NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.20 |
104.76 |
0.56 |
0.5% |
102.53 |
| High |
105.83 |
105.54 |
-0.29 |
-0.3% |
105.83 |
| Low |
102.49 |
104.11 |
1.62 |
1.6% |
98.51 |
| Close |
103.26 |
104.61 |
1.35 |
1.3% |
103.26 |
| Range |
3.34 |
1.43 |
-1.91 |
-57.2% |
7.32 |
| ATR |
2.81 |
2.77 |
-0.04 |
-1.4% |
0.00 |
| Volume |
10,335 |
9,554 |
-781 |
-7.6% |
64,422 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.04 |
108.26 |
105.40 |
|
| R3 |
107.61 |
106.83 |
105.00 |
|
| R2 |
106.18 |
106.18 |
104.87 |
|
| R1 |
105.40 |
105.40 |
104.74 |
105.08 |
| PP |
104.75 |
104.75 |
104.75 |
104.59 |
| S1 |
103.97 |
103.97 |
104.48 |
103.65 |
| S2 |
103.32 |
103.32 |
104.35 |
|
| S3 |
101.89 |
102.54 |
104.22 |
|
| S4 |
100.46 |
101.11 |
103.82 |
|
|
| 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 |
7.0% |
3.44 |
3.3% |
83% |
False |
False |
11,181 |
| 10 |
107.94 |
98.51 |
9.43 |
9.0% |
3.01 |
2.9% |
65% |
False |
False |
17,238 |
| 20 |
109.18 |
95.94 |
13.24 |
12.7% |
3.04 |
2.9% |
65% |
False |
False |
21,374 |
| 40 |
109.18 |
91.88 |
17.30 |
16.5% |
2.32 |
2.2% |
74% |
False |
False |
18,882 |
| 60 |
109.18 |
91.78 |
17.40 |
16.6% |
2.00 |
1.9% |
74% |
False |
False |
14,969 |
| 80 |
109.18 |
84.20 |
24.98 |
23.9% |
1.80 |
1.7% |
82% |
False |
False |
12,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.62 |
|
2.618 |
109.28 |
|
1.618 |
107.85 |
|
1.000 |
106.97 |
|
0.618 |
106.42 |
|
HIGH |
105.54 |
|
0.618 |
104.99 |
|
0.500 |
104.83 |
|
0.382 |
104.66 |
|
LOW |
104.11 |
|
0.618 |
103.23 |
|
1.000 |
102.68 |
|
1.618 |
101.80 |
|
2.618 |
100.37 |
|
4.250 |
98.03 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.83 |
104.04 |
| PP |
104.75 |
103.46 |
| S1 |
104.68 |
102.89 |
|