NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
99.09 |
102.80 |
3.71 |
3.7% |
101.64 |
| High |
102.96 |
104.54 |
1.58 |
1.5% |
104.54 |
| Low |
97.62 |
101.01 |
3.39 |
3.5% |
97.02 |
| Close |
102.39 |
101.85 |
-0.54 |
-0.5% |
101.85 |
| Range |
5.34 |
3.53 |
-1.81 |
-33.9% |
7.52 |
| ATR |
3.36 |
3.37 |
0.01 |
0.4% |
0.00 |
| Volume |
151,110 |
215,815 |
64,705 |
42.8% |
887,062 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.06 |
110.98 |
103.79 |
|
| R3 |
109.53 |
107.45 |
102.82 |
|
| R2 |
106.00 |
106.00 |
102.50 |
|
| R1 |
103.92 |
103.92 |
102.17 |
103.20 |
| PP |
102.47 |
102.47 |
102.47 |
102.10 |
| S1 |
100.39 |
100.39 |
101.53 |
99.67 |
| S2 |
98.94 |
98.94 |
101.20 |
|
| S3 |
95.41 |
96.86 |
100.88 |
|
| S4 |
91.88 |
93.33 |
99.91 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.70 |
120.29 |
105.99 |
|
| R3 |
116.18 |
112.77 |
103.92 |
|
| R2 |
108.66 |
108.66 |
103.23 |
|
| R1 |
105.25 |
105.25 |
102.54 |
106.96 |
| PP |
101.14 |
101.14 |
101.14 |
101.99 |
| S1 |
97.73 |
97.73 |
101.16 |
99.44 |
| S2 |
93.62 |
93.62 |
100.47 |
|
| S3 |
86.10 |
90.21 |
99.78 |
|
| S4 |
78.58 |
82.69 |
97.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.54 |
97.02 |
7.52 |
7.4% |
4.12 |
4.0% |
64% |
True |
False |
177,412 |
| 10 |
108.25 |
97.02 |
11.23 |
11.0% |
3.59 |
3.5% |
43% |
False |
False |
165,791 |
| 20 |
108.25 |
90.94 |
17.31 |
17.0% |
3.91 |
3.8% |
63% |
False |
False |
138,816 |
| 40 |
108.25 |
89.40 |
18.85 |
18.5% |
2.89 |
2.8% |
66% |
False |
False |
121,010 |
| 60 |
108.25 |
89.40 |
18.85 |
18.5% |
2.50 |
2.5% |
66% |
False |
False |
93,388 |
| 80 |
108.25 |
82.22 |
26.03 |
25.6% |
2.27 |
2.2% |
75% |
False |
False |
73,994 |
| 100 |
108.25 |
82.22 |
26.03 |
25.6% |
2.08 |
2.0% |
75% |
False |
False |
61,026 |
| 120 |
108.25 |
80.80 |
27.45 |
27.0% |
1.96 |
1.9% |
77% |
False |
False |
51,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.54 |
|
2.618 |
113.78 |
|
1.618 |
110.25 |
|
1.000 |
108.07 |
|
0.618 |
106.72 |
|
HIGH |
104.54 |
|
0.618 |
103.19 |
|
0.500 |
102.78 |
|
0.382 |
102.36 |
|
LOW |
101.01 |
|
0.618 |
98.83 |
|
1.000 |
97.48 |
|
1.618 |
95.30 |
|
2.618 |
91.77 |
|
4.250 |
86.01 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.78 |
101.49 |
| PP |
102.47 |
101.14 |
| S1 |
102.16 |
100.78 |
|