NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.68 |
106.67 |
1.99 |
1.9% |
103.40 |
| High |
106.75 |
107.59 |
0.84 |
0.8% |
105.87 |
| Low |
103.96 |
105.90 |
1.94 |
1.9% |
99.72 |
| Close |
106.46 |
106.86 |
0.40 |
0.4% |
103.49 |
| Range |
2.79 |
1.69 |
-1.10 |
-39.4% |
6.15 |
| ATR |
2.65 |
2.58 |
-0.07 |
-2.6% |
0.00 |
| Volume |
8,906 |
13,282 |
4,376 |
49.1% |
68,317 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.85 |
111.05 |
107.79 |
|
| R3 |
110.16 |
109.36 |
107.32 |
|
| R2 |
108.47 |
108.47 |
107.17 |
|
| R1 |
107.67 |
107.67 |
107.01 |
108.07 |
| PP |
106.78 |
106.78 |
106.78 |
106.99 |
| S1 |
105.98 |
105.98 |
106.71 |
106.38 |
| S2 |
105.09 |
105.09 |
106.55 |
|
| S3 |
103.40 |
104.29 |
106.40 |
|
| S4 |
101.71 |
102.60 |
105.93 |
|
|
| 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 |
107.59 |
100.29 |
7.30 |
6.8% |
2.66 |
2.5% |
90% |
True |
False |
11,716 |
| 10 |
107.59 |
99.72 |
7.87 |
7.4% |
2.88 |
2.7% |
91% |
True |
False |
13,826 |
| 20 |
109.30 |
99.45 |
9.85 |
9.2% |
2.75 |
2.6% |
75% |
False |
False |
18,921 |
| 40 |
109.30 |
92.65 |
16.65 |
15.6% |
2.31 |
2.2% |
85% |
False |
False |
17,066 |
| 60 |
109.30 |
91.94 |
17.36 |
16.2% |
1.99 |
1.9% |
86% |
False |
False |
13,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.77 |
|
2.618 |
112.01 |
|
1.618 |
110.32 |
|
1.000 |
109.28 |
|
0.618 |
108.63 |
|
HIGH |
107.59 |
|
0.618 |
106.94 |
|
0.500 |
106.75 |
|
0.382 |
106.55 |
|
LOW |
105.90 |
|
0.618 |
104.86 |
|
1.000 |
104.21 |
|
1.618 |
103.17 |
|
2.618 |
101.48 |
|
4.250 |
98.72 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.82 |
106.50 |
| PP |
106.78 |
106.14 |
| S1 |
106.75 |
105.78 |
|