NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.69 |
103.82 |
-1.87 |
-1.8% |
105.71 |
| High |
106.42 |
104.08 |
-2.34 |
-2.2% |
108.25 |
| Low |
101.91 |
100.15 |
-1.76 |
-1.7% |
100.15 |
| Close |
103.92 |
102.35 |
-1.57 |
-1.5% |
102.35 |
| Range |
4.51 |
3.93 |
-0.58 |
-12.9% |
8.10 |
| ATR |
2.96 |
3.03 |
0.07 |
2.3% |
0.00 |
| Volume |
170,753 |
141,195 |
-29,558 |
-17.3% |
770,850 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.98 |
112.10 |
104.51 |
|
| R3 |
110.05 |
108.17 |
103.43 |
|
| R2 |
106.12 |
106.12 |
103.07 |
|
| R1 |
104.24 |
104.24 |
102.71 |
103.22 |
| PP |
102.19 |
102.19 |
102.19 |
101.68 |
| S1 |
100.31 |
100.31 |
101.99 |
99.29 |
| S2 |
98.26 |
98.26 |
101.63 |
|
| S3 |
94.33 |
96.38 |
101.27 |
|
| S4 |
90.40 |
92.45 |
100.19 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.88 |
123.22 |
106.81 |
|
| R3 |
119.78 |
115.12 |
104.58 |
|
| R2 |
111.68 |
111.68 |
103.84 |
|
| R1 |
107.02 |
107.02 |
103.09 |
105.30 |
| PP |
103.58 |
103.58 |
103.58 |
102.73 |
| S1 |
98.92 |
98.92 |
101.61 |
97.20 |
| S2 |
95.48 |
95.48 |
100.87 |
|
| S3 |
87.38 |
90.82 |
100.12 |
|
| S4 |
79.28 |
82.72 |
97.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.25 |
100.15 |
8.10 |
7.9% |
3.07 |
3.0% |
27% |
False |
True |
154,170 |
| 10 |
108.25 |
98.07 |
10.18 |
9.9% |
3.21 |
3.1% |
42% |
False |
False |
133,596 |
| 20 |
108.25 |
90.27 |
17.98 |
17.6% |
3.32 |
3.2% |
67% |
False |
False |
125,815 |
| 40 |
108.25 |
89.40 |
18.85 |
18.4% |
2.58 |
2.5% |
69% |
False |
False |
105,520 |
| 60 |
108.25 |
89.00 |
19.25 |
18.8% |
2.26 |
2.2% |
69% |
False |
False |
80,266 |
| 80 |
108.25 |
82.22 |
26.03 |
25.4% |
2.12 |
2.1% |
77% |
False |
False |
63,430 |
| 100 |
108.25 |
82.22 |
26.03 |
25.4% |
1.96 |
1.9% |
77% |
False |
False |
52,448 |
| 120 |
108.25 |
79.39 |
28.86 |
28.2% |
1.82 |
1.8% |
80% |
False |
False |
44,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.78 |
|
2.618 |
114.37 |
|
1.618 |
110.44 |
|
1.000 |
108.01 |
|
0.618 |
106.51 |
|
HIGH |
104.08 |
|
0.618 |
102.58 |
|
0.500 |
102.12 |
|
0.382 |
101.65 |
|
LOW |
100.15 |
|
0.618 |
97.72 |
|
1.000 |
96.22 |
|
1.618 |
93.79 |
|
2.618 |
89.86 |
|
4.250 |
83.45 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.27 |
103.47 |
| PP |
102.19 |
103.09 |
| S1 |
102.12 |
102.72 |
|