NYMEX Light Sweet Crude Oil Future July 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 |
106.52 |
107.66 |
1.14 |
1.1% |
101.95 |
| High |
109.10 |
107.91 |
-1.19 |
-1.1% |
106.80 |
| Low |
106.52 |
105.64 |
-0.88 |
-0.8% |
99.89 |
| Close |
107.67 |
106.86 |
-0.81 |
-0.8% |
106.52 |
| Range |
2.58 |
2.27 |
-0.31 |
-12.0% |
6.91 |
| ATR |
2.59 |
2.57 |
-0.02 |
-0.9% |
0.00 |
| Volume |
44,358 |
34,838 |
-9,520 |
-21.5% |
146,886 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.61 |
112.51 |
108.11 |
|
| R3 |
111.34 |
110.24 |
107.48 |
|
| R2 |
109.07 |
109.07 |
107.28 |
|
| R1 |
107.97 |
107.97 |
107.07 |
107.39 |
| PP |
106.80 |
106.80 |
106.80 |
106.51 |
| S1 |
105.70 |
105.70 |
106.65 |
105.12 |
| S2 |
104.53 |
104.53 |
106.44 |
|
| S3 |
102.26 |
103.43 |
106.24 |
|
| S4 |
99.99 |
101.16 |
105.61 |
|
|
| 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 |
102.44 |
6.66 |
6.2% |
2.56 |
2.4% |
66% |
False |
False |
32,989 |
| 10 |
109.10 |
97.88 |
11.22 |
10.5% |
3.28 |
3.1% |
80% |
False |
False |
40,393 |
| 20 |
109.10 |
93.10 |
16.00 |
15.0% |
2.69 |
2.5% |
86% |
False |
False |
35,031 |
| 40 |
109.10 |
91.36 |
17.74 |
16.6% |
2.15 |
2.0% |
87% |
False |
False |
29,177 |
| 60 |
109.10 |
89.17 |
19.93 |
18.7% |
1.87 |
1.8% |
89% |
False |
False |
22,267 |
| 80 |
109.10 |
83.16 |
25.94 |
24.3% |
1.75 |
1.6% |
91% |
False |
False |
18,120 |
| 100 |
109.10 |
83.16 |
25.94 |
24.3% |
1.60 |
1.5% |
91% |
False |
False |
15,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.56 |
|
2.618 |
113.85 |
|
1.618 |
111.58 |
|
1.000 |
110.18 |
|
0.618 |
109.31 |
|
HIGH |
107.91 |
|
0.618 |
107.04 |
|
0.500 |
106.78 |
|
0.382 |
106.51 |
|
LOW |
105.64 |
|
0.618 |
104.24 |
|
1.000 |
103.37 |
|
1.618 |
101.97 |
|
2.618 |
99.70 |
|
4.250 |
95.99 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.83 |
106.76 |
| PP |
106.80 |
106.66 |
| S1 |
106.78 |
106.56 |
|