NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.52 |
105.96 |
1.44 |
1.4% |
102.53 |
| High |
106.43 |
107.45 |
1.02 |
1.0% |
105.83 |
| Low |
103.74 |
105.86 |
2.12 |
2.0% |
98.51 |
| Close |
106.27 |
106.76 |
0.49 |
0.5% |
103.26 |
| Range |
2.69 |
1.59 |
-1.10 |
-40.9% |
7.32 |
| ATR |
2.77 |
2.68 |
-0.08 |
-3.0% |
0.00 |
| Volume |
8,600 |
14,706 |
6,106 |
71.0% |
64,422 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.46 |
110.70 |
107.63 |
|
| R3 |
109.87 |
109.11 |
107.20 |
|
| R2 |
108.28 |
108.28 |
107.05 |
|
| R1 |
107.52 |
107.52 |
106.91 |
107.90 |
| PP |
106.69 |
106.69 |
106.69 |
106.88 |
| S1 |
105.93 |
105.93 |
106.61 |
106.31 |
| S2 |
105.10 |
105.10 |
106.47 |
|
| S3 |
103.51 |
104.34 |
106.32 |
|
| S4 |
101.92 |
102.75 |
105.89 |
|
|
| 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 |
107.45 |
99.94 |
7.51 |
7.0% |
2.71 |
2.5% |
91% |
True |
False |
11,044 |
| 10 |
107.67 |
98.51 |
9.16 |
8.6% |
3.08 |
2.9% |
90% |
False |
False |
14,246 |
| 20 |
109.18 |
98.51 |
10.67 |
10.0% |
2.77 |
2.6% |
77% |
False |
False |
19,827 |
| 40 |
109.18 |
92.09 |
17.09 |
16.0% |
2.35 |
2.2% |
86% |
False |
False |
18,772 |
| 60 |
109.18 |
91.78 |
17.40 |
16.3% |
2.04 |
1.9% |
86% |
False |
False |
15,240 |
| 80 |
109.18 |
86.20 |
22.98 |
21.5% |
1.81 |
1.7% |
89% |
False |
False |
12,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.21 |
|
2.618 |
111.61 |
|
1.618 |
110.02 |
|
1.000 |
109.04 |
|
0.618 |
108.43 |
|
HIGH |
107.45 |
|
0.618 |
106.84 |
|
0.500 |
106.66 |
|
0.382 |
106.47 |
|
LOW |
105.86 |
|
0.618 |
104.88 |
|
1.000 |
104.27 |
|
1.618 |
103.29 |
|
2.618 |
101.70 |
|
4.250 |
99.10 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.73 |
106.37 |
| PP |
106.69 |
105.98 |
| S1 |
106.66 |
105.60 |
|