NYMEX Light Sweet Crude Oil Future June 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 |
106.42 |
104.45 |
-1.97 |
-1.9% |
106.24 |
| High |
107.12 |
104.73 |
-2.39 |
-2.2% |
108.80 |
| Low |
102.61 |
100.90 |
-1.71 |
-1.7% |
100.90 |
| Close |
104.52 |
102.95 |
-1.57 |
-1.5% |
102.95 |
| Range |
4.51 |
3.83 |
-0.68 |
-15.1% |
7.90 |
| ATR |
2.86 |
2.93 |
0.07 |
2.4% |
0.00 |
| Volume |
96,982 |
75,733 |
-21,249 |
-21.9% |
463,824 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.35 |
112.48 |
105.06 |
|
| R3 |
110.52 |
108.65 |
104.00 |
|
| R2 |
106.69 |
106.69 |
103.65 |
|
| R1 |
104.82 |
104.82 |
103.30 |
103.84 |
| PP |
102.86 |
102.86 |
102.86 |
102.37 |
| S1 |
100.99 |
100.99 |
102.60 |
100.01 |
| S2 |
99.03 |
99.03 |
102.25 |
|
| S3 |
95.20 |
97.16 |
101.90 |
|
| S4 |
91.37 |
93.33 |
100.84 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.92 |
123.33 |
107.30 |
|
| R3 |
120.02 |
115.43 |
105.12 |
|
| R2 |
112.12 |
112.12 |
104.40 |
|
| R1 |
107.53 |
107.53 |
103.67 |
105.88 |
| PP |
104.22 |
104.22 |
104.22 |
103.39 |
| S1 |
99.63 |
99.63 |
102.23 |
97.98 |
| S2 |
96.32 |
96.32 |
101.50 |
|
| S3 |
88.42 |
91.73 |
100.78 |
|
| S4 |
80.52 |
83.83 |
98.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.80 |
100.90 |
7.90 |
7.7% |
3.04 |
3.0% |
26% |
False |
True |
92,764 |
| 10 |
108.80 |
98.94 |
9.86 |
9.6% |
3.10 |
3.0% |
41% |
False |
False |
88,866 |
| 20 |
108.80 |
91.97 |
16.83 |
16.3% |
3.21 |
3.1% |
65% |
False |
False |
89,509 |
| 40 |
108.80 |
90.50 |
18.30 |
17.8% |
2.48 |
2.4% |
68% |
False |
False |
82,700 |
| 60 |
108.80 |
89.24 |
19.56 |
19.0% |
2.19 |
2.1% |
70% |
False |
False |
67,130 |
| 80 |
108.80 |
82.46 |
26.34 |
25.6% |
2.11 |
2.0% |
78% |
False |
False |
57,857 |
| 100 |
108.80 |
82.46 |
26.34 |
25.6% |
2.01 |
1.9% |
78% |
False |
False |
50,114 |
| 120 |
108.80 |
79.39 |
29.41 |
28.6% |
1.97 |
1.9% |
80% |
False |
False |
45,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.01 |
|
2.618 |
114.76 |
|
1.618 |
110.93 |
|
1.000 |
108.56 |
|
0.618 |
107.10 |
|
HIGH |
104.73 |
|
0.618 |
103.27 |
|
0.500 |
102.82 |
|
0.382 |
102.36 |
|
LOW |
100.90 |
|
0.618 |
98.53 |
|
1.000 |
97.07 |
|
1.618 |
94.70 |
|
2.618 |
90.87 |
|
4.250 |
84.62 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.91 |
104.11 |
| PP |
102.86 |
103.72 |
| S1 |
102.82 |
103.34 |
|