NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.84 |
107.19 |
0.35 |
0.3% |
105.79 |
| High |
107.20 |
107.19 |
-0.01 |
0.0% |
107.52 |
| Low |
106.78 |
105.80 |
-0.98 |
-0.9% |
104.42 |
| Close |
107.02 |
105.87 |
-1.15 |
-1.1% |
107.02 |
| Range |
0.42 |
1.39 |
0.97 |
231.0% |
3.10 |
| ATR |
2.12 |
2.07 |
-0.05 |
-2.5% |
0.00 |
| Volume |
12,235 |
6,133 |
-6,102 |
-49.9% |
39,595 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.46 |
109.55 |
106.63 |
|
| R3 |
109.07 |
108.16 |
106.25 |
|
| R2 |
107.68 |
107.68 |
106.12 |
|
| R1 |
106.77 |
106.77 |
106.00 |
106.53 |
| PP |
106.29 |
106.29 |
106.29 |
106.17 |
| S1 |
105.38 |
105.38 |
105.74 |
105.14 |
| S2 |
104.90 |
104.90 |
105.62 |
|
| S3 |
103.51 |
103.99 |
105.49 |
|
| S4 |
102.12 |
102.60 |
105.11 |
|
|
| 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 |
113.10 |
|
2.618 |
110.83 |
|
1.618 |
109.44 |
|
1.000 |
108.58 |
|
0.618 |
108.05 |
|
HIGH |
107.19 |
|
0.618 |
106.66 |
|
0.500 |
106.50 |
|
0.382 |
106.33 |
|
LOW |
105.80 |
|
0.618 |
104.94 |
|
1.000 |
104.41 |
|
1.618 |
103.55 |
|
2.618 |
102.16 |
|
4.250 |
99.89 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.50 |
106.56 |
| PP |
106.29 |
106.33 |
| S1 |
106.08 |
106.10 |
|