NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.03 |
106.03 |
0.00 |
0.0% |
103.42 |
| High |
106.44 |
106.30 |
-0.14 |
-0.1% |
107.14 |
| Low |
105.05 |
104.16 |
-0.89 |
-0.8% |
102.74 |
| Close |
105.94 |
104.56 |
-1.38 |
-1.3% |
105.94 |
| Range |
1.39 |
2.14 |
0.75 |
54.0% |
4.40 |
| ATR |
2.91 |
2.85 |
-0.05 |
-1.9% |
0.00 |
| Volume |
61,093 |
54,172 |
-6,921 |
-11.3% |
365,525 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.43 |
110.13 |
105.74 |
|
| R3 |
109.29 |
107.99 |
105.15 |
|
| R2 |
107.15 |
107.15 |
104.95 |
|
| R1 |
105.85 |
105.85 |
104.76 |
105.43 |
| PP |
105.01 |
105.01 |
105.01 |
104.80 |
| S1 |
103.71 |
103.71 |
104.36 |
103.29 |
| S2 |
102.87 |
102.87 |
104.17 |
|
| S3 |
100.73 |
101.57 |
103.97 |
|
| S4 |
98.59 |
99.43 |
103.38 |
|
|
| 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% |
2.05 |
2.0% |
41% |
False |
False |
73,336 |
| 10 |
107.14 |
97.61 |
9.53 |
9.1% |
2.92 |
2.8% |
73% |
False |
False |
71,238 |
| 20 |
108.80 |
97.61 |
11.19 |
10.7% |
3.01 |
2.9% |
62% |
False |
False |
79,472 |
| 40 |
108.80 |
91.97 |
16.83 |
16.1% |
2.80 |
2.7% |
75% |
False |
False |
82,760 |
| 60 |
108.80 |
90.50 |
18.30 |
17.5% |
2.51 |
2.4% |
77% |
False |
False |
75,572 |
| 80 |
108.80 |
87.93 |
20.87 |
20.0% |
2.22 |
2.1% |
80% |
False |
False |
64,374 |
| 100 |
108.80 |
82.46 |
26.34 |
25.2% |
2.14 |
2.0% |
84% |
False |
False |
56,053 |
| 120 |
108.80 |
82.46 |
26.34 |
25.2% |
2.09 |
2.0% |
84% |
False |
False |
49,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.40 |
|
2.618 |
111.90 |
|
1.618 |
109.76 |
|
1.000 |
108.44 |
|
0.618 |
107.62 |
|
HIGH |
106.30 |
|
0.618 |
105.48 |
|
0.500 |
105.23 |
|
0.382 |
104.98 |
|
LOW |
104.16 |
|
0.618 |
102.84 |
|
1.000 |
102.02 |
|
1.618 |
100.70 |
|
2.618 |
98.56 |
|
4.250 |
95.07 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.23 |
105.65 |
| PP |
105.01 |
105.29 |
| S1 |
104.78 |
104.92 |
|