NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.50 |
105.05 |
0.55 |
0.5% |
103.42 |
| High |
105.50 |
105.66 |
0.16 |
0.2% |
107.14 |
| Low |
103.22 |
104.02 |
0.80 |
0.8% |
102.74 |
| Close |
105.32 |
104.84 |
-0.48 |
-0.5% |
105.94 |
| Range |
2.28 |
1.64 |
-0.64 |
-28.1% |
4.40 |
| ATR |
2.81 |
2.73 |
-0.08 |
-3.0% |
0.00 |
| Volume |
64,994 |
97,435 |
32,441 |
49.9% |
365,525 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.76 |
108.94 |
105.74 |
|
| R3 |
108.12 |
107.30 |
105.29 |
|
| R2 |
106.48 |
106.48 |
105.14 |
|
| R1 |
105.66 |
105.66 |
104.99 |
105.25 |
| PP |
104.84 |
104.84 |
104.84 |
104.64 |
| S1 |
104.02 |
104.02 |
104.69 |
103.61 |
| S2 |
103.20 |
103.20 |
104.54 |
|
| S3 |
101.56 |
102.38 |
104.39 |
|
| S4 |
99.92 |
100.74 |
103.94 |
|
|
| 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% |
1.86 |
1.8% |
41% |
False |
False |
73,576 |
| 10 |
107.14 |
98.30 |
8.84 |
8.4% |
2.46 |
2.3% |
74% |
False |
False |
70,345 |
| 20 |
108.80 |
97.61 |
11.19 |
10.7% |
2.86 |
2.7% |
65% |
False |
False |
78,498 |
| 40 |
108.80 |
91.97 |
16.83 |
16.1% |
2.78 |
2.7% |
76% |
False |
False |
80,694 |
| 60 |
108.80 |
90.50 |
18.30 |
17.5% |
2.50 |
2.4% |
78% |
False |
False |
77,502 |
| 80 |
108.80 |
88.86 |
19.94 |
19.0% |
2.22 |
2.1% |
80% |
False |
False |
65,495 |
| 100 |
108.80 |
82.46 |
26.34 |
25.1% |
2.15 |
2.0% |
85% |
False |
False |
57,337 |
| 120 |
108.80 |
82.46 |
26.34 |
25.1% |
2.08 |
2.0% |
85% |
False |
False |
50,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.63 |
|
2.618 |
109.95 |
|
1.618 |
108.31 |
|
1.000 |
107.30 |
|
0.618 |
106.67 |
|
HIGH |
105.66 |
|
0.618 |
105.03 |
|
0.500 |
104.84 |
|
0.382 |
104.65 |
|
LOW |
104.02 |
|
0.618 |
103.01 |
|
1.000 |
102.38 |
|
1.618 |
101.37 |
|
2.618 |
99.73 |
|
4.250 |
97.05 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.84 |
104.81 |
| PP |
104.84 |
104.79 |
| S1 |
104.84 |
104.76 |
|