NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.61 |
107.11 |
0.50 |
0.5% |
105.76 |
| High |
107.23 |
107.11 |
-0.12 |
-0.1% |
107.48 |
| Low |
106.27 |
105.41 |
-0.86 |
-0.8% |
104.52 |
| Close |
106.94 |
105.76 |
-1.18 |
-1.1% |
106.94 |
| Range |
0.96 |
1.70 |
0.74 |
77.1% |
2.96 |
| ATR |
2.21 |
2.18 |
-0.04 |
-1.7% |
0.00 |
| Volume |
12,153 |
7,170 |
-4,983 |
-41.0% |
42,525 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.19 |
110.18 |
106.70 |
|
| R3 |
109.49 |
108.48 |
106.23 |
|
| R2 |
107.79 |
107.79 |
106.07 |
|
| R1 |
106.78 |
106.78 |
105.92 |
106.44 |
| PP |
106.09 |
106.09 |
106.09 |
105.92 |
| S1 |
105.08 |
105.08 |
105.60 |
104.74 |
| S2 |
104.39 |
104.39 |
105.45 |
|
| S3 |
102.69 |
103.38 |
105.29 |
|
| S4 |
100.99 |
101.68 |
104.83 |
|
|
| 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 |
114.34 |
|
2.618 |
111.56 |
|
1.618 |
109.86 |
|
1.000 |
108.81 |
|
0.618 |
108.16 |
|
HIGH |
107.11 |
|
0.618 |
106.46 |
|
0.500 |
106.26 |
|
0.382 |
106.06 |
|
LOW |
105.41 |
|
0.618 |
104.36 |
|
1.000 |
103.71 |
|
1.618 |
102.66 |
|
2.618 |
100.96 |
|
4.250 |
98.19 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.26 |
106.39 |
| PP |
106.09 |
106.18 |
| S1 |
105.93 |
105.97 |
|