NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.65 |
104.85 |
0.20 |
0.2% |
98.50 |
| High |
106.95 |
105.79 |
-1.16 |
-1.1% |
104.94 |
| Low |
104.25 |
103.33 |
-0.92 |
-0.9% |
96.37 |
| Close |
105.44 |
105.02 |
-0.42 |
-0.4% |
104.42 |
| Range |
2.70 |
2.46 |
-0.24 |
-8.9% |
8.57 |
| ATR |
3.13 |
3.08 |
-0.05 |
-1.5% |
0.00 |
| Volume |
371,471 |
385,442 |
13,971 |
3.8% |
1,665,605 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.09 |
111.02 |
106.37 |
|
| R3 |
109.63 |
108.56 |
105.70 |
|
| R2 |
107.17 |
107.17 |
105.47 |
|
| R1 |
106.10 |
106.10 |
105.25 |
106.64 |
| PP |
104.71 |
104.71 |
104.71 |
104.98 |
| S1 |
103.64 |
103.64 |
104.79 |
104.18 |
| S2 |
102.25 |
102.25 |
104.57 |
|
| S3 |
99.79 |
101.18 |
104.34 |
|
| S4 |
97.33 |
98.72 |
103.67 |
|
|
| 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 |
99.21 |
7.74 |
7.4% |
2.93 |
2.8% |
75% |
False |
False |
376,991 |
| 10 |
106.95 |
95.14 |
11.81 |
11.2% |
3.79 |
3.6% |
84% |
False |
False |
365,847 |
| 20 |
106.95 |
87.09 |
19.86 |
18.9% |
3.23 |
3.1% |
90% |
False |
False |
292,829 |
| 40 |
106.95 |
87.09 |
19.86 |
18.9% |
2.62 |
2.5% |
90% |
False |
False |
215,780 |
| 60 |
106.95 |
87.09 |
19.86 |
18.9% |
2.31 |
2.2% |
90% |
False |
False |
156,121 |
| 80 |
106.95 |
81.81 |
25.14 |
23.9% |
2.20 |
2.1% |
92% |
False |
False |
121,892 |
| 100 |
106.95 |
81.81 |
25.14 |
23.9% |
2.07 |
2.0% |
92% |
False |
False |
99,685 |
| 120 |
106.95 |
78.63 |
28.32 |
27.0% |
1.98 |
1.9% |
93% |
False |
False |
84,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.25 |
|
2.618 |
112.23 |
|
1.618 |
109.77 |
|
1.000 |
108.25 |
|
0.618 |
107.31 |
|
HIGH |
105.79 |
|
0.618 |
104.85 |
|
0.500 |
104.56 |
|
0.382 |
104.27 |
|
LOW |
103.33 |
|
0.618 |
101.81 |
|
1.000 |
100.87 |
|
1.618 |
99.35 |
|
2.618 |
96.89 |
|
4.250 |
92.88 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.87 |
104.76 |
| PP |
104.71 |
104.50 |
| S1 |
104.56 |
104.25 |
|