NYMEX Light Sweet Crude Oil Future August 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 |
106.72 |
107.67 |
0.95 |
0.9% |
102.80 |
| High |
107.80 |
107.67 |
-0.13 |
-0.1% |
106.87 |
| Low |
106.41 |
103.46 |
-2.95 |
-2.8% |
100.40 |
| Close |
107.13 |
105.25 |
-1.88 |
-1.8% |
106.63 |
| Range |
1.39 |
4.21 |
2.82 |
202.9% |
6.47 |
| ATR |
2.22 |
2.36 |
0.14 |
6.4% |
0.00 |
| Volume |
25,611 |
19,713 |
-5,898 |
-23.0% |
87,322 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.09 |
115.88 |
107.57 |
|
| R3 |
113.88 |
111.67 |
106.41 |
|
| R2 |
109.67 |
109.67 |
106.02 |
|
| R1 |
107.46 |
107.46 |
105.64 |
106.46 |
| PP |
105.46 |
105.46 |
105.46 |
104.96 |
| S1 |
103.25 |
103.25 |
104.86 |
102.25 |
| S2 |
101.25 |
101.25 |
104.48 |
|
| S3 |
97.04 |
99.04 |
104.09 |
|
| S4 |
92.83 |
94.83 |
102.93 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.04 |
121.81 |
110.19 |
|
| R3 |
117.57 |
115.34 |
108.41 |
|
| R2 |
111.10 |
111.10 |
107.82 |
|
| R1 |
108.87 |
108.87 |
107.22 |
109.99 |
| PP |
104.63 |
104.63 |
104.63 |
105.19 |
| S1 |
102.40 |
102.40 |
106.04 |
103.52 |
| S2 |
98.16 |
98.16 |
105.44 |
|
| S3 |
91.69 |
95.93 |
104.85 |
|
| S4 |
85.22 |
89.46 |
103.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.18 |
103.46 |
5.72 |
5.4% |
2.49 |
2.4% |
31% |
False |
True |
24,707 |
| 10 |
109.18 |
99.83 |
9.35 |
8.9% |
2.33 |
2.2% |
58% |
False |
False |
22,926 |
| 20 |
109.18 |
93.92 |
15.26 |
14.5% |
2.49 |
2.4% |
74% |
False |
False |
21,910 |
| 40 |
109.18 |
91.88 |
17.30 |
16.4% |
1.96 |
1.9% |
77% |
False |
False |
17,854 |
| 60 |
109.18 |
89.80 |
19.38 |
18.4% |
1.74 |
1.7% |
80% |
False |
False |
13,877 |
| 80 |
109.18 |
83.43 |
25.75 |
24.5% |
1.58 |
1.5% |
85% |
False |
False |
11,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.56 |
|
2.618 |
118.69 |
|
1.618 |
114.48 |
|
1.000 |
111.88 |
|
0.618 |
110.27 |
|
HIGH |
107.67 |
|
0.618 |
106.06 |
|
0.500 |
105.57 |
|
0.382 |
105.07 |
|
LOW |
103.46 |
|
0.618 |
100.86 |
|
1.000 |
99.25 |
|
1.618 |
96.65 |
|
2.618 |
92.44 |
|
4.250 |
85.57 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.57 |
105.70 |
| PP |
105.46 |
105.55 |
| S1 |
105.36 |
105.40 |
|