NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.89 |
105.76 |
-0.13 |
-0.1% |
102.96 |
| High |
105.91 |
105.76 |
-0.15 |
-0.1% |
105.91 |
| Low |
102.86 |
104.57 |
1.71 |
1.7% |
99.41 |
| Close |
103.60 |
105.00 |
1.40 |
1.4% |
103.60 |
| Range |
3.05 |
1.19 |
-1.86 |
-61.0% |
6.50 |
| ATR |
2.54 |
2.51 |
-0.03 |
-1.1% |
0.00 |
| Volume |
4,136 |
11,029 |
6,893 |
166.7% |
29,120 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.68 |
108.03 |
105.65 |
|
| R3 |
107.49 |
106.84 |
105.33 |
|
| R2 |
106.30 |
106.30 |
105.22 |
|
| R1 |
105.65 |
105.65 |
105.11 |
105.38 |
| PP |
105.11 |
105.11 |
105.11 |
104.98 |
| S1 |
104.46 |
104.46 |
104.89 |
104.19 |
| S2 |
103.92 |
103.92 |
104.78 |
|
| S3 |
102.73 |
103.27 |
104.67 |
|
| S4 |
101.54 |
102.08 |
104.35 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.47 |
119.54 |
107.18 |
|
| R3 |
115.97 |
113.04 |
105.39 |
|
| R2 |
109.47 |
109.47 |
104.79 |
|
| R1 |
106.54 |
106.54 |
104.20 |
108.01 |
| PP |
102.97 |
102.97 |
102.97 |
103.71 |
| S1 |
100.04 |
100.04 |
103.00 |
101.51 |
| S2 |
96.47 |
96.47 |
102.41 |
|
| S3 |
89.97 |
93.54 |
101.81 |
|
| S4 |
83.47 |
87.04 |
100.03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.82 |
|
2.618 |
108.88 |
|
1.618 |
107.69 |
|
1.000 |
106.95 |
|
0.618 |
106.50 |
|
HIGH |
105.76 |
|
0.618 |
105.31 |
|
0.500 |
105.17 |
|
0.382 |
105.02 |
|
LOW |
104.57 |
|
0.618 |
103.83 |
|
1.000 |
103.38 |
|
1.618 |
102.64 |
|
2.618 |
101.45 |
|
4.250 |
99.51 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.17 |
104.43 |
| PP |
105.11 |
103.85 |
| S1 |
105.06 |
103.28 |
|