NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.37 |
106.41 |
0.04 |
0.0% |
103.75 |
| High |
106.87 |
106.66 |
-0.21 |
-0.2% |
107.34 |
| Low |
105.52 |
104.60 |
-0.92 |
-0.9% |
103.29 |
| Close |
106.38 |
105.06 |
-1.32 |
-1.2% |
106.38 |
| Range |
1.35 |
2.06 |
0.71 |
52.6% |
4.05 |
| ATR |
2.74 |
2.69 |
-0.05 |
-1.8% |
0.00 |
| Volume |
40,890 |
31,737 |
-9,153 |
-22.4% |
145,507 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.62 |
110.40 |
106.19 |
|
| R3 |
109.56 |
108.34 |
105.63 |
|
| R2 |
107.50 |
107.50 |
105.44 |
|
| R1 |
106.28 |
106.28 |
105.25 |
105.86 |
| PP |
105.44 |
105.44 |
105.44 |
105.23 |
| S1 |
104.22 |
104.22 |
104.87 |
103.80 |
| S2 |
103.38 |
103.38 |
104.68 |
|
| S3 |
101.32 |
102.16 |
104.49 |
|
| S4 |
99.26 |
100.10 |
103.93 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.82 |
116.15 |
108.61 |
|
| R3 |
113.77 |
112.10 |
107.49 |
|
| R2 |
109.72 |
109.72 |
107.12 |
|
| R1 |
108.05 |
108.05 |
106.75 |
108.89 |
| PP |
105.67 |
105.67 |
105.67 |
106.09 |
| S1 |
104.00 |
104.00 |
106.01 |
104.84 |
| S2 |
101.62 |
101.62 |
105.64 |
|
| S3 |
97.57 |
99.95 |
105.27 |
|
| S4 |
93.52 |
95.90 |
104.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.34 |
103.29 |
4.05 |
3.9% |
1.94 |
1.8% |
44% |
False |
False |
31,379 |
| 10 |
107.34 |
98.20 |
9.14 |
8.7% |
2.83 |
2.7% |
75% |
False |
False |
27,326 |
| 20 |
109.10 |
98.20 |
10.90 |
10.4% |
2.85 |
2.7% |
63% |
False |
False |
31,089 |
| 40 |
109.10 |
93.10 |
16.00 |
15.2% |
2.61 |
2.5% |
75% |
False |
False |
32,366 |
| 60 |
109.10 |
91.28 |
17.82 |
17.0% |
2.31 |
2.2% |
77% |
False |
False |
27,983 |
| 80 |
109.10 |
88.27 |
20.83 |
19.8% |
2.01 |
1.9% |
81% |
False |
False |
22,726 |
| 100 |
109.10 |
83.16 |
25.94 |
24.7% |
1.86 |
1.8% |
84% |
False |
False |
18,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.42 |
|
2.618 |
112.05 |
|
1.618 |
109.99 |
|
1.000 |
108.72 |
|
0.618 |
107.93 |
|
HIGH |
106.66 |
|
0.618 |
105.87 |
|
0.500 |
105.63 |
|
0.382 |
105.39 |
|
LOW |
104.60 |
|
0.618 |
103.33 |
|
1.000 |
102.54 |
|
1.618 |
101.27 |
|
2.618 |
99.21 |
|
4.250 |
95.85 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.63 |
105.97 |
| PP |
105.44 |
105.67 |
| S1 |
105.25 |
105.36 |
|