NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
104.10 |
106.52 |
2.42 |
2.3% |
101.95 |
| High |
106.80 |
109.10 |
2.30 |
2.2% |
106.80 |
| Low |
104.01 |
106.52 |
2.51 |
2.4% |
99.89 |
| Close |
106.52 |
107.67 |
1.15 |
1.1% |
106.52 |
| Range |
2.79 |
2.58 |
-0.21 |
-7.5% |
6.91 |
| ATR |
2.59 |
2.59 |
0.00 |
0.0% |
0.00 |
| Volume |
28,644 |
44,358 |
15,714 |
54.9% |
146,886 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.50 |
114.17 |
109.09 |
|
| R3 |
112.92 |
111.59 |
108.38 |
|
| R2 |
110.34 |
110.34 |
108.14 |
|
| R1 |
109.01 |
109.01 |
107.91 |
109.68 |
| PP |
107.76 |
107.76 |
107.76 |
108.10 |
| S1 |
106.43 |
106.43 |
107.43 |
107.10 |
| S2 |
105.18 |
105.18 |
107.20 |
|
| S3 |
102.60 |
103.85 |
106.96 |
|
| S4 |
100.02 |
101.27 |
106.25 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.13 |
122.74 |
110.32 |
|
| R3 |
118.22 |
115.83 |
108.42 |
|
| R2 |
111.31 |
111.31 |
107.79 |
|
| R1 |
108.92 |
108.92 |
107.15 |
110.12 |
| PP |
104.40 |
104.40 |
104.40 |
105.00 |
| S1 |
102.01 |
102.01 |
105.89 |
103.21 |
| S2 |
97.49 |
97.49 |
105.25 |
|
| S3 |
90.58 |
95.10 |
104.62 |
|
| S4 |
83.67 |
88.19 |
102.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.10 |
100.00 |
9.10 |
8.5% |
2.81 |
2.6% |
84% |
True |
False |
32,044 |
| 10 |
109.10 |
94.90 |
14.20 |
13.2% |
3.68 |
3.4% |
90% |
True |
False |
40,131 |
| 20 |
109.10 |
93.10 |
16.00 |
14.9% |
2.65 |
2.5% |
91% |
True |
False |
34,314 |
| 40 |
109.10 |
91.28 |
17.82 |
16.6% |
2.13 |
2.0% |
92% |
True |
False |
28,937 |
| 60 |
109.10 |
89.17 |
19.93 |
18.5% |
1.86 |
1.7% |
93% |
True |
False |
21,838 |
| 80 |
109.10 |
83.16 |
25.94 |
24.1% |
1.72 |
1.6% |
94% |
True |
False |
17,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.07 |
|
2.618 |
115.85 |
|
1.618 |
113.27 |
|
1.000 |
111.68 |
|
0.618 |
110.69 |
|
HIGH |
109.10 |
|
0.618 |
108.11 |
|
0.500 |
107.81 |
|
0.382 |
107.51 |
|
LOW |
106.52 |
|
0.618 |
104.93 |
|
1.000 |
103.94 |
|
1.618 |
102.35 |
|
2.618 |
99.77 |
|
4.250 |
95.56 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.81 |
107.06 |
| PP |
107.76 |
106.44 |
| S1 |
107.72 |
105.83 |
|