NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.60 |
106.46 |
0.86 |
0.8% |
105.79 |
| High |
106.35 |
106.46 |
0.11 |
0.1% |
107.52 |
| Low |
104.55 |
105.75 |
1.20 |
1.1% |
104.42 |
| Close |
106.48 |
106.32 |
-0.16 |
-0.2% |
107.02 |
| Range |
1.80 |
0.71 |
-1.09 |
-60.6% |
3.10 |
| ATR |
2.05 |
1.95 |
-0.09 |
-4.6% |
0.00 |
| Volume |
6,333 |
6,135 |
-198 |
-3.1% |
39,595 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.31 |
108.02 |
106.71 |
|
| R3 |
107.60 |
107.31 |
106.52 |
|
| R2 |
106.89 |
106.89 |
106.45 |
|
| R1 |
106.60 |
106.60 |
106.39 |
106.39 |
| PP |
106.18 |
106.18 |
106.18 |
106.07 |
| S1 |
105.89 |
105.89 |
106.25 |
105.68 |
| S2 |
105.47 |
105.47 |
106.19 |
|
| S3 |
104.76 |
105.18 |
106.12 |
|
| S4 |
104.05 |
104.47 |
105.93 |
|
|
| 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 |
109.48 |
|
2.618 |
108.32 |
|
1.618 |
107.61 |
|
1.000 |
107.17 |
|
0.618 |
106.90 |
|
HIGH |
106.46 |
|
0.618 |
106.19 |
|
0.500 |
106.11 |
|
0.382 |
106.02 |
|
LOW |
105.75 |
|
0.618 |
105.31 |
|
1.000 |
105.04 |
|
1.618 |
104.60 |
|
2.618 |
103.89 |
|
4.250 |
102.73 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.25 |
106.17 |
| PP |
106.18 |
106.02 |
| S1 |
106.11 |
105.87 |
|