NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
98.06 |
99.09 |
1.03 |
1.1% |
105.71 |
| High |
100.57 |
102.96 |
2.39 |
2.4% |
108.25 |
| Low |
97.02 |
97.62 |
0.60 |
0.6% |
100.15 |
| Close |
98.95 |
102.39 |
3.44 |
3.5% |
102.35 |
| Range |
3.55 |
5.34 |
1.79 |
50.4% |
8.10 |
| ATR |
3.21 |
3.36 |
0.15 |
4.7% |
0.00 |
| Volume |
208,666 |
151,110 |
-57,556 |
-27.6% |
770,850 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.01 |
115.04 |
105.33 |
|
| R3 |
111.67 |
109.70 |
103.86 |
|
| R2 |
106.33 |
106.33 |
103.37 |
|
| R1 |
104.36 |
104.36 |
102.88 |
105.35 |
| PP |
100.99 |
100.99 |
100.99 |
101.48 |
| S1 |
99.02 |
99.02 |
101.90 |
100.01 |
| S2 |
95.65 |
95.65 |
101.41 |
|
| S3 |
90.31 |
93.68 |
100.92 |
|
| S4 |
84.97 |
88.34 |
99.45 |
|
|
| 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 |
104.08 |
97.02 |
7.06 |
6.9% |
4.20 |
4.1% |
76% |
False |
False |
162,488 |
| 10 |
108.25 |
97.02 |
11.23 |
11.0% |
3.59 |
3.5% |
48% |
False |
False |
156,206 |
| 20 |
108.25 |
90.39 |
17.86 |
17.4% |
3.79 |
3.7% |
67% |
False |
False |
134,085 |
| 40 |
108.25 |
89.40 |
18.85 |
18.4% |
2.87 |
2.8% |
69% |
False |
False |
116,666 |
| 60 |
108.25 |
89.40 |
18.85 |
18.4% |
2.45 |
2.4% |
69% |
False |
False |
90,152 |
| 80 |
108.25 |
82.22 |
26.03 |
25.4% |
2.25 |
2.2% |
77% |
False |
False |
71,387 |
| 100 |
108.25 |
82.22 |
26.03 |
25.4% |
2.06 |
2.0% |
77% |
False |
False |
58,917 |
| 120 |
108.25 |
79.84 |
28.41 |
27.7% |
1.93 |
1.9% |
79% |
False |
False |
50,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.66 |
|
2.618 |
116.94 |
|
1.618 |
111.60 |
|
1.000 |
108.30 |
|
0.618 |
106.26 |
|
HIGH |
102.96 |
|
0.618 |
100.92 |
|
0.500 |
100.29 |
|
0.382 |
99.66 |
|
LOW |
97.62 |
|
0.618 |
94.32 |
|
1.000 |
92.28 |
|
1.618 |
88.98 |
|
2.618 |
83.64 |
|
4.250 |
74.93 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.69 |
101.59 |
| PP |
100.99 |
100.79 |
| S1 |
100.29 |
99.99 |
|