NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.90 |
106.49 |
1.59 |
1.5% |
104.07 |
| High |
106.81 |
107.70 |
0.89 |
0.8% |
106.33 |
| Low |
104.25 |
106.00 |
1.75 |
1.7% |
99.07 |
| Close |
106.65 |
106.90 |
0.25 |
0.2% |
103.74 |
| Range |
2.56 |
1.70 |
-0.86 |
-33.6% |
7.26 |
| ATR |
2.89 |
2.80 |
-0.08 |
-2.9% |
0.00 |
| Volume |
26,249 |
33,816 |
7,567 |
28.8% |
199,209 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.97 |
111.13 |
107.84 |
|
| R3 |
110.27 |
109.43 |
107.37 |
|
| R2 |
108.57 |
108.57 |
107.21 |
|
| R1 |
107.73 |
107.73 |
107.06 |
108.15 |
| PP |
106.87 |
106.87 |
106.87 |
107.08 |
| S1 |
106.03 |
106.03 |
106.74 |
106.45 |
| S2 |
105.17 |
105.17 |
106.59 |
|
| S3 |
103.47 |
104.33 |
106.43 |
|
| S4 |
101.77 |
102.63 |
105.97 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.83 |
121.54 |
107.73 |
|
| R3 |
117.57 |
114.28 |
105.74 |
|
| R2 |
110.31 |
110.31 |
105.07 |
|
| R1 |
107.02 |
107.02 |
104.41 |
105.04 |
| PP |
103.05 |
103.05 |
103.05 |
102.05 |
| S1 |
99.76 |
99.76 |
103.07 |
97.78 |
| S2 |
95.79 |
95.79 |
102.41 |
|
| S3 |
88.53 |
92.50 |
101.74 |
|
| S4 |
81.27 |
85.24 |
99.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.93 |
|
2.618 |
112.15 |
|
1.618 |
110.45 |
|
1.000 |
109.40 |
|
0.618 |
108.75 |
|
HIGH |
107.70 |
|
0.618 |
107.05 |
|
0.500 |
106.85 |
|
0.382 |
106.65 |
|
LOW |
106.00 |
|
0.618 |
104.95 |
|
1.000 |
104.30 |
|
1.618 |
103.25 |
|
2.618 |
101.55 |
|
4.250 |
98.78 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.88 |
106.59 |
| PP |
106.87 |
106.28 |
| S1 |
106.85 |
105.98 |
|