 |
106.56 |
103.93 |
108.21 |
| PP |
102.53 |
102.53 |
102.53 |
103.36 |
| S1 |
99.24 |
99.24 |
102.59 |
100.89 |
| S2 |
95.21 |
95.21 |
101.92 |
|
| S3 |
87.89 |
91.92 |
101.25 |
|
| S4 |
80.57 |
84.60 |
99.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.83 |
98.51 |
7.32 |
7.1% |
3.62 |
3.5% |
65% |
True |
False |
12,884 |
| 10 |
109.18 |
98.51 |
10.67 |
10.3% |
3.09 |
3.0% |
45% |
False |
False |
19,579 |
| 20 |
109.18 |
94.21 |
14.97 |
14.5% |
3.07 |
3.0% |
60% |
False |
False |
21,970 |
| 40 |
109.18 |
91.88 |
17.30 |
16.8% |
2.30 |
2.2% |
66% |
False |
False |
18,942 |
| 60 |
109.18 |
91.78 |
17.40 |
16.9% |
1.99 |
1.9% |
66% |
False |
False |
14,853 |
| 80 |
109.18 |
83.43 |
25.75 |
24.9% |
1.79 |
1.7% |
77% |
False |
False |
12,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.03 |
|
2.618 |
114.57 |
|
1.618 |
111.23 |
|
1.000 |
109.17 |
|
0.618 |
107.89 |
|
HIGH |
105.83 |
|
0.618 |
104.55 |
|
0.500 |
104.16 |
|
0.382 |
103.77 |
|
LOW |
102.49 |
|
0.618 |
100.43 |
|
1.000 |
99.15 |
|
1.618 |
97.09 |
|
2.618 |
93.75 |
|
4.250 |
88.30 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.16 |
102.90 |
| PP |
103.86 |
102.53 |
| S1 |
103.56 |
102.17 |
|