NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.19 |
105.72 |
1.53 |
1.5% |
102.74 |
| High |
106.17 |
107.26 |
1.09 |
1.0% |
105.64 |
| Low |
103.29 |
105.45 |
2.16 |
2.1% |
98.20 |
| Close |
106.00 |
106.58 |
0.58 |
0.5% |
102.95 |
| Range |
2.88 |
1.81 |
-1.07 |
-37.2% |
7.44 |
| ATR |
3.03 |
2.95 |
-0.09 |
-2.9% |
0.00 |
| Volume |
16,930 |
29,254 |
12,324 |
72.8% |
127,038 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.86 |
111.03 |
107.58 |
|
| R3 |
110.05 |
109.22 |
107.08 |
|
| R2 |
108.24 |
108.24 |
106.91 |
|
| R1 |
107.41 |
107.41 |
106.75 |
107.83 |
| PP |
106.43 |
106.43 |
106.43 |
106.64 |
| S1 |
105.60 |
105.60 |
106.41 |
106.02 |
| S2 |
104.62 |
104.62 |
106.25 |
|
| S3 |
102.81 |
103.79 |
106.08 |
|
| S4 |
101.00 |
101.98 |
105.58 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.58 |
121.21 |
107.04 |
|
| R3 |
117.14 |
113.77 |
105.00 |
|
| R2 |
109.70 |
109.70 |
104.31 |
|
| R1 |
106.33 |
106.33 |
103.63 |
108.02 |
| PP |
102.26 |
102.26 |
102.26 |
103.11 |
| S1 |
98.89 |
98.89 |
102.27 |
100.58 |
| S2 |
94.82 |
94.82 |
101.59 |
|
| S3 |
87.38 |
91.45 |
100.90 |
|
| S4 |
79.94 |
84.01 |
98.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.26 |
98.88 |
8.38 |
7.9% |
3.01 |
2.8% |
92% |
True |
False |
22,884 |
| 10 |
107.65 |
98.20 |
9.45 |
8.9% |
3.41 |
3.2% |
89% |
False |
False |
27,260 |
| 20 |
109.10 |
98.20 |
10.90 |
10.2% |
3.19 |
3.0% |
77% |
False |
False |
32,855 |
| 40 |
109.10 |
91.56 |
17.54 |
16.5% |
2.64 |
2.5% |
86% |
False |
False |
31,802 |
| 60 |
109.10 |
91.28 |
17.82 |
16.7% |
2.28 |
2.1% |
86% |
False |
False |
26,409 |
| 80 |
109.10 |
85.92 |
23.18 |
21.7% |
2.01 |
1.9% |
89% |
False |
False |
21,462 |
| 100 |
109.10 |
83.16 |
25.94 |
24.3% |
1.83 |
1.7% |
90% |
False |
False |
17,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.95 |
|
2.618 |
112.00 |
|
1.618 |
110.19 |
|
1.000 |
109.07 |
|
0.618 |
108.38 |
|
HIGH |
107.26 |
|
0.618 |
106.57 |
|
0.500 |
106.36 |
|
0.382 |
106.14 |
|
LOW |
105.45 |
|
0.618 |
104.33 |
|
1.000 |
103.64 |
|
1.618 |
102.52 |
|
2.618 |
100.71 |
|
4.250 |
97.76 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.51 |
106.15 |
| PP |
106.43 |
105.71 |
| S1 |
106.36 |
105.28 |
|