NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
103.90 |
100.41 |
-3.49 |
-3.4% |
107.07 |
| High |
104.18 |
102.19 |
-1.99 |
-1.9% |
109.30 |
| Low |
99.72 |
99.97 |
0.25 |
0.3% |
102.60 |
| Close |
99.74 |
100.83 |
1.09 |
1.1% |
104.09 |
| Range |
4.46 |
2.22 |
-2.24 |
-50.2% |
6.70 |
| ATR |
2.51 |
2.51 |
0.00 |
-0.2% |
0.00 |
| Volume |
9,655 |
18,392 |
8,737 |
90.5% |
115,970 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.66 |
106.46 |
102.05 |
|
| R3 |
105.44 |
104.24 |
101.44 |
|
| R2 |
103.22 |
103.22 |
101.24 |
|
| R1 |
102.02 |
102.02 |
101.03 |
102.62 |
| PP |
101.00 |
101.00 |
101.00 |
101.30 |
| S1 |
99.80 |
99.80 |
100.63 |
100.40 |
| S2 |
98.78 |
98.78 |
100.42 |
|
| S3 |
96.56 |
97.58 |
100.22 |
|
| S4 |
94.34 |
95.36 |
99.61 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.43 |
121.46 |
107.78 |
|
| R3 |
118.73 |
114.76 |
105.93 |
|
| R2 |
112.03 |
112.03 |
105.32 |
|
| R1 |
108.06 |
108.06 |
104.70 |
106.70 |
| PP |
105.33 |
105.33 |
105.33 |
104.65 |
| S1 |
101.36 |
101.36 |
103.48 |
100.00 |
| S2 |
98.63 |
98.63 |
102.86 |
|
| S3 |
91.93 |
94.66 |
102.25 |
|
| S4 |
85.23 |
87.96 |
100.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.35 |
99.72 |
7.63 |
7.6% |
3.10 |
3.1% |
15% |
False |
False |
15,935 |
| 10 |
109.30 |
99.72 |
9.58 |
9.5% |
2.56 |
2.5% |
12% |
False |
False |
19,796 |
| 20 |
109.30 |
94.50 |
14.80 |
14.7% |
2.74 |
2.7% |
43% |
False |
False |
20,400 |
| 40 |
109.30 |
92.33 |
16.97 |
16.8% |
2.13 |
2.1% |
50% |
False |
False |
16,738 |
| 60 |
109.30 |
90.73 |
18.57 |
18.4% |
1.83 |
1.8% |
54% |
False |
False |
12,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.63 |
|
2.618 |
108.00 |
|
1.618 |
105.78 |
|
1.000 |
104.41 |
|
0.618 |
103.56 |
|
HIGH |
102.19 |
|
0.618 |
101.34 |
|
0.500 |
101.08 |
|
0.382 |
100.82 |
|
LOW |
99.97 |
|
0.618 |
98.60 |
|
1.000 |
97.75 |
|
1.618 |
96.38 |
|
2.618 |
94.16 |
|
4.250 |
90.54 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.08 |
101.95 |
| PP |
101.00 |
101.58 |
| S1 |
100.91 |
101.20 |
|