NYMEX Light Sweet Crude Oil Future July 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 |
107.66 |
106.12 |
-1.54 |
-1.4% |
101.95 |
| High |
107.91 |
107.60 |
-0.31 |
-0.3% |
106.80 |
| Low |
105.64 |
106.07 |
0.43 |
0.4% |
99.89 |
| Close |
106.86 |
106.82 |
-0.04 |
0.0% |
106.52 |
| Range |
2.27 |
1.53 |
-0.74 |
-32.6% |
6.91 |
| ATR |
2.57 |
2.49 |
-0.07 |
-2.9% |
0.00 |
| Volume |
34,838 |
43,404 |
8,566 |
24.6% |
146,886 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.42 |
110.65 |
107.66 |
|
| R3 |
109.89 |
109.12 |
107.24 |
|
| R2 |
108.36 |
108.36 |
107.10 |
|
| R1 |
107.59 |
107.59 |
106.96 |
107.98 |
| PP |
106.83 |
106.83 |
106.83 |
107.02 |
| S1 |
106.06 |
106.06 |
106.68 |
106.45 |
| S2 |
105.30 |
105.30 |
106.54 |
|
| S3 |
103.77 |
104.53 |
106.40 |
|
| S4 |
102.24 |
103.00 |
105.98 |
|
|
| 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 |
102.56 |
6.54 |
6.1% |
2.36 |
2.2% |
65% |
False |
False |
36,119 |
| 10 |
109.10 |
98.51 |
10.59 |
9.9% |
2.98 |
2.8% |
78% |
False |
False |
38,449 |
| 20 |
109.10 |
93.10 |
16.00 |
15.0% |
2.66 |
2.5% |
86% |
False |
False |
36,210 |
| 40 |
109.10 |
91.36 |
17.74 |
16.6% |
2.15 |
2.0% |
87% |
False |
False |
29,577 |
| 60 |
109.10 |
89.63 |
19.47 |
18.2% |
1.88 |
1.8% |
88% |
False |
False |
22,878 |
| 80 |
109.10 |
83.16 |
25.94 |
24.3% |
1.76 |
1.6% |
91% |
False |
False |
18,596 |
| 100 |
109.10 |
83.16 |
25.94 |
24.3% |
1.60 |
1.5% |
91% |
False |
False |
15,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.10 |
|
2.618 |
111.61 |
|
1.618 |
110.08 |
|
1.000 |
109.13 |
|
0.618 |
108.55 |
|
HIGH |
107.60 |
|
0.618 |
107.02 |
|
0.500 |
106.84 |
|
0.382 |
106.65 |
|
LOW |
106.07 |
|
0.618 |
105.12 |
|
1.000 |
104.54 |
|
1.618 |
103.59 |
|
2.618 |
102.06 |
|
4.250 |
99.57 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.84 |
107.37 |
| PP |
106.83 |
107.19 |
| S1 |
106.83 |
107.00 |
|