NYMEX Light Sweet Crude Oil Future December 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 |
106.49 |
106.38 |
-0.11 |
-0.1% |
104.07 |
| High |
107.70 |
107.56 |
-0.14 |
-0.1% |
106.33 |
| Low |
106.00 |
106.24 |
0.24 |
0.2% |
99.07 |
| Close |
106.90 |
107.05 |
0.15 |
0.1% |
103.74 |
| Range |
1.70 |
1.32 |
-0.38 |
-22.4% |
7.26 |
| ATR |
2.80 |
2.70 |
-0.11 |
-3.8% |
0.00 |
| Volume |
33,816 |
45,279 |
11,463 |
33.9% |
199,209 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.91 |
110.30 |
107.78 |
|
| R3 |
109.59 |
108.98 |
107.41 |
|
| R2 |
108.27 |
108.27 |
107.29 |
|
| R1 |
107.66 |
107.66 |
107.17 |
107.97 |
| PP |
106.95 |
106.95 |
106.95 |
107.10 |
| S1 |
106.34 |
106.34 |
106.93 |
106.65 |
| S2 |
105.63 |
105.63 |
106.81 |
|
| S3 |
104.31 |
105.02 |
106.69 |
|
| S4 |
102.99 |
103.70 |
106.32 |
|
|
| 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 |
113.17 |
|
2.618 |
111.02 |
|
1.618 |
109.70 |
|
1.000 |
108.88 |
|
0.618 |
108.38 |
|
HIGH |
107.56 |
|
0.618 |
107.06 |
|
0.500 |
106.90 |
|
0.382 |
106.74 |
|
LOW |
106.24 |
|
0.618 |
105.42 |
|
1.000 |
104.92 |
|
1.618 |
104.10 |
|
2.618 |
102.78 |
|
4.250 |
100.63 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.00 |
106.69 |
| PP |
106.95 |
106.33 |
| S1 |
106.90 |
105.98 |
|