NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.72 |
106.16 |
0.44 |
0.4% |
102.74 |
| High |
107.26 |
107.34 |
0.08 |
0.1% |
105.64 |
| Low |
105.45 |
105.74 |
0.29 |
0.3% |
98.20 |
| Close |
106.58 |
106.52 |
-0.06 |
-0.1% |
102.95 |
| Range |
1.81 |
1.60 |
-0.21 |
-11.6% |
7.44 |
| ATR |
2.95 |
2.85 |
-0.10 |
-3.3% |
0.00 |
| Volume |
29,254 |
38,085 |
8,831 |
30.2% |
127,038 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.33 |
110.53 |
107.40 |
|
| R3 |
109.73 |
108.93 |
106.96 |
|
| R2 |
108.13 |
108.13 |
106.81 |
|
| R1 |
107.33 |
107.33 |
106.67 |
107.73 |
| PP |
106.53 |
106.53 |
106.53 |
106.74 |
| S1 |
105.73 |
105.73 |
106.37 |
106.13 |
| S2 |
104.93 |
104.93 |
106.23 |
|
| S3 |
103.33 |
104.13 |
106.08 |
|
| S4 |
101.73 |
102.53 |
105.64 |
|
|
| 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 |
107.34 |
102.12 |
5.22 |
4.9% |
2.27 |
2.1% |
84% |
True |
False |
25,061 |
| 10 |
107.34 |
98.20 |
9.14 |
8.6% |
3.11 |
2.9% |
91% |
True |
False |
27,506 |
| 20 |
109.10 |
98.20 |
10.90 |
10.2% |
2.93 |
2.8% |
76% |
False |
False |
31,668 |
| 40 |
109.10 |
92.70 |
16.40 |
15.4% |
2.63 |
2.5% |
84% |
False |
False |
32,298 |
| 60 |
109.10 |
91.28 |
17.82 |
16.7% |
2.30 |
2.2% |
86% |
False |
False |
26,986 |
| 80 |
109.10 |
85.92 |
23.18 |
21.8% |
2.01 |
1.9% |
89% |
False |
False |
21,919 |
| 100 |
109.10 |
83.16 |
25.94 |
24.4% |
1.84 |
1.7% |
90% |
False |
False |
18,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.14 |
|
2.618 |
111.53 |
|
1.618 |
109.93 |
|
1.000 |
108.94 |
|
0.618 |
108.33 |
|
HIGH |
107.34 |
|
0.618 |
106.73 |
|
0.500 |
106.54 |
|
0.382 |
106.35 |
|
LOW |
105.74 |
|
0.618 |
104.75 |
|
1.000 |
104.14 |
|
1.618 |
103.15 |
|
2.618 |
101.55 |
|
4.250 |
98.94 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.54 |
106.12 |
| PP |
106.53 |
105.72 |
| S1 |
106.53 |
105.32 |
|