NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
101.70 |
104.65 |
2.95 |
2.9% |
98.50 |
| High |
104.94 |
106.95 |
2.01 |
1.9% |
104.94 |
| Low |
101.54 |
104.25 |
2.71 |
2.7% |
96.37 |
| Close |
104.42 |
105.44 |
1.02 |
1.0% |
104.42 |
| Range |
3.40 |
2.70 |
-0.70 |
-20.6% |
8.57 |
| ATR |
3.16 |
3.13 |
-0.03 |
-1.0% |
0.00 |
| Volume |
346,205 |
371,471 |
25,266 |
7.3% |
1,665,605 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.65 |
112.24 |
106.93 |
|
| R3 |
110.95 |
109.54 |
106.18 |
|
| R2 |
108.25 |
108.25 |
105.94 |
|
| R1 |
106.84 |
106.84 |
105.69 |
107.55 |
| PP |
105.55 |
105.55 |
105.55 |
105.90 |
| S1 |
104.14 |
104.14 |
105.19 |
104.85 |
| S2 |
102.85 |
102.85 |
104.95 |
|
| S3 |
100.15 |
101.44 |
104.70 |
|
| S4 |
97.45 |
98.74 |
103.96 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.62 |
124.59 |
109.13 |
|
| R3 |
119.05 |
116.02 |
106.78 |
|
| R2 |
110.48 |
110.48 |
105.99 |
|
| R1 |
107.45 |
107.45 |
105.21 |
108.97 |
| PP |
101.91 |
101.91 |
101.91 |
102.67 |
| S1 |
98.88 |
98.88 |
103.63 |
100.40 |
| S2 |
93.34 |
93.34 |
102.85 |
|
| S3 |
84.77 |
90.31 |
102.06 |
|
| S4 |
76.20 |
81.74 |
99.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.95 |
96.37 |
10.58 |
10.0% |
3.30 |
3.1% |
86% |
True |
False |
359,749 |
| 10 |
106.95 |
89.77 |
17.18 |
16.3% |
4.41 |
4.2% |
91% |
True |
False |
327,303 |
| 20 |
106.95 |
87.09 |
19.86 |
18.8% |
3.21 |
3.0% |
92% |
True |
False |
280,895 |
| 40 |
106.95 |
87.09 |
19.86 |
18.8% |
2.61 |
2.5% |
92% |
True |
False |
209,125 |
| 60 |
106.95 |
87.09 |
19.86 |
18.8% |
2.29 |
2.2% |
92% |
True |
False |
150,146 |
| 80 |
106.95 |
81.81 |
25.14 |
23.8% |
2.19 |
2.1% |
94% |
True |
False |
117,250 |
| 100 |
106.95 |
81.81 |
25.14 |
23.8% |
2.05 |
1.9% |
94% |
True |
False |
95,936 |
| 120 |
106.95 |
78.63 |
28.32 |
26.9% |
1.96 |
1.9% |
95% |
True |
False |
81,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.43 |
|
2.618 |
114.02 |
|
1.618 |
111.32 |
|
1.000 |
109.65 |
|
0.618 |
108.62 |
|
HIGH |
106.95 |
|
0.618 |
105.92 |
|
0.500 |
105.60 |
|
0.382 |
105.28 |
|
LOW |
104.25 |
|
0.618 |
102.58 |
|
1.000 |
101.55 |
|
1.618 |
99.88 |
|
2.618 |
97.18 |
|
4.250 |
92.78 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.60 |
104.81 |
| PP |
105.55 |
104.18 |
| S1 |
105.49 |
103.55 |
|