NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.50 |
106.81 |
0.31 |
0.3% |
105.39 |
| High |
107.48 |
107.13 |
-0.35 |
-0.3% |
107.59 |
| Low |
106.22 |
105.96 |
-0.26 |
-0.2% |
103.96 |
| Close |
106.86 |
106.82 |
-0.04 |
0.0% |
106.82 |
| Range |
1.26 |
1.17 |
-0.09 |
-7.1% |
3.63 |
| ATR |
2.49 |
2.39 |
-0.09 |
-3.8% |
0.00 |
| Volume |
16,115 |
22,227 |
6,112 |
37.9% |
72,760 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.15 |
109.65 |
107.46 |
|
| R3 |
108.98 |
108.48 |
107.14 |
|
| R2 |
107.81 |
107.81 |
107.03 |
|
| R1 |
107.31 |
107.31 |
106.93 |
107.56 |
| PP |
106.64 |
106.64 |
106.64 |
106.76 |
| S1 |
106.14 |
106.14 |
106.71 |
106.39 |
| S2 |
105.47 |
105.47 |
106.61 |
|
| S3 |
104.30 |
104.97 |
106.50 |
|
| S4 |
103.13 |
103.80 |
106.18 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.01 |
115.55 |
108.82 |
|
| R3 |
113.38 |
111.92 |
107.82 |
|
| R2 |
109.75 |
109.75 |
107.49 |
|
| R1 |
108.29 |
108.29 |
107.15 |
109.02 |
| PP |
106.12 |
106.12 |
106.12 |
106.49 |
| S1 |
104.66 |
104.66 |
106.49 |
105.39 |
| S2 |
102.49 |
102.49 |
106.15 |
|
| S3 |
98.86 |
101.03 |
105.82 |
|
| S4 |
95.23 |
97.40 |
104.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.59 |
103.96 |
3.63 |
3.4% |
1.66 |
1.6% |
79% |
False |
False |
14,552 |
| 10 |
107.59 |
99.72 |
7.87 |
7.4% |
2.47 |
2.3% |
90% |
False |
False |
14,107 |
| 20 |
109.30 |
99.72 |
9.58 |
9.0% |
2.45 |
2.3% |
74% |
False |
False |
17,091 |
| 40 |
109.30 |
94.19 |
15.11 |
14.1% |
2.29 |
2.1% |
84% |
False |
False |
17,586 |
| 60 |
109.30 |
91.94 |
17.36 |
16.3% |
2.01 |
1.9% |
86% |
False |
False |
14,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.10 |
|
2.618 |
110.19 |
|
1.618 |
109.02 |
|
1.000 |
108.30 |
|
0.618 |
107.85 |
|
HIGH |
107.13 |
|
0.618 |
106.68 |
|
0.500 |
106.55 |
|
0.382 |
106.41 |
|
LOW |
105.96 |
|
0.618 |
105.24 |
|
1.000 |
104.79 |
|
1.618 |
104.07 |
|
2.618 |
102.90 |
|
4.250 |
100.99 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.73 |
106.80 |
| PP |
106.64 |
106.77 |
| S1 |
106.55 |
106.75 |
|