NYMEX Light Sweet Crude Oil Future July 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 |
106.12 |
107.09 |
0.97 |
0.9% |
101.95 |
| High |
107.60 |
107.65 |
0.05 |
0.0% |
106.80 |
| Low |
106.07 |
103.09 |
-2.98 |
-2.8% |
99.89 |
| Close |
106.82 |
104.95 |
-1.87 |
-1.8% |
106.52 |
| Range |
1.53 |
4.56 |
3.03 |
198.0% |
6.91 |
| ATR |
2.49 |
2.64 |
0.15 |
5.9% |
0.00 |
| Volume |
43,404 |
35,626 |
-7,778 |
-17.9% |
146,886 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.91 |
116.49 |
107.46 |
|
| R3 |
114.35 |
111.93 |
106.20 |
|
| R2 |
109.79 |
109.79 |
105.79 |
|
| R1 |
107.37 |
107.37 |
105.37 |
106.30 |
| PP |
105.23 |
105.23 |
105.23 |
104.70 |
| S1 |
102.81 |
102.81 |
104.53 |
101.74 |
| S2 |
100.67 |
100.67 |
104.11 |
|
| S3 |
96.11 |
98.25 |
103.70 |
|
| S4 |
91.55 |
93.69 |
102.44 |
|
|
| 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 |
103.09 |
6.01 |
5.7% |
2.75 |
2.6% |
31% |
False |
True |
37,374 |
| 10 |
109.10 |
99.20 |
9.90 |
9.4% |
2.75 |
2.6% |
58% |
False |
False |
35,830 |
| 20 |
109.10 |
93.10 |
16.00 |
15.2% |
2.84 |
2.7% |
74% |
False |
False |
36,655 |
| 40 |
109.10 |
91.36 |
17.74 |
16.9% |
2.21 |
2.1% |
77% |
False |
False |
29,986 |
| 60 |
109.10 |
89.63 |
19.47 |
18.6% |
1.93 |
1.8% |
79% |
False |
False |
23,415 |
| 80 |
109.10 |
83.16 |
25.94 |
24.7% |
1.79 |
1.7% |
84% |
False |
False |
18,951 |
| 100 |
109.10 |
83.16 |
25.94 |
24.7% |
1.63 |
1.6% |
84% |
False |
False |
15,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.03 |
|
2.618 |
119.59 |
|
1.618 |
115.03 |
|
1.000 |
112.21 |
|
0.618 |
110.47 |
|
HIGH |
107.65 |
|
0.618 |
105.91 |
|
0.500 |
105.37 |
|
0.382 |
104.83 |
|
LOW |
103.09 |
|
0.618 |
100.27 |
|
1.000 |
98.53 |
|
1.618 |
95.71 |
|
2.618 |
91.15 |
|
4.250 |
83.71 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.37 |
105.50 |
| PP |
105.23 |
105.32 |
| S1 |
105.09 |
105.13 |
|