NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.38 |
106.90 |
0.52 |
0.5% |
105.00 |
| High |
107.56 |
107.49 |
-0.07 |
-0.1% |
107.70 |
| Low |
106.24 |
106.29 |
0.05 |
0.0% |
104.25 |
| Close |
107.05 |
107.06 |
0.01 |
0.0% |
107.06 |
| Range |
1.32 |
1.20 |
-0.12 |
-9.1% |
3.45 |
| ATR |
2.70 |
2.59 |
-0.11 |
-4.0% |
0.00 |
| Volume |
45,279 |
49,068 |
3,789 |
8.4% |
199,197 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.55 |
110.00 |
107.72 |
|
| R3 |
109.35 |
108.80 |
107.39 |
|
| R2 |
108.15 |
108.15 |
107.28 |
|
| R1 |
107.60 |
107.60 |
107.17 |
107.88 |
| PP |
106.95 |
106.95 |
106.95 |
107.08 |
| S1 |
106.40 |
106.40 |
106.95 |
106.68 |
| S2 |
105.75 |
105.75 |
106.84 |
|
| S3 |
104.55 |
105.20 |
106.73 |
|
| S4 |
103.35 |
104.00 |
106.40 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.69 |
115.32 |
108.96 |
|
| R3 |
113.24 |
111.87 |
108.01 |
|
| R2 |
109.79 |
109.79 |
107.69 |
|
| R1 |
108.42 |
108.42 |
107.38 |
109.11 |
| PP |
106.34 |
106.34 |
106.34 |
106.68 |
| S1 |
104.97 |
104.97 |
106.74 |
105.66 |
| S2 |
102.89 |
102.89 |
106.43 |
|
| S3 |
99.44 |
101.52 |
106.11 |
|
| S4 |
95.99 |
98.07 |
105.16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.59 |
|
2.618 |
110.63 |
|
1.618 |
109.43 |
|
1.000 |
108.69 |
|
0.618 |
108.23 |
|
HIGH |
107.49 |
|
0.618 |
107.03 |
|
0.500 |
106.89 |
|
0.382 |
106.75 |
|
LOW |
106.29 |
|
0.618 |
105.55 |
|
1.000 |
105.09 |
|
1.618 |
104.35 |
|
2.618 |
103.15 |
|
4.250 |
101.19 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.00 |
106.99 |
| PP |
106.95 |
106.92 |
| S1 |
106.89 |
106.85 |
|