NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.49 |
106.13 |
0.64 |
0.6% |
105.76 |
| High |
106.53 |
106.42 |
-0.11 |
-0.1% |
107.48 |
| Low |
104.75 |
105.59 |
0.84 |
0.8% |
104.52 |
| Close |
106.40 |
106.21 |
-0.19 |
-0.2% |
106.94 |
| Range |
1.78 |
0.83 |
-0.95 |
-53.4% |
2.96 |
| ATR |
2.15 |
2.06 |
-0.09 |
-4.4% |
0.00 |
| Volume |
7,095 |
8,185 |
1,090 |
15.4% |
42,525 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.56 |
108.22 |
106.67 |
|
| R3 |
107.73 |
107.39 |
106.44 |
|
| R2 |
106.90 |
106.90 |
106.36 |
|
| R1 |
106.56 |
106.56 |
106.29 |
106.73 |
| PP |
106.07 |
106.07 |
106.07 |
106.16 |
| S1 |
105.73 |
105.73 |
106.13 |
105.90 |
| S2 |
105.24 |
105.24 |
106.06 |
|
| S3 |
104.41 |
104.90 |
105.98 |
|
| S4 |
103.58 |
104.07 |
105.75 |
|
|
| 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 |
109.95 |
|
2.618 |
108.59 |
|
1.618 |
107.76 |
|
1.000 |
107.25 |
|
0.618 |
106.93 |
|
HIGH |
106.42 |
|
0.618 |
106.10 |
|
0.500 |
106.01 |
|
0.382 |
105.91 |
|
LOW |
105.59 |
|
0.618 |
105.08 |
|
1.000 |
104.76 |
|
1.618 |
104.25 |
|
2.618 |
103.42 |
|
4.250 |
102.06 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.14 |
106.12 |
| PP |
106.07 |
106.02 |
| S1 |
106.01 |
105.93 |
|