NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.85 |
105.52 |
0.67 |
0.6% |
101.64 |
| High |
106.34 |
106.69 |
0.35 |
0.3% |
104.54 |
| Low |
104.38 |
104.76 |
0.38 |
0.4% |
97.02 |
| Close |
105.75 |
105.60 |
-0.15 |
-0.1% |
101.85 |
| Range |
1.96 |
1.93 |
-0.03 |
-1.5% |
7.52 |
| ATR |
3.19 |
3.10 |
-0.09 |
-2.8% |
0.00 |
| Volume |
239,657 |
245,551 |
5,894 |
2.5% |
887,062 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.47 |
110.47 |
106.66 |
|
| R3 |
109.54 |
108.54 |
106.13 |
|
| R2 |
107.61 |
107.61 |
105.95 |
|
| R1 |
106.61 |
106.61 |
105.78 |
107.11 |
| PP |
105.68 |
105.68 |
105.68 |
105.94 |
| S1 |
104.68 |
104.68 |
105.42 |
105.18 |
| S2 |
103.75 |
103.75 |
105.25 |
|
| S3 |
101.82 |
102.75 |
105.07 |
|
| S4 |
99.89 |
100.82 |
104.54 |
|
|
| 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 |
106.69 |
101.01 |
5.68 |
5.4% |
2.43 |
2.3% |
81% |
True |
False |
244,634 |
| 10 |
106.69 |
97.02 |
9.67 |
9.2% |
3.32 |
3.1% |
89% |
True |
False |
203,561 |
| 20 |
108.25 |
97.02 |
11.23 |
10.6% |
3.21 |
3.0% |
76% |
False |
False |
165,984 |
| 40 |
108.25 |
90.07 |
18.18 |
17.2% |
2.93 |
2.8% |
85% |
False |
False |
138,117 |
| 60 |
108.25 |
89.40 |
18.85 |
17.9% |
2.58 |
2.4% |
86% |
False |
False |
109,147 |
| 80 |
108.25 |
85.11 |
23.14 |
21.9% |
2.28 |
2.2% |
89% |
False |
False |
86,146 |
| 100 |
108.25 |
82.22 |
26.03 |
24.6% |
2.13 |
2.0% |
90% |
False |
False |
70,867 |
| 120 |
108.25 |
82.22 |
26.03 |
24.6% |
2.00 |
1.9% |
90% |
False |
False |
60,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.89 |
|
2.618 |
111.74 |
|
1.618 |
109.81 |
|
1.000 |
108.62 |
|
0.618 |
107.88 |
|
HIGH |
106.69 |
|
0.618 |
105.95 |
|
0.500 |
105.73 |
|
0.382 |
105.50 |
|
LOW |
104.76 |
|
0.618 |
103.57 |
|
1.000 |
102.83 |
|
1.618 |
101.64 |
|
2.618 |
99.71 |
|
4.250 |
96.56 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.73 |
105.20 |
| PP |
105.68 |
104.80 |
| S1 |
105.64 |
104.40 |
|