NYMEX Light Sweet Crude Oil Future December 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 |
105.61 |
106.33 |
0.72 |
0.7% |
105.00 |
| High |
106.64 |
106.92 |
0.28 |
0.3% |
107.70 |
| Low |
104.54 |
105.46 |
0.92 |
0.9% |
104.25 |
| Close |
106.50 |
106.35 |
-0.15 |
-0.1% |
107.06 |
| Range |
2.10 |
1.46 |
-0.64 |
-30.5% |
3.45 |
| ATR |
2.50 |
2.42 |
-0.07 |
-3.0% |
0.00 |
| Volume |
24,879 |
29,688 |
4,809 |
19.3% |
199,197 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.62 |
109.95 |
107.15 |
|
| R3 |
109.16 |
108.49 |
106.75 |
|
| R2 |
107.70 |
107.70 |
106.62 |
|
| R1 |
107.03 |
107.03 |
106.48 |
107.37 |
| PP |
106.24 |
106.24 |
106.24 |
106.41 |
| S1 |
105.57 |
105.57 |
106.22 |
105.91 |
| S2 |
104.78 |
104.78 |
106.08 |
|
| S3 |
103.32 |
104.11 |
105.95 |
|
| S4 |
101.86 |
102.65 |
105.55 |
|
|
| 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 |
113.13 |
|
2.618 |
110.74 |
|
1.618 |
109.28 |
|
1.000 |
108.38 |
|
0.618 |
107.82 |
|
HIGH |
106.92 |
|
0.618 |
106.36 |
|
0.500 |
106.19 |
|
0.382 |
106.02 |
|
LOW |
105.46 |
|
0.618 |
104.56 |
|
1.000 |
104.00 |
|
1.618 |
103.10 |
|
2.618 |
101.64 |
|
4.250 |
99.26 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.30 |
106.20 |
| PP |
106.24 |
106.06 |
| S1 |
106.19 |
105.91 |
|