NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.76 |
104.52 |
-0.24 |
-0.2% |
102.53 |
| High |
105.54 |
106.43 |
0.89 |
0.8% |
105.83 |
| Low |
104.11 |
103.74 |
-0.37 |
-0.4% |
98.51 |
| Close |
104.61 |
106.27 |
1.66 |
1.6% |
103.26 |
| Range |
1.43 |
2.69 |
1.26 |
88.1% |
7.32 |
| ATR |
2.77 |
2.77 |
-0.01 |
-0.2% |
0.00 |
| Volume |
9,554 |
8,600 |
-954 |
-10.0% |
64,422 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.55 |
112.60 |
107.75 |
|
| R3 |
110.86 |
109.91 |
107.01 |
|
| R2 |
108.17 |
108.17 |
106.76 |
|
| R1 |
107.22 |
107.22 |
106.52 |
107.70 |
| PP |
105.48 |
105.48 |
105.48 |
105.72 |
| S1 |
104.53 |
104.53 |
106.02 |
105.01 |
| S2 |
102.79 |
102.79 |
105.78 |
|
| S3 |
100.10 |
101.84 |
105.53 |
|
| S4 |
97.41 |
99.15 |
104.79 |
|
|
| 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 |
106.43 |
98.51 |
7.92 |
7.5% |
3.08 |
2.9% |
98% |
True |
False |
11,002 |
| 10 |
107.80 |
98.51 |
9.29 |
8.7% |
3.06 |
2.9% |
84% |
False |
False |
15,336 |
| 20 |
109.18 |
98.36 |
10.82 |
10.2% |
2.90 |
2.7% |
73% |
False |
False |
20,860 |
| 40 |
109.18 |
91.88 |
17.30 |
16.3% |
2.35 |
2.2% |
83% |
False |
False |
18,803 |
| 60 |
109.18 |
91.78 |
17.40 |
16.4% |
2.03 |
1.9% |
83% |
False |
False |
15,053 |
| 80 |
109.18 |
85.65 |
23.53 |
22.1% |
1.81 |
1.7% |
88% |
False |
False |
12,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.86 |
|
2.618 |
113.47 |
|
1.618 |
110.78 |
|
1.000 |
109.12 |
|
0.618 |
108.09 |
|
HIGH |
106.43 |
|
0.618 |
105.40 |
|
0.500 |
105.09 |
|
0.382 |
104.77 |
|
LOW |
103.74 |
|
0.618 |
102.08 |
|
1.000 |
101.05 |
|
1.618 |
99.39 |
|
2.618 |
96.70 |
|
4.250 |
92.31 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.88 |
105.67 |
| PP |
105.48 |
105.06 |
| S1 |
105.09 |
104.46 |
|