NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.05 |
106.03 |
-0.02 |
0.0% |
103.42 |
| High |
107.14 |
106.44 |
-0.70 |
-0.7% |
107.14 |
| Low |
105.30 |
105.05 |
-0.25 |
-0.2% |
102.74 |
| Close |
106.11 |
105.94 |
-0.17 |
-0.2% |
105.94 |
| Range |
1.84 |
1.39 |
-0.45 |
-24.5% |
4.40 |
| ATR |
3.02 |
2.91 |
-0.12 |
-3.9% |
0.00 |
| Volume |
90,189 |
61,093 |
-29,096 |
-32.3% |
365,525 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.98 |
109.35 |
106.70 |
|
| R3 |
108.59 |
107.96 |
106.32 |
|
| R2 |
107.20 |
107.20 |
106.19 |
|
| R1 |
106.57 |
106.57 |
106.07 |
106.19 |
| PP |
105.81 |
105.81 |
105.81 |
105.62 |
| S1 |
105.18 |
105.18 |
105.81 |
104.80 |
| S2 |
104.42 |
104.42 |
105.69 |
|
| S3 |
103.03 |
103.79 |
105.56 |
|
| S4 |
101.64 |
102.40 |
105.18 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.47 |
116.61 |
108.36 |
|
| R3 |
114.07 |
112.21 |
107.15 |
|
| R2 |
109.67 |
109.67 |
106.75 |
|
| R1 |
107.81 |
107.81 |
106.34 |
108.74 |
| PP |
105.27 |
105.27 |
105.27 |
105.74 |
| S1 |
103.41 |
103.41 |
105.54 |
104.34 |
| S2 |
100.87 |
100.87 |
105.13 |
|
| S3 |
96.47 |
99.01 |
104.73 |
|
| S4 |
92.07 |
94.61 |
103.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.14 |
102.74 |
4.40 |
4.2% |
1.94 |
1.8% |
73% |
False |
False |
73,105 |
| 10 |
107.14 |
97.61 |
9.53 |
9.0% |
3.00 |
2.8% |
87% |
False |
False |
71,066 |
| 20 |
108.80 |
97.61 |
11.19 |
10.6% |
3.05 |
2.9% |
74% |
False |
False |
79,966 |
| 40 |
108.80 |
91.90 |
16.90 |
16.0% |
2.82 |
2.7% |
83% |
False |
False |
84,044 |
| 60 |
108.80 |
90.50 |
18.30 |
17.3% |
2.51 |
2.4% |
84% |
False |
False |
75,007 |
| 80 |
108.80 |
85.73 |
23.07 |
21.8% |
2.22 |
2.1% |
88% |
False |
False |
64,021 |
| 100 |
108.80 |
82.46 |
26.34 |
24.9% |
2.13 |
2.0% |
89% |
False |
False |
55,692 |
| 120 |
108.80 |
82.46 |
26.34 |
24.9% |
2.08 |
2.0% |
89% |
False |
False |
49,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.35 |
|
2.618 |
110.08 |
|
1.618 |
108.69 |
|
1.000 |
107.83 |
|
0.618 |
107.30 |
|
HIGH |
106.44 |
|
0.618 |
105.91 |
|
0.500 |
105.75 |
|
0.382 |
105.58 |
|
LOW |
105.05 |
|
0.618 |
104.19 |
|
1.000 |
103.66 |
|
1.618 |
102.80 |
|
2.618 |
101.41 |
|
4.250 |
99.14 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.88 |
106.06 |
| PP |
105.81 |
106.02 |
| S1 |
105.75 |
105.98 |
|