NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.57 |
106.65 |
2.08 |
2.0% |
103.04 |
| High |
106.76 |
107.52 |
0.76 |
0.7% |
105.83 |
| Low |
104.42 |
106.42 |
2.00 |
1.9% |
99.35 |
| Close |
106.62 |
106.90 |
0.28 |
0.3% |
103.68 |
| Range |
2.34 |
1.10 |
-1.24 |
-53.0% |
6.48 |
| ATR |
2.43 |
2.34 |
-0.10 |
-3.9% |
0.00 |
| Volume |
4,887 |
4,600 |
-287 |
-5.9% |
27,188 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.25 |
109.67 |
107.51 |
|
| R3 |
109.15 |
108.57 |
107.20 |
|
| R2 |
108.05 |
108.05 |
107.10 |
|
| R1 |
107.47 |
107.47 |
107.00 |
107.76 |
| PP |
106.95 |
106.95 |
106.95 |
107.09 |
| S1 |
106.37 |
106.37 |
106.80 |
106.66 |
| S2 |
105.85 |
105.85 |
106.70 |
|
| S3 |
104.75 |
105.27 |
106.60 |
|
| S4 |
103.65 |
104.17 |
106.30 |
|
|
| 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 |
112.20 |
|
2.618 |
110.40 |
|
1.618 |
109.30 |
|
1.000 |
108.62 |
|
0.618 |
108.20 |
|
HIGH |
107.52 |
|
0.618 |
107.10 |
|
0.500 |
106.97 |
|
0.382 |
106.84 |
|
LOW |
106.42 |
|
0.618 |
105.74 |
|
1.000 |
105.32 |
|
1.618 |
104.64 |
|
2.618 |
103.54 |
|
4.250 |
101.75 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.97 |
106.59 |
| PP |
106.95 |
106.28 |
| S1 |
106.92 |
105.97 |
|