NYMEX Light Sweet Crude Oil Future September 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 |
106.67 |
106.50 |
-0.17 |
-0.2% |
103.40 |
| High |
107.59 |
107.48 |
-0.11 |
-0.1% |
105.87 |
| Low |
105.90 |
106.22 |
0.32 |
0.3% |
99.72 |
| Close |
106.86 |
106.86 |
0.00 |
0.0% |
103.49 |
| Range |
1.69 |
1.26 |
-0.43 |
-25.4% |
6.15 |
| ATR |
2.58 |
2.49 |
-0.09 |
-3.7% |
0.00 |
| Volume |
13,282 |
16,115 |
2,833 |
21.3% |
68,317 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.63 |
110.01 |
107.55 |
|
| R3 |
109.37 |
108.75 |
107.21 |
|
| R2 |
108.11 |
108.11 |
107.09 |
|
| R1 |
107.49 |
107.49 |
106.98 |
107.80 |
| PP |
106.85 |
106.85 |
106.85 |
107.01 |
| S1 |
106.23 |
106.23 |
106.74 |
106.54 |
| S2 |
105.59 |
105.59 |
106.63 |
|
| S3 |
104.33 |
104.97 |
106.51 |
|
| S4 |
103.07 |
103.71 |
106.17 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.48 |
118.63 |
106.87 |
|
| R3 |
115.33 |
112.48 |
105.18 |
|
| R2 |
109.18 |
109.18 |
104.62 |
|
| R1 |
106.33 |
106.33 |
104.05 |
107.76 |
| PP |
103.03 |
103.03 |
103.03 |
103.74 |
| S1 |
100.18 |
100.18 |
102.93 |
101.61 |
| S2 |
96.88 |
96.88 |
102.36 |
|
| S3 |
90.73 |
94.03 |
101.80 |
|
| S4 |
84.58 |
87.88 |
100.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.59 |
102.70 |
4.89 |
4.6% |
2.06 |
1.9% |
85% |
False |
False |
12,017 |
| 10 |
107.59 |
99.72 |
7.87 |
7.4% |
2.66 |
2.5% |
91% |
False |
False |
13,546 |
| 20 |
109.30 |
99.72 |
9.58 |
9.0% |
2.49 |
2.3% |
75% |
False |
False |
17,846 |
| 40 |
109.30 |
93.84 |
15.46 |
14.5% |
2.29 |
2.1% |
84% |
False |
False |
17,269 |
| 60 |
109.30 |
91.94 |
17.36 |
16.2% |
2.00 |
1.9% |
86% |
False |
False |
13,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.84 |
|
2.618 |
110.78 |
|
1.618 |
109.52 |
|
1.000 |
108.74 |
|
0.618 |
108.26 |
|
HIGH |
107.48 |
|
0.618 |
107.00 |
|
0.500 |
106.85 |
|
0.382 |
106.70 |
|
LOW |
106.22 |
|
0.618 |
105.44 |
|
1.000 |
104.96 |
|
1.618 |
104.18 |
|
2.618 |
102.92 |
|
4.250 |
100.87 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.86 |
106.50 |
| PP |
106.85 |
106.14 |
| S1 |
106.85 |
105.78 |
|