NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
102.74 |
104.85 |
2.11 |
2.1% |
101.64 |
| High |
105.18 |
106.34 |
1.16 |
1.1% |
104.54 |
| Low |
102.10 |
104.38 |
2.28 |
2.2% |
97.02 |
| Close |
104.97 |
105.75 |
0.78 |
0.7% |
101.85 |
| Range |
3.08 |
1.96 |
-1.12 |
-36.4% |
7.52 |
| ATR |
3.29 |
3.19 |
-0.09 |
-2.9% |
0.00 |
| Volume |
292,810 |
239,657 |
-53,153 |
-18.2% |
887,062 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.37 |
110.52 |
106.83 |
|
| R3 |
109.41 |
108.56 |
106.29 |
|
| R2 |
107.45 |
107.45 |
106.11 |
|
| R1 |
106.60 |
106.60 |
105.93 |
107.03 |
| PP |
105.49 |
105.49 |
105.49 |
105.70 |
| S1 |
104.64 |
104.64 |
105.57 |
105.07 |
| S2 |
103.53 |
103.53 |
105.39 |
|
| S3 |
101.57 |
102.68 |
105.21 |
|
| S4 |
99.61 |
100.72 |
104.67 |
|
|
| 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 |
106.34 |
97.62 |
8.72 |
8.2% |
3.12 |
2.9% |
93% |
True |
False |
225,745 |
| 10 |
106.42 |
97.02 |
9.40 |
8.9% |
3.57 |
3.4% |
93% |
False |
False |
196,081 |
| 20 |
108.25 |
97.02 |
11.23 |
10.6% |
3.51 |
3.3% |
78% |
False |
False |
160,922 |
| 40 |
108.25 |
89.54 |
18.71 |
17.7% |
2.93 |
2.8% |
87% |
False |
False |
133,734 |
| 60 |
108.25 |
89.40 |
18.85 |
17.8% |
2.56 |
2.4% |
87% |
False |
False |
105,205 |
| 80 |
108.25 |
85.11 |
23.14 |
21.9% |
2.28 |
2.2% |
89% |
False |
False |
83,141 |
| 100 |
108.25 |
82.22 |
26.03 |
24.6% |
2.12 |
2.0% |
90% |
False |
False |
68,460 |
| 120 |
108.25 |
82.22 |
26.03 |
24.6% |
1.99 |
1.9% |
90% |
False |
False |
58,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.67 |
|
2.618 |
111.47 |
|
1.618 |
109.51 |
|
1.000 |
108.30 |
|
0.618 |
107.55 |
|
HIGH |
106.34 |
|
0.618 |
105.59 |
|
0.500 |
105.36 |
|
0.382 |
105.13 |
|
LOW |
104.38 |
|
0.618 |
103.17 |
|
1.000 |
102.42 |
|
1.618 |
101.21 |
|
2.618 |
99.25 |
|
4.250 |
96.05 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.62 |
105.24 |
| PP |
105.49 |
104.73 |
| S1 |
105.36 |
104.22 |
|