NYMEX Light Sweet Crude Oil Future December 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 |
107.20 |
105.61 |
-1.59 |
-1.5% |
105.00 |
| High |
107.28 |
106.64 |
-0.64 |
-0.6% |
107.70 |
| Low |
105.59 |
104.54 |
-1.05 |
-1.0% |
104.25 |
| Close |
105.93 |
106.50 |
0.57 |
0.5% |
107.06 |
| Range |
1.69 |
2.10 |
0.41 |
24.3% |
3.45 |
| ATR |
2.53 |
2.50 |
-0.03 |
-1.2% |
0.00 |
| Volume |
32,612 |
24,879 |
-7,733 |
-23.7% |
199,197 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.19 |
111.45 |
107.66 |
|
| R3 |
110.09 |
109.35 |
107.08 |
|
| R2 |
107.99 |
107.99 |
106.89 |
|
| R1 |
107.25 |
107.25 |
106.69 |
107.62 |
| PP |
105.89 |
105.89 |
105.89 |
106.08 |
| S1 |
105.15 |
105.15 |
106.31 |
105.52 |
| S2 |
103.79 |
103.79 |
106.12 |
|
| S3 |
101.69 |
103.05 |
105.92 |
|
| S4 |
99.59 |
100.95 |
105.35 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.69 |
115.32 |
108.96 |
|
| R3 |
113.24 |
111.87 |
108.01 |
|
| R2 |
109.79 |
109.79 |
107.69 |
|
| R1 |
108.42 |
108.42 |
107.38 |
109.11 |
| PP |
106.34 |
106.34 |
106.34 |
106.68 |
| S1 |
104.97 |
104.97 |
106.74 |
105.66 |
| S2 |
102.89 |
102.89 |
106.43 |
|
| S3 |
99.44 |
101.52 |
106.11 |
|
| S4 |
95.99 |
98.07 |
105.16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.57 |
|
2.618 |
112.14 |
|
1.618 |
110.04 |
|
1.000 |
108.74 |
|
0.618 |
107.94 |
|
HIGH |
106.64 |
|
0.618 |
105.84 |
|
0.500 |
105.59 |
|
0.382 |
105.34 |
|
LOW |
104.54 |
|
0.618 |
103.24 |
|
1.000 |
102.44 |
|
1.618 |
101.14 |
|
2.618 |
99.04 |
|
4.250 |
95.62 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.20 |
106.34 |
| PP |
105.89 |
106.18 |
| S1 |
105.59 |
106.02 |
|