NYMEX Light Sweet Crude Oil Future August 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 |
106.70 |
106.77 |
0.07 |
0.1% |
104.76 |
| High |
107.09 |
106.97 |
-0.12 |
-0.1% |
107.45 |
| Low |
105.84 |
105.00 |
-0.84 |
-0.8% |
103.74 |
| Close |
106.64 |
105.37 |
-1.27 |
-1.2% |
106.64 |
| Range |
1.25 |
1.97 |
0.72 |
57.6% |
3.71 |
| ATR |
2.50 |
2.46 |
-0.04 |
-1.5% |
0.00 |
| Volume |
24,273 |
10,139 |
-14,134 |
-58.2% |
73,732 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.69 |
110.50 |
106.45 |
|
| R3 |
109.72 |
108.53 |
105.91 |
|
| R2 |
107.75 |
107.75 |
105.73 |
|
| R1 |
106.56 |
106.56 |
105.55 |
106.17 |
| PP |
105.78 |
105.78 |
105.78 |
105.59 |
| S1 |
104.59 |
104.59 |
105.19 |
104.20 |
| S2 |
103.81 |
103.81 |
105.01 |
|
| S3 |
101.84 |
102.62 |
104.83 |
|
| S4 |
99.87 |
100.65 |
104.29 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.07 |
115.57 |
108.68 |
|
| R3 |
113.36 |
111.86 |
107.66 |
|
| R2 |
109.65 |
109.65 |
107.32 |
|
| R1 |
108.15 |
108.15 |
106.98 |
108.90 |
| PP |
105.94 |
105.94 |
105.94 |
106.32 |
| S1 |
104.44 |
104.44 |
106.30 |
105.19 |
| S2 |
102.23 |
102.23 |
105.96 |
|
| S3 |
98.52 |
100.73 |
105.62 |
|
| S4 |
94.81 |
97.02 |
104.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.45 |
103.74 |
3.71 |
3.5% |
1.79 |
1.7% |
44% |
False |
False |
14,863 |
| 10 |
107.45 |
98.51 |
8.94 |
8.5% |
2.61 |
2.5% |
77% |
False |
False |
13,022 |
| 20 |
109.18 |
98.51 |
10.67 |
10.1% |
2.54 |
2.4% |
64% |
False |
False |
17,603 |
| 40 |
109.18 |
93.92 |
15.26 |
14.5% |
2.32 |
2.2% |
75% |
False |
False |
18,740 |
| 60 |
109.18 |
91.78 |
17.40 |
16.5% |
2.07 |
2.0% |
78% |
False |
False |
15,925 |
| 80 |
109.18 |
88.53 |
20.65 |
19.6% |
1.81 |
1.7% |
82% |
False |
False |
13,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.34 |
|
2.618 |
112.13 |
|
1.618 |
110.16 |
|
1.000 |
108.94 |
|
0.618 |
108.19 |
|
HIGH |
106.97 |
|
0.618 |
106.22 |
|
0.500 |
105.99 |
|
0.382 |
105.75 |
|
LOW |
105.00 |
|
0.618 |
103.78 |
|
1.000 |
103.03 |
|
1.618 |
101.81 |
|
2.618 |
99.84 |
|
4.250 |
96.63 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.99 |
106.21 |
| PP |
105.78 |
105.93 |
| S1 |
105.58 |
105.65 |
|