NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
100.35 |
105.74 |
5.39 |
5.4% |
103.40 |
| High |
104.54 |
105.87 |
1.33 |
1.3% |
105.87 |
| Low |
100.29 |
102.70 |
2.41 |
2.4% |
99.72 |
| Close |
104.17 |
103.49 |
-0.68 |
-0.7% |
103.49 |
| Range |
4.25 |
3.17 |
-1.08 |
-25.4% |
6.15 |
| ATR |
2.63 |
2.67 |
0.04 |
1.5% |
0.00 |
| Volume |
14,612 |
9,554 |
-5,058 |
-34.6% |
68,317 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.53 |
111.68 |
105.23 |
|
| R3 |
110.36 |
108.51 |
104.36 |
|
| R2 |
107.19 |
107.19 |
104.07 |
|
| R1 |
105.34 |
105.34 |
103.78 |
104.68 |
| PP |
104.02 |
104.02 |
104.02 |
103.69 |
| S1 |
102.17 |
102.17 |
103.20 |
101.51 |
| S2 |
100.85 |
100.85 |
102.91 |
|
| S3 |
97.68 |
99.00 |
102.62 |
|
| S4 |
94.51 |
95.83 |
101.75 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.48 |
118.63 |
106.87 |
|
| R3 |
115.33 |
112.48 |
105.18 |
|
| R2 |
109.18 |
109.18 |
104.62 |
|
| R1 |
106.33 |
106.33 |
104.05 |
107.76 |
| PP |
103.03 |
103.03 |
103.03 |
103.74 |
| S1 |
100.18 |
100.18 |
102.93 |
101.61 |
| S2 |
96.88 |
96.88 |
102.36 |
|
| S3 |
90.73 |
94.03 |
101.80 |
|
| S4 |
84.58 |
87.88 |
100.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.87 |
99.72 |
6.15 |
5.9% |
3.28 |
3.2% |
61% |
True |
False |
13,663 |
| 10 |
109.30 |
99.72 |
9.58 |
9.3% |
2.86 |
2.8% |
39% |
False |
False |
18,428 |
| 20 |
109.30 |
95.05 |
14.25 |
13.8% |
3.00 |
2.9% |
59% |
False |
False |
20,248 |
| 40 |
109.30 |
92.33 |
16.97 |
16.4% |
2.23 |
2.2% |
66% |
False |
False |
17,070 |
| 60 |
109.30 |
91.94 |
17.36 |
16.8% |
1.93 |
1.9% |
67% |
False |
False |
13,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.34 |
|
2.618 |
114.17 |
|
1.618 |
111.00 |
|
1.000 |
109.04 |
|
0.618 |
107.83 |
|
HIGH |
105.87 |
|
0.618 |
104.66 |
|
0.500 |
104.29 |
|
0.382 |
103.91 |
|
LOW |
102.70 |
|
0.618 |
100.74 |
|
1.000 |
99.53 |
|
1.618 |
97.57 |
|
2.618 |
94.40 |
|
4.250 |
89.23 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.29 |
103.30 |
| PP |
104.02 |
103.11 |
| S1 |
103.76 |
102.92 |
|