NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.13 |
106.44 |
0.31 |
0.3% |
105.76 |
| High |
106.42 |
108.37 |
1.95 |
1.8% |
107.48 |
| Low |
105.59 |
106.44 |
0.85 |
0.8% |
104.52 |
| Close |
106.21 |
108.30 |
2.09 |
2.0% |
106.94 |
| Range |
0.83 |
1.93 |
1.10 |
132.5% |
2.96 |
| ATR |
2.06 |
2.06 |
0.01 |
0.4% |
0.00 |
| Volume |
8,185 |
9,643 |
1,458 |
17.8% |
42,525 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.49 |
112.83 |
109.36 |
|
| R3 |
111.56 |
110.90 |
108.83 |
|
| R2 |
109.63 |
109.63 |
108.65 |
|
| R1 |
108.97 |
108.97 |
108.48 |
109.30 |
| PP |
107.70 |
107.70 |
107.70 |
107.87 |
| S1 |
107.04 |
107.04 |
108.12 |
107.37 |
| S2 |
105.77 |
105.77 |
107.95 |
|
| S3 |
103.84 |
105.11 |
107.77 |
|
| S4 |
101.91 |
103.18 |
107.24 |
|
|
| 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 |
116.57 |
|
2.618 |
113.42 |
|
1.618 |
111.49 |
|
1.000 |
110.30 |
|
0.618 |
109.56 |
|
HIGH |
108.37 |
|
0.618 |
107.63 |
|
0.500 |
107.41 |
|
0.382 |
107.18 |
|
LOW |
106.44 |
|
0.618 |
105.25 |
|
1.000 |
104.51 |
|
1.618 |
103.32 |
|
2.618 |
101.39 |
|
4.250 |
98.24 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.00 |
107.72 |
| PP |
107.70 |
107.14 |
| S1 |
107.41 |
106.56 |
|