NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.96 |
106.50 |
0.54 |
0.5% |
102.53 |
| High |
107.45 |
107.42 |
-0.03 |
0.0% |
105.83 |
| Low |
105.86 |
105.98 |
0.12 |
0.1% |
98.51 |
| Close |
106.76 |
106.73 |
-0.03 |
0.0% |
103.26 |
| Range |
1.59 |
1.44 |
-0.15 |
-9.4% |
7.32 |
| ATR |
2.68 |
2.60 |
-0.09 |
-3.3% |
0.00 |
| Volume |
14,706 |
16,599 |
1,893 |
12.9% |
64,422 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.03 |
110.32 |
107.52 |
|
| R3 |
109.59 |
108.88 |
107.13 |
|
| R2 |
108.15 |
108.15 |
106.99 |
|
| R1 |
107.44 |
107.44 |
106.86 |
107.80 |
| PP |
106.71 |
106.71 |
106.71 |
106.89 |
| S1 |
106.00 |
106.00 |
106.60 |
106.36 |
| S2 |
105.27 |
105.27 |
106.47 |
|
| S3 |
103.83 |
104.56 |
106.33 |
|
| S4 |
102.39 |
103.12 |
105.94 |
|
|
| 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 |
102.49 |
4.96 |
4.6% |
2.10 |
2.0% |
85% |
False |
False |
11,958 |
| 10 |
107.45 |
98.51 |
8.94 |
8.4% |
2.80 |
2.6% |
92% |
False |
False |
13,934 |
| 20 |
109.18 |
98.51 |
10.67 |
10.0% |
2.57 |
2.4% |
77% |
False |
False |
18,430 |
| 40 |
109.18 |
93.40 |
15.78 |
14.8% |
2.33 |
2.2% |
84% |
False |
False |
18,900 |
| 60 |
109.18 |
91.78 |
17.40 |
16.3% |
2.05 |
1.9% |
86% |
False |
False |
15,480 |
| 80 |
109.18 |
86.20 |
22.98 |
21.5% |
1.81 |
1.7% |
89% |
False |
False |
12,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.54 |
|
2.618 |
111.19 |
|
1.618 |
109.75 |
|
1.000 |
108.86 |
|
0.618 |
108.31 |
|
HIGH |
107.42 |
|
0.618 |
106.87 |
|
0.500 |
106.70 |
|
0.382 |
106.53 |
|
LOW |
105.98 |
|
0.618 |
105.09 |
|
1.000 |
104.54 |
|
1.618 |
103.65 |
|
2.618 |
102.21 |
|
4.250 |
99.86 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.72 |
106.35 |
| PP |
106.71 |
105.97 |
| S1 |
106.70 |
105.60 |
|