NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.43 |
103.94 |
-1.49 |
-1.4% |
103.02 |
| High |
105.76 |
105.00 |
-0.76 |
-0.7% |
106.69 |
| Low |
103.60 |
102.70 |
-0.90 |
-0.9% |
102.10 |
| Close |
103.98 |
104.79 |
0.81 |
0.8% |
105.40 |
| Range |
2.16 |
2.30 |
0.14 |
6.5% |
4.59 |
| ATR |
2.93 |
2.88 |
-0.04 |
-1.5% |
0.00 |
| Volume |
211,557 |
235,152 |
23,595 |
11.2% |
1,227,132 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.06 |
110.23 |
106.06 |
|
| R3 |
108.76 |
107.93 |
105.42 |
|
| R2 |
106.46 |
106.46 |
105.21 |
|
| R1 |
105.63 |
105.63 |
105.00 |
106.05 |
| PP |
104.16 |
104.16 |
104.16 |
104.37 |
| S1 |
103.33 |
103.33 |
104.58 |
103.75 |
| S2 |
101.86 |
101.86 |
104.37 |
|
| S3 |
99.56 |
101.03 |
104.16 |
|
| S4 |
97.26 |
98.73 |
103.53 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.50 |
116.54 |
107.92 |
|
| R3 |
113.91 |
111.95 |
106.66 |
|
| R2 |
109.32 |
109.32 |
106.24 |
|
| R1 |
107.36 |
107.36 |
105.82 |
108.34 |
| PP |
104.73 |
104.73 |
104.73 |
105.22 |
| S1 |
102.77 |
102.77 |
104.98 |
103.75 |
| S2 |
100.14 |
100.14 |
104.56 |
|
| S3 |
95.55 |
98.18 |
104.14 |
|
| S4 |
90.96 |
93.59 |
102.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.69 |
102.70 |
3.99 |
3.8% |
1.96 |
1.9% |
52% |
False |
True |
230,338 |
| 10 |
106.69 |
97.02 |
9.67 |
9.2% |
2.70 |
2.6% |
80% |
False |
False |
224,943 |
| 20 |
108.25 |
97.02 |
11.23 |
10.7% |
2.99 |
2.9% |
69% |
False |
False |
186,088 |
| 40 |
108.25 |
90.27 |
17.98 |
17.2% |
2.87 |
2.7% |
81% |
False |
False |
145,537 |
| 60 |
108.25 |
89.40 |
18.85 |
18.0% |
2.58 |
2.5% |
82% |
False |
False |
119,446 |
| 80 |
108.25 |
88.40 |
19.85 |
18.9% |
2.29 |
2.2% |
83% |
False |
False |
94,072 |
| 100 |
108.25 |
82.22 |
26.03 |
24.8% |
2.15 |
2.0% |
87% |
False |
False |
77,295 |
| 120 |
108.25 |
82.22 |
26.03 |
24.8% |
2.02 |
1.9% |
87% |
False |
False |
65,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.78 |
|
2.618 |
111.02 |
|
1.618 |
108.72 |
|
1.000 |
107.30 |
|
0.618 |
106.42 |
|
HIGH |
105.00 |
|
0.618 |
104.12 |
|
0.500 |
103.85 |
|
0.382 |
103.58 |
|
LOW |
102.70 |
|
0.618 |
101.28 |
|
1.000 |
100.40 |
|
1.618 |
98.98 |
|
2.618 |
96.68 |
|
4.250 |
92.93 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.48 |
104.64 |
| PP |
104.16 |
104.48 |
| S1 |
103.85 |
104.33 |
|