NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
100.41 |
100.35 |
-0.06 |
-0.1% |
107.07 |
| High |
102.19 |
104.54 |
2.35 |
2.3% |
109.30 |
| Low |
99.97 |
100.29 |
0.32 |
0.3% |
102.60 |
| Close |
100.83 |
104.17 |
3.34 |
3.3% |
104.09 |
| Range |
2.22 |
4.25 |
2.03 |
91.4% |
6.70 |
| ATR |
2.51 |
2.63 |
0.12 |
5.0% |
0.00 |
| Volume |
18,392 |
14,612 |
-3,780 |
-20.6% |
115,970 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.75 |
114.21 |
106.51 |
|
| R3 |
111.50 |
109.96 |
105.34 |
|
| R2 |
107.25 |
107.25 |
104.95 |
|
| R1 |
105.71 |
105.71 |
104.56 |
106.48 |
| PP |
103.00 |
103.00 |
103.00 |
103.39 |
| S1 |
101.46 |
101.46 |
103.78 |
102.23 |
| S2 |
98.75 |
98.75 |
103.39 |
|
| S3 |
94.50 |
97.21 |
103.00 |
|
| S4 |
90.25 |
92.96 |
101.83 |
|
|
| 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 |
105.65 |
99.72 |
5.93 |
5.7% |
3.25 |
3.1% |
75% |
False |
False |
15,075 |
| 10 |
109.30 |
99.72 |
9.58 |
9.2% |
2.76 |
2.6% |
46% |
False |
False |
19,399 |
| 20 |
109.30 |
94.50 |
14.80 |
14.2% |
2.90 |
2.8% |
65% |
False |
False |
20,448 |
| 40 |
109.30 |
92.33 |
16.97 |
16.3% |
2.20 |
2.1% |
70% |
False |
False |
16,946 |
| 60 |
109.30 |
91.94 |
17.36 |
16.7% |
1.88 |
1.8% |
70% |
False |
False |
13,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.60 |
|
2.618 |
115.67 |
|
1.618 |
111.42 |
|
1.000 |
108.79 |
|
0.618 |
107.17 |
|
HIGH |
104.54 |
|
0.618 |
102.92 |
|
0.500 |
102.42 |
|
0.382 |
101.91 |
|
LOW |
100.29 |
|
0.618 |
97.66 |
|
1.000 |
96.04 |
|
1.618 |
93.41 |
|
2.618 |
89.16 |
|
4.250 |
82.23 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.59 |
103.49 |
| PP |
103.00 |
102.81 |
| S1 |
102.42 |
102.13 |
|