NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.03 |
104.50 |
-1.53 |
-1.4% |
103.42 |
| High |
106.30 |
105.50 |
-0.80 |
-0.8% |
107.14 |
| Low |
104.16 |
103.22 |
-0.94 |
-0.9% |
102.74 |
| Close |
104.56 |
105.32 |
0.76 |
0.7% |
105.94 |
| Range |
2.14 |
2.28 |
0.14 |
6.5% |
4.40 |
| ATR |
2.85 |
2.81 |
-0.04 |
-1.4% |
0.00 |
| Volume |
54,172 |
64,994 |
10,822 |
20.0% |
365,525 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.52 |
110.70 |
106.57 |
|
| R3 |
109.24 |
108.42 |
105.95 |
|
| R2 |
106.96 |
106.96 |
105.74 |
|
| R1 |
106.14 |
106.14 |
105.53 |
106.55 |
| PP |
104.68 |
104.68 |
104.68 |
104.89 |
| S1 |
103.86 |
103.86 |
105.11 |
104.27 |
| S2 |
102.40 |
102.40 |
104.90 |
|
| S3 |
100.12 |
101.58 |
104.69 |
|
| S4 |
97.84 |
99.30 |
104.07 |
|
|
| 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 |
103.22 |
3.92 |
3.7% |
1.91 |
1.8% |
54% |
False |
True |
72,332 |
| 10 |
107.14 |
97.61 |
9.53 |
9.0% |
2.65 |
2.5% |
81% |
False |
False |
68,321 |
| 20 |
108.80 |
97.61 |
11.19 |
10.6% |
2.92 |
2.8% |
69% |
False |
False |
78,730 |
| 40 |
108.80 |
91.97 |
16.83 |
16.0% |
2.77 |
2.6% |
79% |
False |
False |
80,494 |
| 60 |
108.80 |
90.50 |
18.30 |
17.4% |
2.50 |
2.4% |
81% |
False |
False |
76,216 |
| 80 |
108.80 |
88.48 |
20.32 |
19.3% |
2.23 |
2.1% |
83% |
False |
False |
64,829 |
| 100 |
108.80 |
82.46 |
26.34 |
25.0% |
2.15 |
2.0% |
87% |
False |
False |
56,559 |
| 120 |
108.80 |
82.46 |
26.34 |
25.0% |
2.09 |
2.0% |
87% |
False |
False |
50,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.19 |
|
2.618 |
111.47 |
|
1.618 |
109.19 |
|
1.000 |
107.78 |
|
0.618 |
106.91 |
|
HIGH |
105.50 |
|
0.618 |
104.63 |
|
0.500 |
104.36 |
|
0.382 |
104.09 |
|
LOW |
103.22 |
|
0.618 |
101.81 |
|
1.000 |
100.94 |
|
1.618 |
99.53 |
|
2.618 |
97.25 |
|
4.250 |
93.53 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.00 |
105.16 |
| PP |
104.68 |
104.99 |
| S1 |
104.36 |
104.83 |
|