NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.03 |
106.48 |
0.45 |
0.4% |
102.96 |
| High |
107.48 |
107.37 |
-0.11 |
-0.1% |
105.91 |
| Low |
106.03 |
106.36 |
0.33 |
0.3% |
99.41 |
| Close |
106.89 |
106.95 |
0.06 |
0.1% |
103.60 |
| Range |
1.45 |
1.01 |
-0.44 |
-30.3% |
6.50 |
| ATR |
2.41 |
2.31 |
-0.10 |
-4.2% |
0.00 |
| Volume |
4,751 |
8,874 |
4,123 |
86.8% |
29,120 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.92 |
109.45 |
107.51 |
|
| R3 |
108.91 |
108.44 |
107.23 |
|
| R2 |
107.90 |
107.90 |
107.14 |
|
| R1 |
107.43 |
107.43 |
107.04 |
107.67 |
| PP |
106.89 |
106.89 |
106.89 |
107.01 |
| S1 |
106.42 |
106.42 |
106.86 |
106.66 |
| S2 |
105.88 |
105.88 |
106.76 |
|
| S3 |
104.87 |
105.41 |
106.67 |
|
| S4 |
103.86 |
104.40 |
106.39 |
|
|
| 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 |
111.66 |
|
2.618 |
110.01 |
|
1.618 |
109.00 |
|
1.000 |
108.38 |
|
0.618 |
107.99 |
|
HIGH |
107.37 |
|
0.618 |
106.98 |
|
0.500 |
106.87 |
|
0.382 |
106.75 |
|
LOW |
106.36 |
|
0.618 |
105.74 |
|
1.000 |
105.35 |
|
1.618 |
104.73 |
|
2.618 |
103.72 |
|
4.250 |
102.07 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.92 |
106.63 |
| PP |
106.89 |
106.32 |
| S1 |
106.87 |
106.00 |
|