NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.46 |
107.01 |
0.55 |
0.5% |
105.79 |
| High |
106.46 |
108.43 |
1.97 |
1.9% |
107.52 |
| Low |
105.75 |
107.01 |
1.26 |
1.2% |
104.42 |
| Close |
106.32 |
108.35 |
2.03 |
1.9% |
107.02 |
| Range |
0.71 |
1.42 |
0.71 |
100.0% |
3.10 |
| ATR |
1.95 |
1.96 |
0.01 |
0.6% |
0.00 |
| Volume |
6,135 |
18,142 |
12,007 |
195.7% |
39,595 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.19 |
111.69 |
109.13 |
|
| R3 |
110.77 |
110.27 |
108.74 |
|
| R2 |
109.35 |
109.35 |
108.61 |
|
| R1 |
108.85 |
108.85 |
108.48 |
109.10 |
| PP |
107.93 |
107.93 |
107.93 |
108.06 |
| S1 |
107.43 |
107.43 |
108.22 |
107.68 |
| S2 |
106.51 |
106.51 |
108.09 |
|
| S3 |
105.09 |
106.01 |
107.96 |
|
| S4 |
103.67 |
104.59 |
107.57 |
|
|
| 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 |
114.47 |
|
2.618 |
112.15 |
|
1.618 |
110.73 |
|
1.000 |
109.85 |
|
0.618 |
109.31 |
|
HIGH |
108.43 |
|
0.618 |
107.89 |
|
0.500 |
107.72 |
|
0.382 |
107.55 |
|
LOW |
107.01 |
|
0.618 |
106.13 |
|
1.000 |
105.59 |
|
1.618 |
104.71 |
|
2.618 |
103.29 |
|
4.250 |
100.98 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.14 |
107.73 |
| PP |
107.93 |
107.11 |
| S1 |
107.72 |
106.49 |
|