NYMEX Light Sweet Crude Oil Future July 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 |
105.56 |
105.35 |
-0.21 |
-0.2% |
103.75 |
| High |
106.12 |
107.80 |
1.68 |
1.6% |
107.34 |
| Low |
104.55 |
105.35 |
0.80 |
0.8% |
103.29 |
| Close |
105.37 |
107.71 |
2.34 |
2.2% |
106.38 |
| Range |
1.57 |
2.45 |
0.88 |
56.1% |
4.05 |
| ATR |
2.58 |
2.57 |
-0.01 |
-0.4% |
0.00 |
| Volume |
28,720 |
49,823 |
21,103 |
73.5% |
145,507 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.30 |
113.46 |
109.06 |
|
| R3 |
111.85 |
111.01 |
108.38 |
|
| R2 |
109.40 |
109.40 |
108.16 |
|
| R1 |
108.56 |
108.56 |
107.93 |
108.98 |
| PP |
106.95 |
106.95 |
106.95 |
107.17 |
| S1 |
106.11 |
106.11 |
107.49 |
106.53 |
| S2 |
104.50 |
104.50 |
107.26 |
|
| S3 |
102.05 |
103.66 |
107.04 |
|
| S4 |
99.60 |
101.21 |
106.36 |
|
|
| 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 |
107.80 |
103.74 |
4.06 |
3.8% |
1.93 |
1.8% |
98% |
True |
False |
35,393 |
| 10 |
107.80 |
102.12 |
5.68 |
5.3% |
2.10 |
2.0% |
98% |
True |
False |
30,227 |
| 20 |
109.10 |
98.20 |
10.90 |
10.1% |
2.72 |
2.5% |
87% |
False |
False |
31,945 |
| 40 |
109.10 |
93.10 |
16.00 |
14.9% |
2.65 |
2.5% |
91% |
False |
False |
32,465 |
| 60 |
109.10 |
91.28 |
17.82 |
16.5% |
2.32 |
2.2% |
92% |
False |
False |
29,358 |
| 80 |
109.10 |
89.17 |
19.93 |
18.5% |
2.05 |
1.9% |
93% |
False |
False |
23,733 |
| 100 |
109.10 |
83.16 |
25.94 |
24.1% |
1.90 |
1.8% |
95% |
False |
False |
19,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.21 |
|
2.618 |
114.21 |
|
1.618 |
111.76 |
|
1.000 |
110.25 |
|
0.618 |
109.31 |
|
HIGH |
107.80 |
|
0.618 |
106.86 |
|
0.500 |
106.58 |
|
0.382 |
106.29 |
|
LOW |
105.35 |
|
0.618 |
103.84 |
|
1.000 |
102.90 |
|
1.618 |
101.39 |
|
2.618 |
98.94 |
|
4.250 |
94.94 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.33 |
107.06 |
| PP |
106.95 |
106.42 |
| S1 |
106.58 |
105.77 |
|