NYMEX Light Sweet Crude Oil Future June 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 |
106.24 |
106.72 |
0.48 |
0.5% |
100.77 |
| High |
108.80 |
107.63 |
-1.17 |
-1.1% |
106.70 |
| Low |
106.00 |
105.25 |
-0.75 |
-0.7% |
98.94 |
| Close |
107.28 |
106.48 |
-0.80 |
-0.7% |
106.17 |
| Range |
2.80 |
2.38 |
-0.42 |
-15.0% |
7.76 |
| ATR |
2.85 |
2.82 |
-0.03 |
-1.2% |
0.00 |
| Volume |
95,618 |
107,234 |
11,616 |
12.1% |
424,836 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.59 |
112.42 |
107.79 |
|
| R3 |
111.21 |
110.04 |
107.13 |
|
| R2 |
108.83 |
108.83 |
106.92 |
|
| R1 |
107.66 |
107.66 |
106.70 |
107.06 |
| PP |
106.45 |
106.45 |
106.45 |
106.15 |
| S1 |
105.28 |
105.28 |
106.26 |
104.68 |
| S2 |
104.07 |
104.07 |
106.04 |
|
| S3 |
101.69 |
102.90 |
105.83 |
|
| S4 |
99.31 |
100.52 |
105.17 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.22 |
124.45 |
110.44 |
|
| R3 |
119.46 |
116.69 |
108.30 |
|
| R2 |
111.70 |
111.70 |
107.59 |
|
| R1 |
108.93 |
108.93 |
106.88 |
110.32 |
| PP |
103.94 |
103.94 |
103.94 |
104.63 |
| S1 |
101.17 |
101.17 |
105.46 |
102.56 |
| S2 |
96.18 |
96.18 |
104.75 |
|
| S3 |
88.42 |
93.41 |
104.04 |
|
| S4 |
80.66 |
85.65 |
101.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.80 |
101.71 |
7.09 |
6.7% |
2.79 |
2.6% |
67% |
False |
False |
96,760 |
| 10 |
108.80 |
97.24 |
11.56 |
10.9% |
3.64 |
3.4% |
80% |
False |
False |
96,719 |
| 20 |
108.80 |
91.97 |
16.83 |
15.8% |
2.93 |
2.8% |
86% |
False |
False |
88,244 |
| 40 |
108.80 |
90.50 |
18.30 |
17.2% |
2.36 |
2.2% |
87% |
False |
False |
80,712 |
| 60 |
108.80 |
88.86 |
19.94 |
18.7% |
2.09 |
2.0% |
88% |
False |
False |
64,186 |
| 80 |
108.80 |
82.46 |
26.34 |
24.7% |
2.04 |
1.9% |
91% |
False |
False |
55,564 |
| 100 |
108.80 |
82.46 |
26.34 |
24.7% |
1.97 |
1.9% |
91% |
False |
False |
48,126 |
| 120 |
108.80 |
79.39 |
29.41 |
27.6% |
1.93 |
1.8% |
92% |
False |
False |
43,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.75 |
|
2.618 |
113.86 |
|
1.618 |
111.48 |
|
1.000 |
110.01 |
|
0.618 |
109.10 |
|
HIGH |
107.63 |
|
0.618 |
106.72 |
|
0.500 |
106.44 |
|
0.382 |
106.16 |
|
LOW |
105.25 |
|
0.618 |
103.78 |
|
1.000 |
102.87 |
|
1.618 |
101.40 |
|
2.618 |
99.02 |
|
4.250 |
95.14 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.47 |
106.37 |
| PP |
106.45 |
106.26 |
| S1 |
106.44 |
106.16 |
|