NYMEX Light Sweet Crude Oil Future September 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 |
106.64 |
107.25 |
0.61 |
0.6% |
102.95 |
| High |
107.85 |
107.35 |
-0.50 |
-0.5% |
106.88 |
| Low |
106.54 |
103.85 |
-2.69 |
-2.5% |
100.60 |
| Close |
107.32 |
105.46 |
-1.86 |
-1.7% |
106.66 |
| Range |
1.31 |
3.50 |
2.19 |
167.2% |
6.28 |
| ATR |
2.22 |
2.31 |
0.09 |
4.1% |
0.00 |
| Volume |
22,817 |
18,913 |
-3,904 |
-17.1% |
84,788 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.05 |
114.26 |
107.39 |
|
| R3 |
112.55 |
110.76 |
106.42 |
|
| R2 |
109.05 |
109.05 |
106.10 |
|
| R1 |
107.26 |
107.26 |
105.78 |
106.41 |
| PP |
105.55 |
105.55 |
105.55 |
105.13 |
| S1 |
103.76 |
103.76 |
105.14 |
102.91 |
| S2 |
102.05 |
102.05 |
104.82 |
|
| S3 |
98.55 |
100.26 |
104.50 |
|
| S4 |
95.05 |
96.76 |
103.54 |
|
|
| 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 |
103.85 |
5.45 |
5.2% |
2.26 |
2.1% |
30% |
False |
True |
23,722 |
| 10 |
109.30 |
100.12 |
9.18 |
8.7% |
2.32 |
2.2% |
58% |
False |
False |
22,145 |
| 20 |
109.30 |
94.50 |
14.80 |
14.0% |
2.47 |
2.3% |
74% |
False |
False |
20,065 |
| 40 |
109.30 |
92.33 |
16.97 |
16.1% |
1.92 |
1.8% |
77% |
False |
False |
15,980 |
| 60 |
109.30 |
89.83 |
19.47 |
18.5% |
1.68 |
1.6% |
80% |
False |
False |
12,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.23 |
|
2.618 |
116.51 |
|
1.618 |
113.01 |
|
1.000 |
110.85 |
|
0.618 |
109.51 |
|
HIGH |
107.35 |
|
0.618 |
106.01 |
|
0.500 |
105.60 |
|
0.382 |
105.19 |
|
LOW |
103.85 |
|
0.618 |
101.69 |
|
1.000 |
100.35 |
|
1.618 |
98.19 |
|
2.618 |
94.69 |
|
4.250 |
88.98 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.60 |
105.91 |
| PP |
105.55 |
105.76 |
| S1 |
105.51 |
105.61 |
|