NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.65 |
103.40 |
-2.25 |
-2.1% |
107.07 |
| High |
105.65 |
104.12 |
-1.53 |
-1.4% |
109.30 |
| Low |
102.60 |
101.83 |
-0.77 |
-0.8% |
102.60 |
| Close |
104.09 |
103.97 |
-0.12 |
-0.1% |
104.09 |
| Range |
3.05 |
2.29 |
-0.76 |
-24.9% |
6.70 |
| ATR |
2.37 |
2.36 |
-0.01 |
-0.2% |
0.00 |
| Volume |
16,615 |
16,104 |
-511 |
-3.1% |
115,970 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.18 |
109.36 |
105.23 |
|
| R3 |
107.89 |
107.07 |
104.60 |
|
| R2 |
105.60 |
105.60 |
104.39 |
|
| R1 |
104.78 |
104.78 |
104.18 |
105.19 |
| PP |
103.31 |
103.31 |
103.31 |
103.51 |
| S1 |
102.49 |
102.49 |
103.76 |
102.90 |
| S2 |
101.02 |
101.02 |
103.55 |
|
| S3 |
98.73 |
100.20 |
103.34 |
|
| S4 |
96.44 |
97.91 |
102.71 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.43 |
121.46 |
107.78 |
|
| R3 |
118.73 |
114.76 |
105.93 |
|
| R2 |
112.03 |
112.03 |
105.32 |
|
| R1 |
108.06 |
108.06 |
104.70 |
106.70 |
| PP |
105.33 |
105.33 |
105.33 |
104.65 |
| S1 |
101.36 |
101.36 |
103.48 |
100.00 |
| S2 |
98.63 |
98.63 |
102.86 |
|
| S3 |
91.93 |
94.66 |
102.25 |
|
| S4 |
85.23 |
87.96 |
100.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.96 |
101.83 |
6.13 |
5.9% |
2.46 |
2.4% |
35% |
False |
True |
21,025 |
| 10 |
109.30 |
100.79 |
8.51 |
8.2% |
2.43 |
2.3% |
37% |
False |
False |
20,480 |
| 20 |
109.30 |
94.50 |
14.80 |
14.2% |
2.62 |
2.5% |
64% |
False |
False |
20,186 |
| 40 |
109.30 |
92.33 |
16.97 |
16.3% |
2.01 |
1.9% |
69% |
False |
False |
16,396 |
| 60 |
109.30 |
90.73 |
18.57 |
17.9% |
1.74 |
1.7% |
71% |
False |
False |
12,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.85 |
|
2.618 |
110.12 |
|
1.618 |
107.83 |
|
1.000 |
106.41 |
|
0.618 |
105.54 |
|
HIGH |
104.12 |
|
0.618 |
103.25 |
|
0.500 |
102.98 |
|
0.382 |
102.70 |
|
LOW |
101.83 |
|
0.618 |
100.41 |
|
1.000 |
99.54 |
|
1.618 |
98.12 |
|
2.618 |
95.83 |
|
4.250 |
92.10 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.64 |
104.59 |
| PP |
103.31 |
104.38 |
| S1 |
102.98 |
104.18 |
|