NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.30 |
105.93 |
0.63 |
0.6% |
105.39 |
| High |
106.40 |
106.48 |
0.08 |
0.1% |
107.59 |
| Low |
104.60 |
105.17 |
0.57 |
0.5% |
103.96 |
| Close |
106.27 |
106.01 |
-0.26 |
-0.2% |
106.82 |
| Range |
1.80 |
1.31 |
-0.49 |
-27.2% |
3.63 |
| ATR |
2.31 |
2.24 |
-0.07 |
-3.1% |
0.00 |
| Volume |
8,727 |
13,549 |
4,822 |
55.3% |
72,760 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.82 |
109.22 |
106.73 |
|
| R3 |
108.51 |
107.91 |
106.37 |
|
| R2 |
107.20 |
107.20 |
106.25 |
|
| R1 |
106.60 |
106.60 |
106.13 |
106.90 |
| PP |
105.89 |
105.89 |
105.89 |
106.04 |
| S1 |
105.29 |
105.29 |
105.89 |
105.59 |
| S2 |
104.58 |
104.58 |
105.77 |
|
| S3 |
103.27 |
103.98 |
105.65 |
|
| S4 |
101.96 |
102.67 |
105.29 |
|
|
| 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 |
107.48 |
104.60 |
2.88 |
2.7% |
1.48 |
1.4% |
49% |
False |
False |
14,349 |
| 10 |
107.59 |
100.29 |
7.30 |
6.9% |
2.07 |
2.0% |
78% |
False |
False |
13,033 |
| 20 |
109.30 |
99.72 |
9.58 |
9.0% |
2.31 |
2.2% |
66% |
False |
False |
16,415 |
| 40 |
109.30 |
94.50 |
14.80 |
14.0% |
2.26 |
2.1% |
78% |
False |
False |
16,913 |
| 60 |
109.30 |
91.94 |
17.36 |
16.4% |
2.02 |
1.9% |
81% |
False |
False |
14,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.05 |
|
2.618 |
109.91 |
|
1.618 |
108.60 |
|
1.000 |
107.79 |
|
0.618 |
107.29 |
|
HIGH |
106.48 |
|
0.618 |
105.98 |
|
0.500 |
105.83 |
|
0.382 |
105.67 |
|
LOW |
105.17 |
|
0.618 |
104.36 |
|
1.000 |
103.86 |
|
1.618 |
103.05 |
|
2.618 |
101.74 |
|
4.250 |
99.60 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.95 |
105.96 |
| PP |
105.89 |
105.91 |
| S1 |
105.83 |
105.87 |
|