NYMEX Light Sweet Crude Oil Future September 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 |
107.71 |
106.64 |
-1.07 |
-1.0% |
102.95 |
| High |
107.96 |
107.85 |
-0.11 |
-0.1% |
106.88 |
| Low |
105.81 |
106.54 |
0.73 |
0.7% |
100.60 |
| Close |
107.04 |
107.32 |
0.28 |
0.3% |
106.66 |
| Range |
2.15 |
1.31 |
-0.84 |
-39.1% |
6.28 |
| ATR |
2.29 |
2.22 |
-0.07 |
-3.1% |
0.00 |
| Volume |
30,678 |
22,817 |
-7,861 |
-25.6% |
84,788 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.17 |
110.55 |
108.04 |
|
| R3 |
109.86 |
109.24 |
107.68 |
|
| R2 |
108.55 |
108.55 |
107.56 |
|
| R1 |
107.93 |
107.93 |
107.44 |
108.24 |
| PP |
107.24 |
107.24 |
107.24 |
107.39 |
| S1 |
106.62 |
106.62 |
107.20 |
106.93 |
| S2 |
105.93 |
105.93 |
107.08 |
|
| S3 |
104.62 |
105.31 |
106.96 |
|
| S4 |
103.31 |
104.00 |
106.60 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.55 |
121.39 |
110.11 |
|
| R3 |
117.27 |
115.11 |
108.39 |
|
| R2 |
110.99 |
110.99 |
107.81 |
|
| R1 |
108.83 |
108.83 |
107.24 |
109.91 |
| PP |
104.71 |
104.71 |
104.71 |
105.26 |
| S1 |
102.55 |
102.55 |
106.08 |
103.63 |
| S2 |
98.43 |
98.43 |
105.51 |
|
| S3 |
92.15 |
96.27 |
104.93 |
|
| S4 |
85.87 |
89.99 |
103.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.30 |
103.07 |
6.23 |
5.8% |
2.01 |
1.9% |
68% |
False |
False |
23,657 |
| 10 |
109.30 |
99.45 |
9.85 |
9.2% |
2.63 |
2.4% |
80% |
False |
False |
24,017 |
| 20 |
109.30 |
94.50 |
14.80 |
13.8% |
2.34 |
2.2% |
87% |
False |
False |
19,883 |
| 40 |
109.30 |
92.33 |
16.97 |
15.8% |
1.88 |
1.7% |
88% |
False |
False |
15,743 |
| 60 |
109.30 |
89.83 |
19.47 |
18.1% |
1.65 |
1.5% |
90% |
False |
False |
12,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.42 |
|
2.618 |
111.28 |
|
1.618 |
109.97 |
|
1.000 |
109.16 |
|
0.618 |
108.66 |
|
HIGH |
107.85 |
|
0.618 |
107.35 |
|
0.500 |
107.20 |
|
0.382 |
107.04 |
|
LOW |
106.54 |
|
0.618 |
105.73 |
|
1.000 |
105.23 |
|
1.618 |
104.42 |
|
2.618 |
103.11 |
|
4.250 |
100.97 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.28 |
107.56 |
| PP |
107.24 |
107.48 |
| S1 |
107.20 |
107.40 |
|