NYMEX Light Sweet Crude Oil Future June 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 |
105.39 |
106.05 |
0.66 |
0.6% |
102.18 |
| High |
106.87 |
107.14 |
0.27 |
0.3% |
105.18 |
| Low |
104.97 |
105.30 |
0.33 |
0.3% |
97.61 |
| Close |
106.21 |
106.11 |
-0.10 |
-0.1% |
102.44 |
| Range |
1.90 |
1.84 |
-0.06 |
-3.2% |
7.57 |
| ATR |
3.11 |
3.02 |
-0.09 |
-2.9% |
0.00 |
| Volume |
91,212 |
90,189 |
-1,023 |
-1.1% |
345,141 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.70 |
110.75 |
107.12 |
|
| R3 |
109.86 |
108.91 |
106.62 |
|
| R2 |
108.02 |
108.02 |
106.45 |
|
| R1 |
107.07 |
107.07 |
106.28 |
107.55 |
| PP |
106.18 |
106.18 |
106.18 |
106.42 |
| S1 |
105.23 |
105.23 |
105.94 |
105.71 |
| S2 |
104.34 |
104.34 |
105.77 |
|
| S3 |
102.50 |
103.39 |
105.60 |
|
| S4 |
100.66 |
101.55 |
105.10 |
|
|
| 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 |
107.14 |
101.60 |
5.54 |
5.2% |
2.38 |
2.2% |
81% |
True |
False |
74,100 |
| 10 |
107.14 |
97.61 |
9.53 |
9.0% |
3.24 |
3.1% |
89% |
True |
False |
72,530 |
| 20 |
108.80 |
97.61 |
11.19 |
10.5% |
3.13 |
2.9% |
76% |
False |
False |
80,808 |
| 40 |
108.80 |
91.55 |
17.25 |
16.3% |
2.82 |
2.7% |
84% |
False |
False |
84,522 |
| 60 |
108.80 |
90.50 |
18.30 |
17.2% |
2.50 |
2.4% |
85% |
False |
False |
74,216 |
| 80 |
108.80 |
85.31 |
23.49 |
22.1% |
2.23 |
2.1% |
89% |
False |
False |
63,553 |
| 100 |
108.80 |
82.46 |
26.34 |
24.8% |
2.14 |
2.0% |
90% |
False |
False |
55,187 |
| 120 |
108.80 |
82.46 |
26.34 |
24.8% |
2.08 |
2.0% |
90% |
False |
False |
49,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.96 |
|
2.618 |
111.96 |
|
1.618 |
110.12 |
|
1.000 |
108.98 |
|
0.618 |
108.28 |
|
HIGH |
107.14 |
|
0.618 |
106.44 |
|
0.500 |
106.22 |
|
0.382 |
106.00 |
|
LOW |
105.30 |
|
0.618 |
104.16 |
|
1.000 |
103.46 |
|
1.618 |
102.32 |
|
2.618 |
100.48 |
|
4.250 |
97.48 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.22 |
105.72 |
| PP |
106.18 |
105.33 |
| S1 |
106.15 |
104.94 |
|