NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.65 |
106.57 |
-0.08 |
-0.1% |
103.04 |
| High |
107.52 |
107.31 |
-0.21 |
-0.2% |
105.83 |
| Low |
106.42 |
106.24 |
-0.18 |
-0.2% |
99.35 |
| Close |
106.90 |
107.01 |
0.11 |
0.1% |
103.68 |
| Range |
1.10 |
1.07 |
-0.03 |
-2.7% |
6.48 |
| ATR |
2.34 |
2.25 |
-0.09 |
-3.9% |
0.00 |
| Volume |
4,600 |
9,072 |
4,472 |
97.2% |
27,188 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.06 |
109.61 |
107.60 |
|
| R3 |
108.99 |
108.54 |
107.30 |
|
| R2 |
107.92 |
107.92 |
107.21 |
|
| R1 |
107.47 |
107.47 |
107.11 |
107.70 |
| PP |
106.85 |
106.85 |
106.85 |
106.97 |
| S1 |
106.40 |
106.40 |
106.91 |
106.63 |
| S2 |
105.78 |
105.78 |
106.81 |
|
| S3 |
104.71 |
105.33 |
106.72 |
|
| S4 |
103.64 |
104.26 |
106.42 |
|
|
| 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 |
111.86 |
|
2.618 |
110.11 |
|
1.618 |
109.04 |
|
1.000 |
108.38 |
|
0.618 |
107.97 |
|
HIGH |
107.31 |
|
0.618 |
106.90 |
|
0.500 |
106.78 |
|
0.382 |
106.65 |
|
LOW |
106.24 |
|
0.618 |
105.58 |
|
1.000 |
105.17 |
|
1.618 |
104.51 |
|
2.618 |
103.44 |
|
4.250 |
101.69 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.93 |
106.66 |
| PP |
106.85 |
106.32 |
| S1 |
106.78 |
105.97 |
|