NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.10 |
106.03 |
0.93 |
0.9% |
102.96 |
| High |
106.68 |
107.48 |
0.80 |
0.7% |
105.91 |
| Low |
104.52 |
106.03 |
1.51 |
1.4% |
99.41 |
| Close |
106.56 |
106.89 |
0.33 |
0.3% |
103.60 |
| Range |
2.16 |
1.45 |
-0.71 |
-32.9% |
6.50 |
| ATR |
2.49 |
2.41 |
-0.07 |
-3.0% |
0.00 |
| Volume |
5,718 |
4,751 |
-967 |
-16.9% |
29,120 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.15 |
110.47 |
107.69 |
|
| R3 |
109.70 |
109.02 |
107.29 |
|
| R2 |
108.25 |
108.25 |
107.16 |
|
| R1 |
107.57 |
107.57 |
107.02 |
107.91 |
| PP |
106.80 |
106.80 |
106.80 |
106.97 |
| S1 |
106.12 |
106.12 |
106.76 |
106.46 |
| S2 |
105.35 |
105.35 |
106.62 |
|
| S3 |
103.90 |
104.67 |
106.49 |
|
| S4 |
102.45 |
103.22 |
106.09 |
|
|
| 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 |
113.64 |
|
2.618 |
111.28 |
|
1.618 |
109.83 |
|
1.000 |
108.93 |
|
0.618 |
108.38 |
|
HIGH |
107.48 |
|
0.618 |
106.93 |
|
0.500 |
106.76 |
|
0.382 |
106.58 |
|
LOW |
106.03 |
|
0.618 |
105.13 |
|
1.000 |
104.58 |
|
1.618 |
103.68 |
|
2.618 |
102.23 |
|
4.250 |
99.87 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.85 |
106.59 |
| PP |
106.80 |
106.30 |
| S1 |
106.76 |
106.00 |
|