NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.50 |
106.70 |
0.20 |
0.2% |
104.76 |
| High |
107.42 |
107.09 |
-0.33 |
-0.3% |
107.45 |
| Low |
105.98 |
105.84 |
-0.14 |
-0.1% |
103.74 |
| Close |
106.73 |
106.64 |
-0.09 |
-0.1% |
106.64 |
| Range |
1.44 |
1.25 |
-0.19 |
-13.2% |
3.71 |
| ATR |
2.60 |
2.50 |
-0.10 |
-3.7% |
0.00 |
| Volume |
16,599 |
24,273 |
7,674 |
46.2% |
73,732 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.27 |
109.71 |
107.33 |
|
| R3 |
109.02 |
108.46 |
106.98 |
|
| R2 |
107.77 |
107.77 |
106.87 |
|
| R1 |
107.21 |
107.21 |
106.75 |
106.87 |
| PP |
106.52 |
106.52 |
106.52 |
106.35 |
| S1 |
105.96 |
105.96 |
106.53 |
105.62 |
| S2 |
105.27 |
105.27 |
106.41 |
|
| S3 |
104.02 |
104.71 |
106.30 |
|
| S4 |
102.77 |
103.46 |
105.95 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.07 |
115.57 |
108.68 |
|
| R3 |
113.36 |
111.86 |
107.66 |
|
| R2 |
109.65 |
109.65 |
107.32 |
|
| R1 |
108.15 |
108.15 |
106.98 |
108.90 |
| PP |
105.94 |
105.94 |
105.94 |
106.32 |
| S1 |
104.44 |
104.44 |
106.30 |
105.19 |
| S2 |
102.23 |
102.23 |
105.96 |
|
| S3 |
98.52 |
100.73 |
105.62 |
|
| S4 |
94.81 |
97.02 |
104.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.45 |
103.74 |
3.71 |
3.5% |
1.68 |
1.6% |
78% |
False |
False |
14,746 |
| 10 |
107.45 |
98.51 |
8.94 |
8.4% |
2.65 |
2.5% |
91% |
False |
False |
13,815 |
| 20 |
109.18 |
98.51 |
10.67 |
10.0% |
2.56 |
2.4% |
76% |
False |
False |
17,842 |
| 40 |
109.18 |
93.73 |
15.45 |
14.5% |
2.34 |
2.2% |
84% |
False |
False |
19,220 |
| 60 |
109.18 |
91.78 |
17.40 |
16.3% |
2.07 |
1.9% |
85% |
False |
False |
15,833 |
| 80 |
109.18 |
86.23 |
22.95 |
21.5% |
1.81 |
1.7% |
89% |
False |
False |
12,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.40 |
|
2.618 |
110.36 |
|
1.618 |
109.11 |
|
1.000 |
108.34 |
|
0.618 |
107.86 |
|
HIGH |
107.09 |
|
0.618 |
106.61 |
|
0.500 |
106.47 |
|
0.382 |
106.32 |
|
LOW |
105.84 |
|
0.618 |
105.07 |
|
1.000 |
104.59 |
|
1.618 |
103.82 |
|
2.618 |
102.57 |
|
4.250 |
100.53 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.58 |
106.65 |
| PP |
106.52 |
106.64 |
| S1 |
106.47 |
106.64 |
|