NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.07 |
105.88 |
0.81 |
0.8% |
104.76 |
| High |
106.11 |
106.42 |
0.31 |
0.3% |
107.45 |
| Low |
104.02 |
104.89 |
0.87 |
0.8% |
103.74 |
| Close |
106.07 |
105.73 |
-0.34 |
-0.3% |
106.64 |
| Range |
2.09 |
1.53 |
-0.56 |
-26.8% |
3.71 |
| ATR |
2.44 |
2.37 |
-0.06 |
-2.7% |
0.00 |
| Volume |
7,673 |
12,096 |
4,423 |
57.6% |
73,732 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.27 |
109.53 |
106.57 |
|
| R3 |
108.74 |
108.00 |
106.15 |
|
| R2 |
107.21 |
107.21 |
106.01 |
|
| R1 |
106.47 |
106.47 |
105.87 |
106.08 |
| PP |
105.68 |
105.68 |
105.68 |
105.48 |
| S1 |
104.94 |
104.94 |
105.59 |
104.55 |
| S2 |
104.15 |
104.15 |
105.45 |
|
| S3 |
102.62 |
103.41 |
105.31 |
|
| S4 |
101.09 |
101.88 |
104.89 |
|
|
| 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 |
107.42 |
104.02 |
3.40 |
3.2% |
1.66 |
1.6% |
50% |
False |
False |
14,156 |
| 10 |
107.45 |
99.94 |
7.51 |
7.1% |
2.18 |
2.1% |
77% |
False |
False |
12,600 |
| 20 |
109.18 |
98.51 |
10.67 |
10.1% |
2.46 |
2.3% |
68% |
False |
False |
16,714 |
| 40 |
109.18 |
93.92 |
15.26 |
14.4% |
2.33 |
2.2% |
77% |
False |
False |
18,124 |
| 60 |
109.18 |
91.78 |
17.40 |
16.5% |
2.07 |
2.0% |
80% |
False |
False |
16,105 |
| 80 |
109.18 |
89.40 |
19.78 |
18.7% |
1.83 |
1.7% |
83% |
False |
False |
13,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.92 |
|
2.618 |
110.43 |
|
1.618 |
108.90 |
|
1.000 |
107.95 |
|
0.618 |
107.37 |
|
HIGH |
106.42 |
|
0.618 |
105.84 |
|
0.500 |
105.66 |
|
0.382 |
105.47 |
|
LOW |
104.89 |
|
0.618 |
103.94 |
|
1.000 |
103.36 |
|
1.618 |
102.41 |
|
2.618 |
100.88 |
|
4.250 |
98.39 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.71 |
105.65 |
| PP |
105.68 |
105.57 |
| S1 |
105.66 |
105.50 |
|