NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.72 |
106.60 |
-0.12 |
-0.1% |
100.77 |
| High |
107.63 |
107.32 |
-0.31 |
-0.3% |
106.70 |
| Low |
105.25 |
105.65 |
0.40 |
0.4% |
98.94 |
| Close |
106.48 |
106.30 |
-0.18 |
-0.2% |
106.17 |
| Range |
2.38 |
1.67 |
-0.71 |
-29.8% |
7.76 |
| ATR |
2.82 |
2.74 |
-0.08 |
-2.9% |
0.00 |
| Volume |
107,234 |
88,257 |
-18,977 |
-17.7% |
424,836 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.43 |
110.54 |
107.22 |
|
| R3 |
109.76 |
108.87 |
106.76 |
|
| R2 |
108.09 |
108.09 |
106.61 |
|
| R1 |
107.20 |
107.20 |
106.45 |
106.81 |
| PP |
106.42 |
106.42 |
106.42 |
106.23 |
| S1 |
105.53 |
105.53 |
106.15 |
105.14 |
| S2 |
104.75 |
104.75 |
105.99 |
|
| S3 |
103.08 |
103.86 |
105.84 |
|
| S4 |
101.41 |
102.19 |
105.38 |
|
|
| 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 |
102.06 |
6.74 |
6.3% |
2.55 |
2.4% |
63% |
False |
False |
93,998 |
| 10 |
108.80 |
97.92 |
10.88 |
10.2% |
3.33 |
3.1% |
77% |
False |
False |
92,004 |
| 20 |
108.80 |
91.97 |
16.83 |
15.8% |
2.91 |
2.7% |
85% |
False |
False |
89,887 |
| 40 |
108.80 |
90.50 |
18.30 |
17.2% |
2.35 |
2.2% |
86% |
False |
False |
81,133 |
| 60 |
108.80 |
89.24 |
19.56 |
18.4% |
2.09 |
2.0% |
87% |
False |
False |
65,143 |
| 80 |
108.80 |
82.46 |
26.34 |
24.8% |
2.05 |
1.9% |
91% |
False |
False |
56,296 |
| 100 |
108.80 |
82.46 |
26.34 |
24.8% |
1.97 |
1.9% |
91% |
False |
False |
48,790 |
| 120 |
108.80 |
79.39 |
29.41 |
27.7% |
1.93 |
1.8% |
91% |
False |
False |
44,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.42 |
|
2.618 |
111.69 |
|
1.618 |
110.02 |
|
1.000 |
108.99 |
|
0.618 |
108.35 |
|
HIGH |
107.32 |
|
0.618 |
106.68 |
|
0.500 |
106.49 |
|
0.382 |
106.29 |
|
LOW |
105.65 |
|
0.618 |
104.62 |
|
1.000 |
103.98 |
|
1.618 |
102.95 |
|
2.618 |
101.28 |
|
4.250 |
98.55 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.49 |
107.03 |
| PP |
106.42 |
106.78 |
| S1 |
106.36 |
106.54 |
|