NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
107.19 |
105.60 |
-1.59 |
-1.5% |
105.79 |
| High |
107.19 |
106.35 |
-0.84 |
-0.8% |
107.52 |
| Low |
105.80 |
104.55 |
-1.25 |
-1.2% |
104.42 |
| Close |
105.87 |
106.48 |
0.61 |
0.6% |
107.02 |
| Range |
1.39 |
1.80 |
0.41 |
29.5% |
3.10 |
| ATR |
2.07 |
2.05 |
-0.02 |
-0.9% |
0.00 |
| Volume |
6,133 |
6,333 |
200 |
3.3% |
39,595 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.19 |
110.64 |
107.47 |
|
| R3 |
109.39 |
108.84 |
106.98 |
|
| R2 |
107.59 |
107.59 |
106.81 |
|
| R1 |
107.04 |
107.04 |
106.65 |
107.32 |
| PP |
105.79 |
105.79 |
105.79 |
105.93 |
| S1 |
105.24 |
105.24 |
106.32 |
105.52 |
| S2 |
103.99 |
103.99 |
106.15 |
|
| S3 |
102.19 |
103.44 |
105.99 |
|
| S4 |
100.39 |
101.64 |
105.49 |
|
|
| 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 |
114.00 |
|
2.618 |
111.06 |
|
1.618 |
109.26 |
|
1.000 |
108.15 |
|
0.618 |
107.46 |
|
HIGH |
106.35 |
|
0.618 |
105.66 |
|
0.500 |
105.45 |
|
0.382 |
105.24 |
|
LOW |
104.55 |
|
0.618 |
103.44 |
|
1.000 |
102.75 |
|
1.618 |
101.64 |
|
2.618 |
99.84 |
|
4.250 |
96.90 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.14 |
106.28 |
| PP |
105.79 |
106.08 |
| S1 |
105.45 |
105.88 |
|