NYMEX Light Sweet Crude Oil Future August 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 |
107.67 |
104.58 |
-3.09 |
-2.9% |
106.89 |
| High |
107.67 |
104.58 |
-3.09 |
-2.9% |
109.18 |
| Low |
103.46 |
101.82 |
-1.64 |
-1.6% |
101.82 |
| Close |
105.25 |
103.83 |
-1.42 |
-1.3% |
103.83 |
| Range |
4.21 |
2.76 |
-1.45 |
-34.4% |
7.36 |
| ATR |
2.36 |
2.44 |
0.08 |
3.2% |
0.00 |
| Volume |
19,713 |
25,467 |
5,754 |
29.2% |
131,368 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.69 |
110.52 |
105.35 |
|
| R3 |
108.93 |
107.76 |
104.59 |
|
| R2 |
106.17 |
106.17 |
104.34 |
|
| R1 |
105.00 |
105.00 |
104.08 |
104.21 |
| PP |
103.41 |
103.41 |
103.41 |
103.01 |
| S1 |
102.24 |
102.24 |
103.58 |
101.45 |
| S2 |
100.65 |
100.65 |
103.32 |
|
| S3 |
97.89 |
99.48 |
103.07 |
|
| S4 |
95.13 |
96.72 |
102.31 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.02 |
122.79 |
107.88 |
|
| R3 |
119.66 |
115.43 |
105.85 |
|
| R2 |
112.30 |
112.30 |
105.18 |
|
| R1 |
108.07 |
108.07 |
104.50 |
106.51 |
| PP |
104.94 |
104.94 |
104.94 |
104.16 |
| S1 |
100.71 |
100.71 |
103.16 |
99.15 |
| S2 |
97.58 |
97.58 |
102.48 |
|
| S3 |
90.22 |
93.35 |
101.81 |
|
| S4 |
82.86 |
85.99 |
99.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.18 |
101.82 |
7.36 |
7.1% |
2.56 |
2.5% |
27% |
False |
True |
26,273 |
| 10 |
109.18 |
100.40 |
8.78 |
8.5% |
2.47 |
2.4% |
39% |
False |
False |
21,869 |
| 20 |
109.18 |
93.92 |
15.26 |
14.7% |
2.58 |
2.5% |
65% |
False |
False |
22,409 |
| 40 |
109.18 |
91.88 |
17.30 |
16.7% |
1.99 |
1.9% |
69% |
False |
False |
18,345 |
| 60 |
109.18 |
89.80 |
19.38 |
18.7% |
1.77 |
1.7% |
72% |
False |
False |
14,141 |
| 80 |
109.18 |
83.43 |
25.75 |
24.8% |
1.61 |
1.6% |
79% |
False |
False |
11,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.31 |
|
2.618 |
111.81 |
|
1.618 |
109.05 |
|
1.000 |
107.34 |
|
0.618 |
106.29 |
|
HIGH |
104.58 |
|
0.618 |
103.53 |
|
0.500 |
103.20 |
|
0.382 |
102.87 |
|
LOW |
101.82 |
|
0.618 |
100.11 |
|
1.000 |
99.06 |
|
1.618 |
97.35 |
|
2.618 |
94.59 |
|
4.250 |
90.09 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.62 |
104.81 |
| PP |
103.41 |
104.48 |
| S1 |
103.20 |
104.16 |
|