NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.79 |
105.79 |
0.00 |
0.0% |
103.04 |
| High |
105.83 |
105.80 |
-0.03 |
0.0% |
105.83 |
| Low |
102.87 |
104.53 |
1.66 |
1.6% |
99.35 |
| Close |
103.68 |
105.09 |
1.41 |
1.4% |
103.68 |
| Range |
2.96 |
1.27 |
-1.69 |
-57.1% |
6.48 |
| ATR |
2.47 |
2.44 |
-0.02 |
-1.0% |
0.00 |
| Volume |
3,290 |
8,801 |
5,511 |
167.5% |
27,188 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.95 |
108.29 |
105.79 |
|
| R3 |
107.68 |
107.02 |
105.44 |
|
| R2 |
106.41 |
106.41 |
105.32 |
|
| R1 |
105.75 |
105.75 |
105.21 |
105.45 |
| PP |
105.14 |
105.14 |
105.14 |
104.99 |
| S1 |
104.48 |
104.48 |
104.97 |
104.18 |
| S2 |
103.87 |
103.87 |
104.86 |
|
| S3 |
102.60 |
103.21 |
104.74 |
|
| S4 |
101.33 |
101.94 |
104.39 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.39 |
119.52 |
107.24 |
|
| R3 |
115.91 |
113.04 |
105.46 |
|
| R2 |
109.43 |
109.43 |
104.87 |
|
| R1 |
106.56 |
106.56 |
104.27 |
108.00 |
| PP |
102.95 |
102.95 |
102.95 |
103.67 |
| S1 |
100.08 |
100.08 |
103.09 |
101.52 |
| S2 |
96.47 |
96.47 |
102.49 |
|
| S3 |
89.99 |
93.60 |
101.90 |
|
| S4 |
83.51 |
87.12 |
100.12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.20 |
|
2.618 |
109.12 |
|
1.618 |
107.85 |
|
1.000 |
107.07 |
|
0.618 |
106.58 |
|
HIGH |
105.80 |
|
0.618 |
105.31 |
|
0.500 |
105.17 |
|
0.382 |
105.02 |
|
LOW |
104.53 |
|
0.618 |
103.75 |
|
1.000 |
103.26 |
|
1.618 |
102.48 |
|
2.618 |
101.21 |
|
4.250 |
99.13 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.17 |
104.60 |
| PP |
105.14 |
104.10 |
| S1 |
105.12 |
103.61 |
|