NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.77 |
105.07 |
-1.70 |
-1.6% |
104.76 |
| High |
106.97 |
106.11 |
-0.86 |
-0.8% |
107.45 |
| Low |
105.00 |
104.02 |
-0.98 |
-0.9% |
103.74 |
| Close |
105.37 |
106.07 |
0.70 |
0.7% |
106.64 |
| Range |
1.97 |
2.09 |
0.12 |
6.1% |
3.71 |
| ATR |
2.46 |
2.44 |
-0.03 |
-1.1% |
0.00 |
| Volume |
10,139 |
7,673 |
-2,466 |
-24.3% |
73,732 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.67 |
110.96 |
107.22 |
|
| R3 |
109.58 |
108.87 |
106.64 |
|
| R2 |
107.49 |
107.49 |
106.45 |
|
| R1 |
106.78 |
106.78 |
106.26 |
107.14 |
| PP |
105.40 |
105.40 |
105.40 |
105.58 |
| S1 |
104.69 |
104.69 |
105.88 |
105.05 |
| S2 |
103.31 |
103.31 |
105.69 |
|
| S3 |
101.22 |
102.60 |
105.50 |
|
| S4 |
99.13 |
100.51 |
104.92 |
|
|
| 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 |
104.02 |
3.43 |
3.2% |
1.67 |
1.6% |
60% |
False |
True |
14,678 |
| 10 |
107.45 |
98.51 |
8.94 |
8.4% |
2.37 |
2.2% |
85% |
False |
False |
12,840 |
| 20 |
109.18 |
98.51 |
10.67 |
10.1% |
2.50 |
2.4% |
71% |
False |
False |
17,071 |
| 40 |
109.18 |
93.92 |
15.26 |
14.4% |
2.32 |
2.2% |
80% |
False |
False |
18,249 |
| 60 |
109.18 |
91.78 |
17.40 |
16.4% |
2.06 |
1.9% |
82% |
False |
False |
15,937 |
| 80 |
109.18 |
89.34 |
19.84 |
18.7% |
1.82 |
1.7% |
84% |
False |
False |
13,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.99 |
|
2.618 |
111.58 |
|
1.618 |
109.49 |
|
1.000 |
108.20 |
|
0.618 |
107.40 |
|
HIGH |
106.11 |
|
0.618 |
105.31 |
|
0.500 |
105.07 |
|
0.382 |
104.82 |
|
LOW |
104.02 |
|
0.618 |
102.73 |
|
1.000 |
101.93 |
|
1.618 |
100.64 |
|
2.618 |
98.55 |
|
4.250 |
95.14 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.74 |
105.90 |
| PP |
105.40 |
105.73 |
| S1 |
105.07 |
105.56 |
|