NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.93 |
106.30 |
0.37 |
0.3% |
105.39 |
| High |
106.48 |
108.26 |
1.78 |
1.7% |
107.59 |
| Low |
105.17 |
106.30 |
1.13 |
1.1% |
103.96 |
| Close |
106.01 |
108.18 |
2.17 |
2.0% |
106.82 |
| Range |
1.31 |
1.96 |
0.65 |
49.6% |
3.63 |
| ATR |
2.24 |
2.24 |
0.00 |
0.0% |
0.00 |
| Volume |
13,549 |
16,923 |
3,374 |
24.9% |
72,760 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.46 |
112.78 |
109.26 |
|
| R3 |
111.50 |
110.82 |
108.72 |
|
| R2 |
109.54 |
109.54 |
108.54 |
|
| R1 |
108.86 |
108.86 |
108.36 |
109.20 |
| PP |
107.58 |
107.58 |
107.58 |
107.75 |
| S1 |
106.90 |
106.90 |
108.00 |
107.24 |
| S2 |
105.62 |
105.62 |
107.82 |
|
| S3 |
103.66 |
104.94 |
107.64 |
|
| S4 |
101.70 |
102.98 |
107.10 |
|
|
| 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 |
108.26 |
104.60 |
3.66 |
3.4% |
1.62 |
1.5% |
98% |
True |
False |
14,511 |
| 10 |
108.26 |
102.70 |
5.56 |
5.1% |
1.84 |
1.7% |
99% |
True |
False |
13,264 |
| 20 |
109.30 |
99.72 |
9.58 |
8.9% |
2.30 |
2.1% |
88% |
False |
False |
16,331 |
| 40 |
109.30 |
94.50 |
14.80 |
13.7% |
2.29 |
2.1% |
92% |
False |
False |
16,907 |
| 60 |
109.30 |
91.94 |
17.36 |
16.0% |
2.01 |
1.9% |
94% |
False |
False |
14,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.59 |
|
2.618 |
113.39 |
|
1.618 |
111.43 |
|
1.000 |
110.22 |
|
0.618 |
109.47 |
|
HIGH |
108.26 |
|
0.618 |
107.51 |
|
0.500 |
107.28 |
|
0.382 |
107.05 |
|
LOW |
106.30 |
|
0.618 |
105.09 |
|
1.000 |
104.34 |
|
1.618 |
103.13 |
|
2.618 |
101.17 |
|
4.250 |
97.97 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.88 |
107.60 |
| PP |
107.58 |
107.01 |
| S1 |
107.28 |
106.43 |
|