NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.39 |
104.68 |
-0.71 |
-0.7% |
103.40 |
| High |
105.72 |
106.75 |
1.03 |
1.0% |
105.87 |
| Low |
104.31 |
103.96 |
-0.35 |
-0.3% |
99.72 |
| Close |
104.86 |
106.46 |
1.60 |
1.5% |
103.49 |
| Range |
1.41 |
2.79 |
1.38 |
97.9% |
6.15 |
| ATR |
2.64 |
2.65 |
0.01 |
0.4% |
0.00 |
| Volume |
12,230 |
8,906 |
-3,324 |
-27.2% |
68,317 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.09 |
113.07 |
107.99 |
|
| R3 |
111.30 |
110.28 |
107.23 |
|
| R2 |
108.51 |
108.51 |
106.97 |
|
| R1 |
107.49 |
107.49 |
106.72 |
108.00 |
| PP |
105.72 |
105.72 |
105.72 |
105.98 |
| S1 |
104.70 |
104.70 |
106.20 |
105.21 |
| S2 |
102.93 |
102.93 |
105.95 |
|
| S3 |
100.14 |
101.91 |
105.69 |
|
| S4 |
97.35 |
99.12 |
104.93 |
|
|
| 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 |
106.75 |
99.97 |
6.78 |
6.4% |
2.77 |
2.6% |
96% |
True |
False |
12,738 |
| 10 |
107.85 |
99.72 |
8.13 |
7.6% |
2.85 |
2.7% |
83% |
False |
False |
14,779 |
| 20 |
109.30 |
98.90 |
10.40 |
9.8% |
2.85 |
2.7% |
73% |
False |
False |
19,694 |
| 40 |
109.30 |
92.33 |
16.97 |
15.9% |
2.30 |
2.2% |
83% |
False |
False |
17,077 |
| 60 |
109.30 |
91.94 |
17.36 |
16.3% |
1.97 |
1.9% |
84% |
False |
False |
13,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.61 |
|
2.618 |
114.05 |
|
1.618 |
111.26 |
|
1.000 |
109.54 |
|
0.618 |
108.47 |
|
HIGH |
106.75 |
|
0.618 |
105.68 |
|
0.500 |
105.36 |
|
0.382 |
105.03 |
|
LOW |
103.96 |
|
0.618 |
102.24 |
|
1.000 |
101.17 |
|
1.618 |
99.45 |
|
2.618 |
96.66 |
|
4.250 |
92.10 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.09 |
105.88 |
| PP |
105.72 |
105.30 |
| S1 |
105.36 |
104.73 |
|