NYMEX Light Sweet Crude Oil Future December 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 |
106.90 |
107.20 |
0.30 |
0.3% |
105.00 |
| High |
107.49 |
107.28 |
-0.21 |
-0.2% |
107.70 |
| Low |
106.29 |
105.59 |
-0.70 |
-0.7% |
104.25 |
| Close |
107.06 |
105.93 |
-1.13 |
-1.1% |
107.06 |
| Range |
1.20 |
1.69 |
0.49 |
40.8% |
3.45 |
| ATR |
2.59 |
2.53 |
-0.06 |
-2.5% |
0.00 |
| Volume |
49,068 |
32,612 |
-16,456 |
-33.5% |
199,197 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.34 |
110.32 |
106.86 |
|
| R3 |
109.65 |
108.63 |
106.39 |
|
| R2 |
107.96 |
107.96 |
106.24 |
|
| R1 |
106.94 |
106.94 |
106.08 |
106.61 |
| PP |
106.27 |
106.27 |
106.27 |
106.10 |
| S1 |
105.25 |
105.25 |
105.78 |
104.92 |
| S2 |
104.58 |
104.58 |
105.62 |
|
| S3 |
102.89 |
103.56 |
105.47 |
|
| S4 |
101.20 |
101.87 |
105.00 |
|
|
| 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 |
114.46 |
|
2.618 |
111.70 |
|
1.618 |
110.01 |
|
1.000 |
108.97 |
|
0.618 |
108.32 |
|
HIGH |
107.28 |
|
0.618 |
106.63 |
|
0.500 |
106.44 |
|
0.382 |
106.24 |
|
LOW |
105.59 |
|
0.618 |
104.55 |
|
1.000 |
103.90 |
|
1.618 |
102.86 |
|
2.618 |
101.17 |
|
4.250 |
98.41 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.44 |
106.58 |
| PP |
106.27 |
106.36 |
| S1 |
106.10 |
106.15 |
|