NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.74 |
105.39 |
-0.35 |
-0.3% |
103.40 |
| High |
105.87 |
105.72 |
-0.15 |
-0.1% |
105.87 |
| Low |
102.70 |
104.31 |
1.61 |
1.6% |
99.72 |
| Close |
103.49 |
104.86 |
1.37 |
1.3% |
103.49 |
| Range |
3.17 |
1.41 |
-1.76 |
-55.5% |
6.15 |
| ATR |
2.67 |
2.64 |
-0.03 |
-1.2% |
0.00 |
| Volume |
9,554 |
12,230 |
2,676 |
28.0% |
68,317 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.19 |
108.44 |
105.64 |
|
| R3 |
107.78 |
107.03 |
105.25 |
|
| R2 |
106.37 |
106.37 |
105.12 |
|
| R1 |
105.62 |
105.62 |
104.99 |
105.29 |
| PP |
104.96 |
104.96 |
104.96 |
104.80 |
| S1 |
104.21 |
104.21 |
104.73 |
103.88 |
| S2 |
103.55 |
103.55 |
104.60 |
|
| S3 |
102.14 |
102.80 |
104.47 |
|
| S4 |
100.73 |
101.39 |
104.08 |
|
|
| 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% |
3.10 |
3.0% |
84% |
False |
False |
12,888 |
| 10 |
107.96 |
99.72 |
8.24 |
7.9% |
2.78 |
2.7% |
62% |
False |
False |
16,957 |
| 20 |
109.30 |
96.58 |
12.72 |
12.1% |
2.98 |
2.8% |
65% |
False |
False |
19,902 |
| 40 |
109.30 |
92.33 |
16.97 |
16.2% |
2.25 |
2.1% |
74% |
False |
False |
17,115 |
| 60 |
109.30 |
91.94 |
17.36 |
16.6% |
1.94 |
1.9% |
74% |
False |
False |
13,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.71 |
|
2.618 |
109.41 |
|
1.618 |
108.00 |
|
1.000 |
107.13 |
|
0.618 |
106.59 |
|
HIGH |
105.72 |
|
0.618 |
105.18 |
|
0.500 |
105.02 |
|
0.382 |
104.85 |
|
LOW |
104.31 |
|
0.618 |
103.44 |
|
1.000 |
102.90 |
|
1.618 |
102.03 |
|
2.618 |
100.62 |
|
4.250 |
98.32 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.02 |
104.27 |
| PP |
104.96 |
103.67 |
| S1 |
104.91 |
103.08 |
|