NYMEX Light Sweet Crude Oil Future December 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 |
106.33 |
106.21 |
-0.12 |
-0.1% |
105.00 |
| High |
106.92 |
108.45 |
1.53 |
1.4% |
107.70 |
| Low |
105.46 |
106.21 |
0.75 |
0.7% |
104.25 |
| Close |
106.35 |
108.33 |
1.98 |
1.9% |
107.06 |
| Range |
1.46 |
2.24 |
0.78 |
53.4% |
3.45 |
| ATR |
2.42 |
2.41 |
-0.01 |
-0.5% |
0.00 |
| Volume |
29,688 |
45,786 |
16,098 |
54.2% |
199,197 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.38 |
113.60 |
109.56 |
|
| R3 |
112.14 |
111.36 |
108.95 |
|
| R2 |
109.90 |
109.90 |
108.74 |
|
| R1 |
109.12 |
109.12 |
108.54 |
109.51 |
| PP |
107.66 |
107.66 |
107.66 |
107.86 |
| S1 |
106.88 |
106.88 |
108.12 |
107.27 |
| S2 |
105.42 |
105.42 |
107.92 |
|
| S3 |
103.18 |
104.64 |
107.71 |
|
| S4 |
100.94 |
102.40 |
107.10 |
|
|
| 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 |
117.97 |
|
2.618 |
114.31 |
|
1.618 |
112.07 |
|
1.000 |
110.69 |
|
0.618 |
109.83 |
|
HIGH |
108.45 |
|
0.618 |
107.59 |
|
0.500 |
107.33 |
|
0.382 |
107.07 |
|
LOW |
106.21 |
|
0.618 |
104.83 |
|
1.000 |
103.97 |
|
1.618 |
102.59 |
|
2.618 |
100.35 |
|
4.250 |
96.69 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.00 |
107.72 |
| PP |
107.66 |
107.11 |
| S1 |
107.33 |
106.50 |
|