NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.00 |
104.90 |
-0.10 |
-0.1% |
104.07 |
| High |
105.85 |
106.81 |
0.96 |
0.9% |
106.33 |
| Low |
104.57 |
104.25 |
-0.32 |
-0.3% |
99.07 |
| Close |
105.16 |
106.65 |
1.49 |
1.4% |
103.74 |
| Range |
1.28 |
2.56 |
1.28 |
100.0% |
7.26 |
| ATR |
2.91 |
2.89 |
-0.03 |
-0.9% |
0.00 |
| Volume |
44,785 |
26,249 |
-18,536 |
-41.4% |
199,209 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.58 |
112.68 |
108.06 |
|
| R3 |
111.02 |
110.12 |
107.35 |
|
| R2 |
108.46 |
108.46 |
107.12 |
|
| R1 |
107.56 |
107.56 |
106.88 |
108.01 |
| PP |
105.90 |
105.90 |
105.90 |
106.13 |
| S1 |
105.00 |
105.00 |
106.42 |
105.45 |
| S2 |
103.34 |
103.34 |
106.18 |
|
| S3 |
100.78 |
102.44 |
105.95 |
|
| S4 |
98.22 |
99.88 |
105.24 |
|
|
| 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 |
117.69 |
|
2.618 |
113.51 |
|
1.618 |
110.95 |
|
1.000 |
109.37 |
|
0.618 |
108.39 |
|
HIGH |
106.81 |
|
0.618 |
105.83 |
|
0.500 |
105.53 |
|
0.382 |
105.23 |
|
LOW |
104.25 |
|
0.618 |
102.67 |
|
1.000 |
101.69 |
|
1.618 |
100.11 |
|
2.618 |
97.55 |
|
4.250 |
93.37 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.28 |
106.05 |
| PP |
105.90 |
105.45 |
| S1 |
105.53 |
104.86 |
|