NYMEX Light Sweet Crude Oil Future June 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 |
106.60 |
106.42 |
-0.18 |
-0.2% |
100.77 |
| High |
107.32 |
107.12 |
-0.20 |
-0.2% |
106.70 |
| Low |
105.65 |
102.61 |
-3.04 |
-2.9% |
98.94 |
| Close |
106.30 |
104.52 |
-1.78 |
-1.7% |
106.17 |
| Range |
1.67 |
4.51 |
2.84 |
170.1% |
7.76 |
| ATR |
2.74 |
2.86 |
0.13 |
4.6% |
0.00 |
| Volume |
88,257 |
96,982 |
8,725 |
9.9% |
424,836 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.28 |
115.91 |
107.00 |
|
| R3 |
113.77 |
111.40 |
105.76 |
|
| R2 |
109.26 |
109.26 |
105.35 |
|
| R1 |
106.89 |
106.89 |
104.93 |
105.82 |
| PP |
104.75 |
104.75 |
104.75 |
104.22 |
| S1 |
102.38 |
102.38 |
104.11 |
101.31 |
| S2 |
100.24 |
100.24 |
103.69 |
|
| S3 |
95.73 |
97.87 |
103.28 |
|
| S4 |
91.22 |
93.36 |
102.04 |
|
|
| 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 |
102.61 |
6.19 |
5.9% |
2.91 |
2.8% |
31% |
False |
True |
96,363 |
| 10 |
108.80 |
98.44 |
10.36 |
9.9% |
3.02 |
2.9% |
59% |
False |
False |
89,086 |
| 20 |
108.80 |
91.97 |
16.83 |
16.1% |
3.08 |
3.0% |
75% |
False |
False |
90,785 |
| 40 |
108.80 |
90.50 |
18.30 |
17.5% |
2.41 |
2.3% |
77% |
False |
False |
82,072 |
| 60 |
108.80 |
89.24 |
19.56 |
18.7% |
2.14 |
2.0% |
78% |
False |
False |
66,400 |
| 80 |
108.80 |
82.46 |
26.34 |
25.2% |
2.07 |
2.0% |
84% |
False |
False |
57,167 |
| 100 |
108.80 |
82.46 |
26.34 |
25.2% |
1.99 |
1.9% |
84% |
False |
False |
49,553 |
| 120 |
108.80 |
79.39 |
29.41 |
28.1% |
1.95 |
1.9% |
85% |
False |
False |
44,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.29 |
|
2.618 |
118.93 |
|
1.618 |
114.42 |
|
1.000 |
111.63 |
|
0.618 |
109.91 |
|
HIGH |
107.12 |
|
0.618 |
105.40 |
|
0.500 |
104.87 |
|
0.382 |
104.33 |
|
LOW |
102.61 |
|
0.618 |
99.82 |
|
1.000 |
98.10 |
|
1.618 |
95.31 |
|
2.618 |
90.80 |
|
4.250 |
83.44 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.87 |
105.12 |
| PP |
104.75 |
104.92 |
| S1 |
104.64 |
104.72 |
|