NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
103.94 |
104.45 |
0.51 |
0.5% |
103.02 |
| High |
105.00 |
105.15 |
0.15 |
0.1% |
106.69 |
| Low |
102.70 |
103.44 |
0.74 |
0.7% |
102.10 |
| Close |
104.79 |
104.27 |
-0.52 |
-0.5% |
105.40 |
| Range |
2.30 |
1.71 |
-0.59 |
-25.7% |
4.59 |
| ATR |
2.88 |
2.80 |
-0.08 |
-2.9% |
0.00 |
| Volume |
235,152 |
239,402 |
4,250 |
1.8% |
1,227,132 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.42 |
108.55 |
105.21 |
|
| R3 |
107.71 |
106.84 |
104.74 |
|
| R2 |
106.00 |
106.00 |
104.58 |
|
| R1 |
105.13 |
105.13 |
104.43 |
104.71 |
| PP |
104.29 |
104.29 |
104.29 |
104.08 |
| S1 |
103.42 |
103.42 |
104.11 |
103.00 |
| S2 |
102.58 |
102.58 |
103.96 |
|
| S3 |
100.87 |
101.71 |
103.80 |
|
| S4 |
99.16 |
100.00 |
103.33 |
|
|
| 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% |
1.91 |
1.8% |
39% |
False |
False |
230,287 |
| 10 |
106.69 |
97.62 |
9.07 |
8.7% |
2.51 |
2.4% |
73% |
False |
False |
228,016 |
| 20 |
108.25 |
97.02 |
11.23 |
10.8% |
2.93 |
2.8% |
65% |
False |
False |
190,475 |
| 40 |
108.25 |
90.27 |
17.98 |
17.2% |
2.88 |
2.8% |
78% |
False |
False |
149,087 |
| 60 |
108.25 |
89.40 |
18.85 |
18.1% |
2.59 |
2.5% |
79% |
False |
False |
123,178 |
| 80 |
108.25 |
88.68 |
19.57 |
18.8% |
2.29 |
2.2% |
80% |
False |
False |
96,850 |
| 100 |
108.25 |
82.22 |
26.03 |
25.0% |
2.15 |
2.1% |
85% |
False |
False |
79,589 |
| 120 |
108.25 |
82.22 |
26.03 |
25.0% |
2.01 |
1.9% |
85% |
False |
False |
67,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.42 |
|
2.618 |
109.63 |
|
1.618 |
107.92 |
|
1.000 |
106.86 |
|
0.618 |
106.21 |
|
HIGH |
105.15 |
|
0.618 |
104.50 |
|
0.500 |
104.30 |
|
0.382 |
104.09 |
|
LOW |
103.44 |
|
0.618 |
102.38 |
|
1.000 |
101.73 |
|
1.618 |
100.67 |
|
2.618 |
98.96 |
|
4.250 |
96.17 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.30 |
104.26 |
| PP |
104.29 |
104.24 |
| S1 |
104.28 |
104.23 |
|