NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
107.11 |
105.49 |
-1.62 |
-1.5% |
105.76 |
| High |
107.11 |
106.53 |
-0.58 |
-0.5% |
107.48 |
| Low |
105.41 |
104.75 |
-0.66 |
-0.6% |
104.52 |
| Close |
105.76 |
106.40 |
0.64 |
0.6% |
106.94 |
| Range |
1.70 |
1.78 |
0.08 |
4.7% |
2.96 |
| ATR |
2.18 |
2.15 |
-0.03 |
-1.3% |
0.00 |
| Volume |
7,170 |
7,095 |
-75 |
-1.0% |
42,525 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.23 |
110.60 |
107.38 |
|
| R3 |
109.45 |
108.82 |
106.89 |
|
| R2 |
107.67 |
107.67 |
106.73 |
|
| R1 |
107.04 |
107.04 |
106.56 |
107.36 |
| PP |
105.89 |
105.89 |
105.89 |
106.05 |
| S1 |
105.26 |
105.26 |
106.24 |
105.58 |
| S2 |
104.11 |
104.11 |
106.07 |
|
| S3 |
102.33 |
103.48 |
105.91 |
|
| S4 |
100.55 |
101.70 |
105.42 |
|
|
| 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 |
114.10 |
|
2.618 |
111.19 |
|
1.618 |
109.41 |
|
1.000 |
108.31 |
|
0.618 |
107.63 |
|
HIGH |
106.53 |
|
0.618 |
105.85 |
|
0.500 |
105.64 |
|
0.382 |
105.43 |
|
LOW |
104.75 |
|
0.618 |
103.65 |
|
1.000 |
102.97 |
|
1.618 |
101.87 |
|
2.618 |
100.09 |
|
4.250 |
97.19 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.15 |
106.26 |
| PP |
105.89 |
106.13 |
| S1 |
105.64 |
105.99 |
|