NYMEX Light Sweet Crude Oil Future April 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 |
104.45 |
102.64 |
-1.81 |
-1.7% |
104.65 |
| High |
105.06 |
103.00 |
-2.06 |
-2.0% |
106.95 |
| Low |
100.62 |
99.01 |
-1.61 |
-1.6% |
99.01 |
| Close |
102.70 |
101.16 |
-1.54 |
-1.5% |
101.16 |
| Range |
4.44 |
3.99 |
-0.45 |
-10.1% |
7.94 |
| ATR |
3.11 |
3.17 |
0.06 |
2.0% |
0.00 |
| Volume |
398,375 |
309,906 |
-88,469 |
-22.2% |
1,783,961 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.03 |
111.08 |
103.35 |
|
| R3 |
109.04 |
107.09 |
102.26 |
|
| R2 |
105.05 |
105.05 |
101.89 |
|
| R1 |
103.10 |
103.10 |
101.53 |
102.08 |
| PP |
101.06 |
101.06 |
101.06 |
100.55 |
| S1 |
99.11 |
99.11 |
100.79 |
98.09 |
| S2 |
97.07 |
97.07 |
100.43 |
|
| S3 |
93.08 |
95.12 |
100.06 |
|
| S4 |
89.09 |
91.13 |
98.97 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.19 |
121.62 |
105.53 |
|
| R3 |
118.25 |
113.68 |
103.34 |
|
| R2 |
110.31 |
110.31 |
102.62 |
|
| R1 |
105.74 |
105.74 |
101.89 |
104.06 |
| PP |
102.37 |
102.37 |
102.37 |
101.53 |
| S1 |
97.80 |
97.80 |
100.43 |
96.12 |
| S2 |
94.43 |
94.43 |
99.70 |
|
| S3 |
86.49 |
89.86 |
98.98 |
|
| S4 |
78.55 |
81.92 |
96.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.95 |
99.01 |
7.94 |
7.8% |
3.12 |
3.1% |
27% |
False |
True |
356,792 |
| 10 |
106.95 |
96.37 |
10.58 |
10.5% |
3.27 |
3.2% |
45% |
False |
False |
344,956 |
| 20 |
106.95 |
87.09 |
19.86 |
19.6% |
3.49 |
3.4% |
71% |
False |
False |
314,368 |
| 40 |
106.95 |
87.09 |
19.86 |
19.6% |
2.75 |
2.7% |
71% |
False |
False |
233,483 |
| 60 |
106.95 |
87.09 |
19.86 |
19.6% |
2.40 |
2.4% |
71% |
False |
False |
172,095 |
| 80 |
106.95 |
81.81 |
25.14 |
24.9% |
2.28 |
2.3% |
77% |
False |
False |
134,118 |
| 100 |
106.95 |
81.81 |
25.14 |
24.9% |
2.12 |
2.1% |
77% |
False |
False |
109,729 |
| 120 |
106.95 |
78.63 |
28.32 |
28.0% |
2.02 |
2.0% |
80% |
False |
False |
93,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.96 |
|
2.618 |
113.45 |
|
1.618 |
109.46 |
|
1.000 |
106.99 |
|
0.618 |
105.47 |
|
HIGH |
103.00 |
|
0.618 |
101.48 |
|
0.500 |
101.01 |
|
0.382 |
100.53 |
|
LOW |
99.01 |
|
0.618 |
96.54 |
|
1.000 |
95.02 |
|
1.618 |
92.55 |
|
2.618 |
88.56 |
|
4.250 |
82.05 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.11 |
102.47 |
| PP |
101.06 |
102.03 |
| S1 |
101.01 |
101.60 |
|