NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
102.78 |
98.06 |
-4.72 |
-4.6% |
105.71 |
| High |
102.79 |
100.57 |
-2.22 |
-2.2% |
108.25 |
| Low |
97.70 |
97.02 |
-0.68 |
-0.7% |
100.15 |
| Close |
97.98 |
98.95 |
0.97 |
1.0% |
102.35 |
| Range |
5.09 |
3.55 |
-1.54 |
-30.3% |
8.10 |
| ATR |
3.18 |
3.21 |
0.03 |
0.8% |
0.00 |
| Volume |
199,043 |
208,666 |
9,623 |
4.8% |
770,850 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.50 |
107.77 |
100.90 |
|
| R3 |
105.95 |
104.22 |
99.93 |
|
| R2 |
102.40 |
102.40 |
99.60 |
|
| R1 |
100.67 |
100.67 |
99.28 |
101.54 |
| PP |
98.85 |
98.85 |
98.85 |
99.28 |
| S1 |
97.12 |
97.12 |
98.62 |
97.99 |
| S2 |
95.30 |
95.30 |
98.30 |
|
| S3 |
91.75 |
93.57 |
97.97 |
|
| S4 |
88.20 |
90.02 |
97.00 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.88 |
123.22 |
106.81 |
|
| R3 |
119.78 |
115.12 |
104.58 |
|
| R2 |
111.68 |
111.68 |
103.84 |
|
| R1 |
107.02 |
107.02 |
103.09 |
105.30 |
| PP |
103.58 |
103.58 |
103.58 |
102.73 |
| S1 |
98.92 |
98.92 |
101.61 |
97.20 |
| S2 |
95.48 |
95.48 |
100.87 |
|
| S3 |
87.38 |
90.82 |
100.12 |
|
| S4 |
79.28 |
82.72 |
97.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.42 |
97.02 |
9.40 |
9.5% |
4.03 |
4.1% |
21% |
False |
True |
166,417 |
| 10 |
108.25 |
97.02 |
11.23 |
11.3% |
3.35 |
3.4% |
17% |
False |
True |
152,934 |
| 20 |
108.25 |
90.27 |
17.98 |
18.2% |
3.60 |
3.6% |
48% |
False |
False |
132,477 |
| 40 |
108.25 |
89.40 |
18.85 |
19.1% |
2.77 |
2.8% |
51% |
False |
False |
113,866 |
| 60 |
108.25 |
89.40 |
18.85 |
19.1% |
2.39 |
2.4% |
51% |
False |
False |
87,995 |
| 80 |
108.25 |
82.22 |
26.03 |
26.3% |
2.20 |
2.2% |
64% |
False |
False |
69,566 |
| 100 |
108.25 |
82.22 |
26.03 |
26.3% |
2.01 |
2.0% |
64% |
False |
False |
57,460 |
| 120 |
108.25 |
79.84 |
28.41 |
28.7% |
1.89 |
1.9% |
67% |
False |
False |
48,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.66 |
|
2.618 |
109.86 |
|
1.618 |
106.31 |
|
1.000 |
104.12 |
|
0.618 |
102.76 |
|
HIGH |
100.57 |
|
0.618 |
99.21 |
|
0.500 |
98.80 |
|
0.382 |
98.38 |
|
LOW |
97.02 |
|
0.618 |
94.83 |
|
1.000 |
93.47 |
|
1.618 |
91.28 |
|
2.618 |
87.73 |
|
4.250 |
81.93 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.90 |
99.93 |
| PP |
98.85 |
99.60 |
| S1 |
98.80 |
99.28 |
|