NYMEX Light Sweet Crude Oil Future July 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 |
107.09 |
105.14 |
-1.95 |
-1.8% |
106.52 |
| High |
107.65 |
105.16 |
-2.49 |
-2.3% |
109.10 |
| Low |
103.09 |
101.44 |
-1.65 |
-1.6% |
101.44 |
| Close |
104.95 |
103.46 |
-1.49 |
-1.4% |
103.46 |
| Range |
4.56 |
3.72 |
-0.84 |
-18.4% |
7.66 |
| ATR |
2.64 |
2.72 |
0.08 |
2.9% |
0.00 |
| Volume |
35,626 |
43,412 |
7,786 |
21.9% |
201,638 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.51 |
112.71 |
105.51 |
|
| R3 |
110.79 |
108.99 |
104.48 |
|
| R2 |
107.07 |
107.07 |
104.14 |
|
| R1 |
105.27 |
105.27 |
103.80 |
104.31 |
| PP |
103.35 |
103.35 |
103.35 |
102.88 |
| S1 |
101.55 |
101.55 |
103.12 |
100.59 |
| S2 |
99.63 |
99.63 |
102.78 |
|
| S3 |
95.91 |
97.83 |
102.44 |
|
| S4 |
92.19 |
94.11 |
101.41 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.65 |
123.21 |
107.67 |
|
| R3 |
119.99 |
115.55 |
105.57 |
|
| R2 |
112.33 |
112.33 |
104.86 |
|
| R1 |
107.89 |
107.89 |
104.16 |
106.28 |
| PP |
104.67 |
104.67 |
104.67 |
103.86 |
| S1 |
100.23 |
100.23 |
102.76 |
98.62 |
| S2 |
97.01 |
97.01 |
102.06 |
|
| S3 |
89.35 |
92.57 |
101.35 |
|
| S4 |
81.69 |
84.91 |
99.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.10 |
101.44 |
7.66 |
7.4% |
2.93 |
2.8% |
26% |
False |
True |
40,327 |
| 10 |
109.10 |
99.89 |
9.21 |
8.9% |
2.88 |
2.8% |
39% |
False |
False |
34,852 |
| 20 |
109.10 |
93.10 |
16.00 |
15.5% |
2.96 |
2.9% |
65% |
False |
False |
37,052 |
| 40 |
109.10 |
91.36 |
17.74 |
17.1% |
2.27 |
2.2% |
68% |
False |
False |
30,728 |
| 60 |
109.10 |
89.63 |
19.47 |
18.8% |
1.98 |
1.9% |
71% |
False |
False |
24,002 |
| 80 |
109.10 |
83.16 |
25.94 |
25.1% |
1.83 |
1.8% |
78% |
False |
False |
19,444 |
| 100 |
109.10 |
83.16 |
25.94 |
25.1% |
1.65 |
1.6% |
78% |
False |
False |
16,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.97 |
|
2.618 |
114.90 |
|
1.618 |
111.18 |
|
1.000 |
108.88 |
|
0.618 |
107.46 |
|
HIGH |
105.16 |
|
0.618 |
103.74 |
|
0.500 |
103.30 |
|
0.382 |
102.86 |
|
LOW |
101.44 |
|
0.618 |
99.14 |
|
1.000 |
97.72 |
|
1.618 |
95.42 |
|
2.618 |
91.70 |
|
4.250 |
85.63 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.41 |
104.55 |
| PP |
103.35 |
104.18 |
| S1 |
103.30 |
103.82 |
|