NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.81 |
106.98 |
0.17 |
0.2% |
105.39 |
| High |
107.13 |
107.13 |
0.00 |
0.0% |
107.59 |
| Low |
105.96 |
105.28 |
-0.68 |
-0.6% |
103.96 |
| Close |
106.82 |
105.60 |
-1.22 |
-1.1% |
106.82 |
| Range |
1.17 |
1.85 |
0.68 |
58.1% |
3.63 |
| ATR |
2.39 |
2.35 |
-0.04 |
-1.6% |
0.00 |
| Volume |
22,227 |
11,131 |
-11,096 |
-49.9% |
72,760 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.55 |
110.43 |
106.62 |
|
| R3 |
109.70 |
108.58 |
106.11 |
|
| R2 |
107.85 |
107.85 |
105.94 |
|
| R1 |
106.73 |
106.73 |
105.77 |
106.37 |
| PP |
106.00 |
106.00 |
106.00 |
105.82 |
| S1 |
104.88 |
104.88 |
105.43 |
104.52 |
| S2 |
104.15 |
104.15 |
105.26 |
|
| S3 |
102.30 |
103.03 |
105.09 |
|
| S4 |
100.45 |
101.18 |
104.58 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.01 |
115.55 |
108.82 |
|
| R3 |
113.38 |
111.92 |
107.82 |
|
| R2 |
109.75 |
109.75 |
107.49 |
|
| R1 |
108.29 |
108.29 |
107.15 |
109.02 |
| PP |
106.12 |
106.12 |
106.12 |
106.49 |
| S1 |
104.66 |
104.66 |
106.49 |
105.39 |
| S2 |
102.49 |
102.49 |
106.15 |
|
| S3 |
98.86 |
101.03 |
105.82 |
|
| S4 |
95.23 |
97.40 |
104.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.59 |
103.96 |
3.63 |
3.4% |
1.75 |
1.7% |
45% |
False |
False |
14,332 |
| 10 |
107.59 |
99.72 |
7.87 |
7.5% |
2.43 |
2.3% |
75% |
False |
False |
13,610 |
| 20 |
109.30 |
99.72 |
9.58 |
9.1% |
2.43 |
2.3% |
61% |
False |
False |
17,045 |
| 40 |
109.30 |
94.50 |
14.80 |
14.0% |
2.27 |
2.2% |
75% |
False |
False |
17,322 |
| 60 |
109.30 |
91.94 |
17.36 |
16.4% |
2.01 |
1.9% |
79% |
False |
False |
14,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.99 |
|
2.618 |
111.97 |
|
1.618 |
110.12 |
|
1.000 |
108.98 |
|
0.618 |
108.27 |
|
HIGH |
107.13 |
|
0.618 |
106.42 |
|
0.500 |
106.21 |
|
0.382 |
105.99 |
|
LOW |
105.28 |
|
0.618 |
104.14 |
|
1.000 |
103.43 |
|
1.618 |
102.29 |
|
2.618 |
100.44 |
|
4.250 |
97.42 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.21 |
106.38 |
| PP |
106.00 |
106.12 |
| S1 |
105.80 |
105.86 |
|