NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.05 |
104.82 |
-0.23 |
-0.2% |
103.42 |
| High |
105.66 |
107.35 |
1.69 |
1.6% |
107.14 |
| Low |
104.02 |
104.70 |
0.68 |
0.7% |
102.74 |
| Close |
104.84 |
107.24 |
2.40 |
2.3% |
105.94 |
| Range |
1.64 |
2.65 |
1.01 |
61.6% |
4.40 |
| ATR |
2.73 |
2.72 |
-0.01 |
-0.2% |
0.00 |
| Volume |
97,435 |
87,186 |
-10,249 |
-10.5% |
365,525 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.38 |
113.46 |
108.70 |
|
| R3 |
111.73 |
110.81 |
107.97 |
|
| R2 |
109.08 |
109.08 |
107.73 |
|
| R1 |
108.16 |
108.16 |
107.48 |
108.62 |
| PP |
106.43 |
106.43 |
106.43 |
106.66 |
| S1 |
105.51 |
105.51 |
107.00 |
105.97 |
| S2 |
103.78 |
103.78 |
106.75 |
|
| S3 |
101.13 |
102.86 |
106.51 |
|
| S4 |
98.48 |
100.21 |
105.78 |
|
|
| 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 |
107.35 |
103.22 |
4.13 |
3.9% |
2.02 |
1.9% |
97% |
True |
False |
72,976 |
| 10 |
107.35 |
101.60 |
5.75 |
5.4% |
2.20 |
2.0% |
98% |
True |
False |
73,538 |
| 20 |
108.80 |
97.61 |
11.19 |
10.4% |
2.85 |
2.7% |
86% |
False |
False |
78,600 |
| 40 |
108.80 |
91.97 |
16.83 |
15.7% |
2.83 |
2.6% |
91% |
False |
False |
80,775 |
| 60 |
108.80 |
90.50 |
18.30 |
17.1% |
2.50 |
2.3% |
91% |
False |
False |
78,464 |
| 80 |
108.80 |
88.86 |
19.94 |
18.6% |
2.24 |
2.1% |
92% |
False |
False |
65,929 |
| 100 |
108.80 |
82.46 |
26.34 |
24.6% |
2.16 |
2.0% |
94% |
False |
False |
57,921 |
| 120 |
108.80 |
82.46 |
26.34 |
24.6% |
2.08 |
1.9% |
94% |
False |
False |
51,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.61 |
|
2.618 |
114.29 |
|
1.618 |
111.64 |
|
1.000 |
110.00 |
|
0.618 |
108.99 |
|
HIGH |
107.35 |
|
0.618 |
106.34 |
|
0.500 |
106.03 |
|
0.382 |
105.71 |
|
LOW |
104.70 |
|
0.618 |
103.06 |
|
1.000 |
102.05 |
|
1.618 |
100.41 |
|
2.618 |
97.76 |
|
4.250 |
93.44 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.84 |
106.59 |
| PP |
106.43 |
105.94 |
| S1 |
106.03 |
105.29 |
|