NYMEX Light Sweet Crude Oil Future August 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 |
105.88 |
105.90 |
0.02 |
0.0% |
104.76 |
| High |
106.42 |
108.09 |
1.67 |
1.6% |
107.45 |
| Low |
104.89 |
105.90 |
1.01 |
1.0% |
103.74 |
| Close |
105.73 |
107.99 |
2.26 |
2.1% |
106.64 |
| Range |
1.53 |
2.19 |
0.66 |
43.1% |
3.71 |
| ATR |
2.37 |
2.37 |
0.00 |
0.0% |
0.00 |
| Volume |
12,096 |
18,241 |
6,145 |
50.8% |
73,732 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.90 |
113.13 |
109.19 |
|
| R3 |
111.71 |
110.94 |
108.59 |
|
| R2 |
109.52 |
109.52 |
108.39 |
|
| R1 |
108.75 |
108.75 |
108.19 |
109.14 |
| PP |
107.33 |
107.33 |
107.33 |
107.52 |
| S1 |
106.56 |
106.56 |
107.79 |
106.95 |
| S2 |
105.14 |
105.14 |
107.59 |
|
| S3 |
102.95 |
104.37 |
107.39 |
|
| S4 |
100.76 |
102.18 |
106.79 |
|
|
| 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 |
108.09 |
104.02 |
4.07 |
3.8% |
1.81 |
1.7% |
98% |
True |
False |
14,484 |
| 10 |
108.09 |
102.49 |
5.60 |
5.2% |
1.95 |
1.8% |
98% |
True |
False |
13,221 |
| 20 |
109.18 |
98.51 |
10.67 |
9.9% |
2.48 |
2.3% |
89% |
False |
False |
16,765 |
| 40 |
109.18 |
93.92 |
15.26 |
14.1% |
2.36 |
2.2% |
92% |
False |
False |
18,055 |
| 60 |
109.18 |
91.78 |
17.40 |
16.1% |
2.06 |
1.9% |
93% |
False |
False |
16,347 |
| 80 |
109.18 |
89.40 |
19.78 |
18.3% |
1.85 |
1.7% |
94% |
False |
False |
13,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.40 |
|
2.618 |
113.82 |
|
1.618 |
111.63 |
|
1.000 |
110.28 |
|
0.618 |
109.44 |
|
HIGH |
108.09 |
|
0.618 |
107.25 |
|
0.500 |
107.00 |
|
0.382 |
106.74 |
|
LOW |
105.90 |
|
0.618 |
104.55 |
|
1.000 |
103.71 |
|
1.618 |
102.36 |
|
2.618 |
100.17 |
|
4.250 |
96.59 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.66 |
107.35 |
| PP |
107.33 |
106.70 |
| S1 |
107.00 |
106.06 |
|