NYMEX Light Sweet Crude Oil Future July 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 |
104.96 |
105.56 |
0.60 |
0.6% |
103.75 |
| High |
105.95 |
106.12 |
0.17 |
0.2% |
107.34 |
| Low |
103.74 |
104.55 |
0.81 |
0.8% |
103.29 |
| Close |
105.79 |
105.37 |
-0.42 |
-0.4% |
106.38 |
| Range |
2.21 |
1.57 |
-0.64 |
-29.0% |
4.05 |
| ATR |
2.66 |
2.58 |
-0.08 |
-2.9% |
0.00 |
| Volume |
25,797 |
28,720 |
2,923 |
11.3% |
145,507 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.06 |
109.28 |
106.23 |
|
| R3 |
108.49 |
107.71 |
105.80 |
|
| R2 |
106.92 |
106.92 |
105.66 |
|
| R1 |
106.14 |
106.14 |
105.51 |
105.75 |
| PP |
105.35 |
105.35 |
105.35 |
105.15 |
| S1 |
104.57 |
104.57 |
105.23 |
104.18 |
| S2 |
103.78 |
103.78 |
105.08 |
|
| S3 |
102.21 |
103.00 |
104.94 |
|
| S4 |
100.64 |
101.43 |
104.51 |
|
|
| 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 |
103.74 |
3.60 |
3.4% |
1.76 |
1.7% |
45% |
False |
False |
33,045 |
| 10 |
107.34 |
98.88 |
8.46 |
8.0% |
2.38 |
2.3% |
77% |
False |
False |
27,965 |
| 20 |
109.10 |
98.20 |
10.90 |
10.3% |
2.73 |
2.6% |
66% |
False |
False |
30,921 |
| 40 |
109.10 |
93.10 |
16.00 |
15.2% |
2.61 |
2.5% |
77% |
False |
False |
31,884 |
| 60 |
109.10 |
91.28 |
17.82 |
16.9% |
2.32 |
2.2% |
79% |
False |
False |
28,651 |
| 80 |
109.10 |
89.17 |
19.93 |
18.9% |
2.03 |
1.9% |
81% |
False |
False |
23,240 |
| 100 |
109.10 |
83.16 |
25.94 |
24.6% |
1.88 |
1.8% |
86% |
False |
False |
19,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.79 |
|
2.618 |
110.23 |
|
1.618 |
108.66 |
|
1.000 |
107.69 |
|
0.618 |
107.09 |
|
HIGH |
106.12 |
|
0.618 |
105.52 |
|
0.500 |
105.34 |
|
0.382 |
105.15 |
|
LOW |
104.55 |
|
0.618 |
103.58 |
|
1.000 |
102.98 |
|
1.618 |
102.01 |
|
2.618 |
100.44 |
|
4.250 |
97.88 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.36 |
105.31 |
| PP |
105.35 |
105.26 |
| S1 |
105.34 |
105.20 |
|