NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.48 |
106.61 |
0.13 |
0.1% |
105.76 |
| High |
107.37 |
107.23 |
-0.14 |
-0.1% |
107.48 |
| Low |
106.36 |
106.27 |
-0.09 |
-0.1% |
104.52 |
| Close |
106.95 |
106.94 |
-0.01 |
0.0% |
106.94 |
| Range |
1.01 |
0.96 |
-0.05 |
-5.0% |
2.96 |
| ATR |
2.31 |
2.21 |
-0.10 |
-4.2% |
0.00 |
| Volume |
8,874 |
12,153 |
3,279 |
37.0% |
42,525 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.69 |
109.28 |
107.47 |
|
| R3 |
108.73 |
108.32 |
107.20 |
|
| R2 |
107.77 |
107.77 |
107.12 |
|
| R1 |
107.36 |
107.36 |
107.03 |
107.57 |
| PP |
106.81 |
106.81 |
106.81 |
106.92 |
| S1 |
106.40 |
106.40 |
106.85 |
106.61 |
| S2 |
105.85 |
105.85 |
106.76 |
|
| S3 |
104.89 |
105.44 |
106.68 |
|
| S4 |
103.93 |
104.48 |
106.41 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.19 |
114.03 |
108.57 |
|
| R3 |
112.23 |
111.07 |
107.75 |
|
| R2 |
109.27 |
109.27 |
107.48 |
|
| R1 |
108.11 |
108.11 |
107.21 |
108.69 |
| PP |
106.31 |
106.31 |
106.31 |
106.61 |
| S1 |
105.15 |
105.15 |
106.67 |
105.73 |
| S2 |
103.35 |
103.35 |
106.40 |
|
| S3 |
100.39 |
102.19 |
106.13 |
|
| S4 |
97.43 |
99.23 |
105.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.31 |
|
2.618 |
109.74 |
|
1.618 |
108.78 |
|
1.000 |
108.19 |
|
0.618 |
107.82 |
|
HIGH |
107.23 |
|
0.618 |
106.86 |
|
0.500 |
106.75 |
|
0.382 |
106.64 |
|
LOW |
106.27 |
|
0.618 |
105.68 |
|
1.000 |
105.31 |
|
1.618 |
104.72 |
|
2.618 |
103.76 |
|
4.250 |
102.19 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.88 |
106.88 |
| PP |
106.81 |
106.82 |
| S1 |
106.75 |
106.76 |
|