NYMEX Light Sweet Crude Oil Future June 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 |
103.72 |
105.39 |
1.67 |
1.6% |
102.18 |
| High |
105.71 |
106.87 |
1.16 |
1.1% |
105.18 |
| Low |
102.74 |
104.97 |
2.23 |
2.2% |
97.61 |
| Close |
105.52 |
106.21 |
0.69 |
0.7% |
102.44 |
| Range |
2.97 |
1.90 |
-1.07 |
-36.0% |
7.57 |
| ATR |
3.21 |
3.11 |
-0.09 |
-2.9% |
0.00 |
| Volume |
70,016 |
91,212 |
21,196 |
30.3% |
345,141 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.72 |
110.86 |
107.26 |
|
| R3 |
109.82 |
108.96 |
106.73 |
|
| R2 |
107.92 |
107.92 |
106.56 |
|
| R1 |
107.06 |
107.06 |
106.38 |
107.49 |
| PP |
106.02 |
106.02 |
106.02 |
106.23 |
| S1 |
105.16 |
105.16 |
106.04 |
105.59 |
| S2 |
104.12 |
104.12 |
105.86 |
|
| S3 |
102.22 |
103.26 |
105.69 |
|
| S4 |
100.32 |
101.36 |
105.17 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.45 |
121.02 |
106.60 |
|
| R3 |
116.88 |
113.45 |
104.52 |
|
| R2 |
109.31 |
109.31 |
103.83 |
|
| R1 |
105.88 |
105.88 |
103.13 |
107.60 |
| PP |
101.74 |
101.74 |
101.74 |
102.60 |
| S1 |
98.31 |
98.31 |
101.75 |
100.03 |
| S2 |
94.17 |
94.17 |
101.05 |
|
| S3 |
86.60 |
90.74 |
100.36 |
|
| S4 |
79.03 |
83.17 |
98.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.87 |
98.30 |
8.57 |
8.1% |
3.07 |
2.9% |
92% |
True |
False |
67,114 |
| 10 |
107.12 |
97.61 |
9.51 |
9.0% |
3.51 |
3.3% |
90% |
False |
False |
73,209 |
| 20 |
108.80 |
97.61 |
11.19 |
10.5% |
3.42 |
3.2% |
77% |
False |
False |
82,607 |
| 40 |
108.80 |
90.69 |
18.11 |
17.1% |
2.83 |
2.7% |
86% |
False |
False |
83,990 |
| 60 |
108.80 |
90.50 |
18.30 |
17.2% |
2.48 |
2.3% |
86% |
False |
False |
72,871 |
| 80 |
108.80 |
85.31 |
23.49 |
22.1% |
2.24 |
2.1% |
89% |
False |
False |
62,599 |
| 100 |
108.80 |
82.46 |
26.34 |
24.8% |
2.13 |
2.0% |
90% |
False |
False |
54,433 |
| 120 |
108.80 |
82.46 |
26.34 |
24.8% |
2.08 |
2.0% |
90% |
False |
False |
48,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.95 |
|
2.618 |
111.84 |
|
1.618 |
109.94 |
|
1.000 |
108.77 |
|
0.618 |
108.04 |
|
HIGH |
106.87 |
|
0.618 |
106.14 |
|
0.500 |
105.92 |
|
0.382 |
105.70 |
|
LOW |
104.97 |
|
0.618 |
103.80 |
|
1.000 |
103.07 |
|
1.618 |
101.90 |
|
2.618 |
100.00 |
|
4.250 |
96.90 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.11 |
105.74 |
| PP |
106.02 |
105.27 |
| S1 |
105.92 |
104.81 |
|