NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.00 |
105.00 |
0.00 |
0.0% |
104.07 |
| High |
106.33 |
105.85 |
-0.48 |
-0.5% |
106.33 |
| Low |
102.90 |
104.57 |
1.67 |
1.6% |
99.07 |
| Close |
103.74 |
105.16 |
1.42 |
1.4% |
103.74 |
| Range |
3.43 |
1.28 |
-2.15 |
-62.7% |
7.26 |
| ATR |
2.98 |
2.91 |
-0.06 |
-2.1% |
0.00 |
| Volume |
31,685 |
44,785 |
13,100 |
41.3% |
199,209 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.03 |
108.38 |
105.86 |
|
| R3 |
107.75 |
107.10 |
105.51 |
|
| R2 |
106.47 |
106.47 |
105.39 |
|
| R1 |
105.82 |
105.82 |
105.28 |
106.15 |
| PP |
105.19 |
105.19 |
105.19 |
105.36 |
| S1 |
104.54 |
104.54 |
105.04 |
104.87 |
| S2 |
103.91 |
103.91 |
104.93 |
|
| S3 |
102.63 |
103.26 |
104.81 |
|
| S4 |
101.35 |
101.98 |
104.46 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.83 |
121.54 |
107.73 |
|
| R3 |
117.57 |
114.28 |
105.74 |
|
| R2 |
110.31 |
110.31 |
105.07 |
|
| R1 |
107.02 |
107.02 |
104.41 |
105.04 |
| PP |
103.05 |
103.05 |
103.05 |
102.05 |
| S1 |
99.76 |
99.76 |
103.07 |
97.78 |
| S2 |
95.79 |
95.79 |
102.41 |
|
| S3 |
88.53 |
92.50 |
101.74 |
|
| S4 |
81.27 |
85.24 |
99.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.29 |
|
2.618 |
109.20 |
|
1.618 |
107.92 |
|
1.000 |
107.13 |
|
0.618 |
106.64 |
|
HIGH |
105.85 |
|
0.618 |
105.36 |
|
0.500 |
105.21 |
|
0.382 |
105.06 |
|
LOW |
104.57 |
|
0.618 |
103.78 |
|
1.000 |
103.29 |
|
1.618 |
102.50 |
|
2.618 |
101.22 |
|
4.250 |
99.13 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.21 |
104.46 |
| PP |
105.19 |
103.76 |
| S1 |
105.18 |
103.07 |
|