NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.57 |
106.84 |
0.27 |
0.3% |
105.79 |
| High |
107.31 |
107.20 |
-0.11 |
-0.1% |
107.52 |
| Low |
106.24 |
106.78 |
0.54 |
0.5% |
104.42 |
| Close |
107.01 |
107.02 |
0.01 |
0.0% |
107.02 |
| Range |
1.07 |
0.42 |
-0.65 |
-60.7% |
3.10 |
| ATR |
2.25 |
2.12 |
-0.13 |
-5.8% |
0.00 |
| Volume |
9,072 |
12,235 |
3,163 |
34.9% |
39,595 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.26 |
108.06 |
107.25 |
|
| R3 |
107.84 |
107.64 |
107.14 |
|
| R2 |
107.42 |
107.42 |
107.10 |
|
| R1 |
107.22 |
107.22 |
107.06 |
107.32 |
| PP |
107.00 |
107.00 |
107.00 |
107.05 |
| S1 |
106.80 |
106.80 |
106.98 |
106.90 |
| S2 |
106.58 |
106.58 |
106.94 |
|
| S3 |
106.16 |
106.38 |
106.90 |
|
| S4 |
105.74 |
105.96 |
106.79 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.62 |
114.42 |
108.73 |
|
| R3 |
112.52 |
111.32 |
107.87 |
|
| R2 |
109.42 |
109.42 |
107.59 |
|
| R1 |
108.22 |
108.22 |
107.30 |
108.82 |
| PP |
106.32 |
106.32 |
106.32 |
106.62 |
| S1 |
105.12 |
105.12 |
106.74 |
105.72 |
| S2 |
103.22 |
103.22 |
106.45 |
|
| S3 |
100.12 |
102.02 |
106.17 |
|
| S4 |
97.02 |
98.92 |
105.32 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.99 |
|
2.618 |
108.30 |
|
1.618 |
107.88 |
|
1.000 |
107.62 |
|
0.618 |
107.46 |
|
HIGH |
107.20 |
|
0.618 |
107.04 |
|
0.500 |
106.99 |
|
0.382 |
106.94 |
|
LOW |
106.78 |
|
0.618 |
106.52 |
|
1.000 |
106.36 |
|
1.618 |
106.10 |
|
2.618 |
105.68 |
|
4.250 |
105.00 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.01 |
106.97 |
| PP |
107.00 |
106.93 |
| S1 |
106.99 |
106.88 |
|