NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.98 |
105.30 |
-1.68 |
-1.6% |
105.39 |
| High |
107.13 |
106.40 |
-0.73 |
-0.7% |
107.59 |
| Low |
105.28 |
104.60 |
-0.68 |
-0.6% |
103.96 |
| Close |
105.60 |
106.27 |
0.67 |
0.6% |
106.82 |
| Range |
1.85 |
1.80 |
-0.05 |
-2.7% |
3.63 |
| ATR |
2.35 |
2.31 |
-0.04 |
-1.7% |
0.00 |
| Volume |
11,131 |
8,727 |
-2,404 |
-21.6% |
72,760 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.16 |
110.51 |
107.26 |
|
| R3 |
109.36 |
108.71 |
106.77 |
|
| R2 |
107.56 |
107.56 |
106.60 |
|
| R1 |
106.91 |
106.91 |
106.44 |
107.24 |
| PP |
105.76 |
105.76 |
105.76 |
105.92 |
| S1 |
105.11 |
105.11 |
106.11 |
105.44 |
| S2 |
103.96 |
103.96 |
105.94 |
|
| S3 |
102.16 |
103.31 |
105.78 |
|
| S4 |
100.36 |
101.51 |
105.28 |
|
|
| 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 |
104.60 |
2.99 |
2.8% |
1.55 |
1.5% |
56% |
False |
True |
14,296 |
| 10 |
107.59 |
99.97 |
7.62 |
7.2% |
2.16 |
2.0% |
83% |
False |
False |
13,517 |
| 20 |
109.30 |
99.72 |
9.58 |
9.0% |
2.36 |
2.2% |
68% |
False |
False |
16,782 |
| 40 |
109.30 |
94.50 |
14.80 |
13.9% |
2.25 |
2.1% |
80% |
False |
False |
16,938 |
| 60 |
109.30 |
91.94 |
17.36 |
16.3% |
2.01 |
1.9% |
83% |
False |
False |
14,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.05 |
|
2.618 |
111.11 |
|
1.618 |
109.31 |
|
1.000 |
108.20 |
|
0.618 |
107.51 |
|
HIGH |
106.40 |
|
0.618 |
105.71 |
|
0.500 |
105.50 |
|
0.382 |
105.29 |
|
LOW |
104.60 |
|
0.618 |
103.49 |
|
1.000 |
102.80 |
|
1.618 |
101.69 |
|
2.618 |
99.89 |
|
4.250 |
96.95 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.01 |
106.14 |
| PP |
105.76 |
106.00 |
| S1 |
105.50 |
105.87 |
|