NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
103.40 |
103.90 |
0.50 |
0.5% |
107.07 |
| High |
104.12 |
104.18 |
0.06 |
0.1% |
109.30 |
| Low |
101.83 |
99.72 |
-2.11 |
-2.1% |
102.60 |
| Close |
103.97 |
99.74 |
-4.23 |
-4.1% |
104.09 |
| Range |
2.29 |
4.46 |
2.17 |
94.8% |
6.70 |
| ATR |
2.36 |
2.51 |
0.15 |
6.4% |
0.00 |
| Volume |
16,104 |
9,655 |
-6,449 |
-40.0% |
115,970 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.59 |
111.63 |
102.19 |
|
| R3 |
110.13 |
107.17 |
100.97 |
|
| R2 |
105.67 |
105.67 |
100.56 |
|
| R1 |
102.71 |
102.71 |
100.15 |
101.96 |
| PP |
101.21 |
101.21 |
101.21 |
100.84 |
| S1 |
98.25 |
98.25 |
99.33 |
97.50 |
| S2 |
96.75 |
96.75 |
98.92 |
|
| S3 |
92.29 |
93.79 |
98.51 |
|
| S4 |
87.83 |
89.33 |
97.29 |
|
|
| 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 |
107.85 |
99.72 |
8.13 |
8.2% |
2.92 |
2.9% |
0% |
False |
True |
16,820 |
| 10 |
109.30 |
99.72 |
9.58 |
9.6% |
2.56 |
2.6% |
0% |
False |
True |
20,047 |
| 20 |
109.30 |
94.50 |
14.80 |
14.8% |
2.76 |
2.8% |
35% |
False |
False |
20,107 |
| 40 |
109.30 |
92.33 |
16.97 |
17.0% |
2.10 |
2.1% |
44% |
False |
False |
16,425 |
| 60 |
109.30 |
90.73 |
18.57 |
18.6% |
1.81 |
1.8% |
49% |
False |
False |
12,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.14 |
|
2.618 |
115.86 |
|
1.618 |
111.40 |
|
1.000 |
108.64 |
|
0.618 |
106.94 |
|
HIGH |
104.18 |
|
0.618 |
102.48 |
|
0.500 |
101.95 |
|
0.382 |
101.42 |
|
LOW |
99.72 |
|
0.618 |
96.96 |
|
1.000 |
95.26 |
|
1.618 |
92.50 |
|
2.618 |
88.04 |
|
4.250 |
80.77 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.95 |
102.69 |
| PP |
101.21 |
101.70 |
| S1 |
100.48 |
100.72 |
|