NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.96 |
104.45 |
-0.51 |
-0.5% |
98.50 |
| High |
105.92 |
105.06 |
-0.86 |
-0.8% |
104.94 |
| Low |
103.90 |
100.62 |
-3.28 |
-3.2% |
96.37 |
| Close |
104.38 |
102.70 |
-1.68 |
-1.6% |
104.42 |
| Range |
2.02 |
4.44 |
2.42 |
119.8% |
8.57 |
| ATR |
3.00 |
3.11 |
0.10 |
3.4% |
0.00 |
| Volume |
318,767 |
398,375 |
79,608 |
25.0% |
1,665,605 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.11 |
113.85 |
105.14 |
|
| R3 |
111.67 |
109.41 |
103.92 |
|
| R2 |
107.23 |
107.23 |
103.51 |
|
| R1 |
104.97 |
104.97 |
103.11 |
103.88 |
| PP |
102.79 |
102.79 |
102.79 |
102.25 |
| S1 |
100.53 |
100.53 |
102.29 |
99.44 |
| S2 |
98.35 |
98.35 |
101.89 |
|
| S3 |
93.91 |
96.09 |
101.48 |
|
| S4 |
89.47 |
91.65 |
100.26 |
|
|
| 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 |
100.62 |
6.33 |
6.2% |
3.00 |
2.9% |
33% |
False |
True |
364,052 |
| 10 |
106.95 |
96.17 |
10.78 |
10.5% |
3.17 |
3.1% |
61% |
False |
False |
342,558 |
| 20 |
106.95 |
87.09 |
19.86 |
19.3% |
3.37 |
3.3% |
79% |
False |
False |
309,823 |
| 40 |
106.95 |
87.09 |
19.86 |
19.3% |
2.69 |
2.6% |
79% |
False |
False |
228,293 |
| 60 |
106.95 |
87.09 |
19.86 |
19.3% |
2.35 |
2.3% |
79% |
False |
False |
167,374 |
| 80 |
106.95 |
81.81 |
25.14 |
24.5% |
2.24 |
2.2% |
83% |
False |
False |
130,403 |
| 100 |
106.95 |
81.81 |
25.14 |
24.5% |
2.10 |
2.0% |
83% |
False |
False |
106,717 |
| 120 |
106.95 |
78.63 |
28.32 |
27.6% |
2.00 |
1.9% |
85% |
False |
False |
90,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.93 |
|
2.618 |
116.68 |
|
1.618 |
112.24 |
|
1.000 |
109.50 |
|
0.618 |
107.80 |
|
HIGH |
105.06 |
|
0.618 |
103.36 |
|
0.500 |
102.84 |
|
0.382 |
102.32 |
|
LOW |
100.62 |
|
0.618 |
97.88 |
|
1.000 |
96.18 |
|
1.618 |
93.44 |
|
2.618 |
89.00 |
|
4.250 |
81.75 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.84 |
103.27 |
| PP |
102.79 |
103.08 |
| S1 |
102.75 |
102.89 |
|