NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.79 |
104.57 |
-1.22 |
-1.2% |
103.04 |
| High |
105.80 |
106.76 |
0.96 |
0.9% |
105.83 |
| Low |
104.53 |
104.42 |
-0.11 |
-0.1% |
99.35 |
| Close |
105.09 |
106.62 |
1.53 |
1.5% |
103.68 |
| Range |
1.27 |
2.34 |
1.07 |
84.3% |
6.48 |
| ATR |
2.44 |
2.43 |
-0.01 |
-0.3% |
0.00 |
| Volume |
8,801 |
4,887 |
-3,914 |
-44.5% |
27,188 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.95 |
112.13 |
107.91 |
|
| R3 |
110.61 |
109.79 |
107.26 |
|
| R2 |
108.27 |
108.27 |
107.05 |
|
| R1 |
107.45 |
107.45 |
106.83 |
107.86 |
| PP |
105.93 |
105.93 |
105.93 |
106.14 |
| S1 |
105.11 |
105.11 |
106.41 |
105.52 |
| S2 |
103.59 |
103.59 |
106.19 |
|
| S3 |
101.25 |
102.77 |
105.98 |
|
| S4 |
98.91 |
100.43 |
105.33 |
|
|
| 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 |
116.71 |
|
2.618 |
112.89 |
|
1.618 |
110.55 |
|
1.000 |
109.10 |
|
0.618 |
108.21 |
|
HIGH |
106.76 |
|
0.618 |
105.87 |
|
0.500 |
105.59 |
|
0.382 |
105.31 |
|
LOW |
104.42 |
|
0.618 |
102.97 |
|
1.000 |
102.08 |
|
1.618 |
100.63 |
|
2.618 |
98.29 |
|
4.250 |
94.48 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.28 |
106.02 |
| PP |
105.93 |
105.42 |
| S1 |
105.59 |
104.82 |
|