NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
98.77 |
99.84 |
1.07 |
1.1% |
106.24 |
| High |
101.13 |
103.60 |
2.47 |
2.4% |
108.80 |
| Low |
97.61 |
98.30 |
0.69 |
0.7% |
100.90 |
| Close |
99.58 |
103.06 |
3.48 |
3.5% |
102.95 |
| Range |
3.52 |
5.30 |
1.78 |
50.6% |
7.90 |
| ATR |
3.11 |
3.27 |
0.16 |
5.0% |
0.00 |
| Volume |
77,198 |
55,256 |
-21,942 |
-28.4% |
463,824 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.55 |
115.61 |
105.98 |
|
| R3 |
112.25 |
110.31 |
104.52 |
|
| R2 |
106.95 |
106.95 |
104.03 |
|
| R1 |
105.01 |
105.01 |
103.55 |
105.98 |
| PP |
101.65 |
101.65 |
101.65 |
102.14 |
| S1 |
99.71 |
99.71 |
102.57 |
100.68 |
| S2 |
96.35 |
96.35 |
102.09 |
|
| S3 |
91.05 |
94.41 |
101.60 |
|
| S4 |
85.75 |
89.11 |
100.15 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.92 |
123.33 |
107.30 |
|
| R3 |
120.02 |
115.43 |
105.12 |
|
| R2 |
112.12 |
112.12 |
104.40 |
|
| R1 |
107.53 |
107.53 |
103.67 |
105.88 |
| PP |
104.22 |
104.22 |
104.22 |
103.39 |
| S1 |
99.63 |
99.63 |
102.23 |
97.98 |
| S2 |
96.32 |
96.32 |
101.50 |
|
| S3 |
88.42 |
91.73 |
100.78 |
|
| S4 |
80.52 |
83.83 |
98.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.73 |
97.61 |
7.12 |
6.9% |
4.11 |
4.0% |
77% |
False |
False |
70,960 |
| 10 |
108.80 |
97.61 |
11.19 |
10.9% |
3.51 |
3.4% |
49% |
False |
False |
83,661 |
| 20 |
108.80 |
91.97 |
16.83 |
16.3% |
3.67 |
3.6% |
66% |
False |
False |
85,938 |
| 40 |
108.80 |
90.50 |
18.30 |
17.8% |
2.76 |
2.7% |
69% |
False |
False |
84,055 |
| 60 |
108.80 |
90.50 |
18.30 |
17.8% |
2.38 |
2.3% |
69% |
False |
False |
69,635 |
| 80 |
108.80 |
82.46 |
26.34 |
25.6% |
2.21 |
2.1% |
78% |
False |
False |
60,129 |
| 100 |
108.80 |
82.46 |
26.34 |
25.6% |
2.08 |
2.0% |
78% |
False |
False |
52,079 |
| 120 |
108.80 |
80.00 |
28.80 |
27.9% |
2.05 |
2.0% |
80% |
False |
False |
47,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.13 |
|
2.618 |
117.48 |
|
1.618 |
112.18 |
|
1.000 |
108.90 |
|
0.618 |
106.88 |
|
HIGH |
103.60 |
|
0.618 |
101.58 |
|
0.500 |
100.95 |
|
0.382 |
100.32 |
|
LOW |
98.30 |
|
0.618 |
95.02 |
|
1.000 |
93.00 |
|
1.618 |
89.72 |
|
2.618 |
84.42 |
|
4.250 |
75.78 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.36 |
102.24 |
| PP |
101.65 |
101.42 |
| S1 |
100.95 |
100.61 |
|