NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
102.79 |
105.71 |
2.92 |
2.8% |
100.17 |
| High |
106.24 |
108.25 |
2.01 |
1.9% |
106.24 |
| Low |
102.70 |
105.46 |
2.76 |
2.7% |
98.07 |
| Close |
105.61 |
106.73 |
1.12 |
1.1% |
105.61 |
| Range |
3.54 |
2.79 |
-0.75 |
-21.2% |
8.17 |
| ATR |
2.99 |
2.97 |
-0.01 |
-0.5% |
0.00 |
| Volume |
119,963 |
141,353 |
21,390 |
17.8% |
565,113 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.18 |
113.75 |
108.26 |
|
| R3 |
112.39 |
110.96 |
107.50 |
|
| R2 |
109.60 |
109.60 |
107.24 |
|
| R1 |
108.17 |
108.17 |
106.99 |
108.89 |
| PP |
106.81 |
106.81 |
106.81 |
107.17 |
| S1 |
105.38 |
105.38 |
106.47 |
106.10 |
| S2 |
104.02 |
104.02 |
106.22 |
|
| S3 |
101.23 |
102.59 |
105.96 |
|
| S4 |
98.44 |
99.80 |
105.20 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.82 |
124.88 |
110.10 |
|
| R3 |
119.65 |
116.71 |
107.86 |
|
| R2 |
111.48 |
111.48 |
107.11 |
|
| R1 |
108.54 |
108.54 |
106.36 |
110.01 |
| PP |
103.31 |
103.31 |
103.31 |
104.04 |
| S1 |
100.37 |
100.37 |
104.86 |
101.84 |
| S2 |
95.14 |
95.14 |
104.11 |
|
| S3 |
86.97 |
92.20 |
103.36 |
|
| S4 |
78.80 |
84.03 |
101.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.25 |
98.07 |
10.18 |
9.5% |
3.31 |
3.1% |
85% |
True |
False |
126,061 |
| 10 |
108.25 |
92.29 |
15.96 |
15.0% |
4.28 |
4.0% |
90% |
True |
False |
109,393 |
| 20 |
108.25 |
90.27 |
17.98 |
16.8% |
3.01 |
2.8% |
92% |
True |
False |
114,539 |
| 40 |
108.25 |
89.40 |
18.85 |
17.7% |
2.44 |
2.3% |
92% |
True |
False |
96,086 |
| 60 |
108.25 |
88.68 |
19.57 |
18.3% |
2.15 |
2.0% |
92% |
True |
False |
70,852 |
| 80 |
108.25 |
82.22 |
26.03 |
24.4% |
2.02 |
1.9% |
94% |
True |
False |
56,109 |
| 100 |
108.25 |
82.22 |
26.03 |
24.4% |
1.89 |
1.8% |
94% |
True |
False |
46,349 |
| 120 |
108.25 |
79.39 |
28.86 |
27.0% |
1.74 |
1.6% |
95% |
True |
False |
39,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.11 |
|
2.618 |
115.55 |
|
1.618 |
112.76 |
|
1.000 |
111.04 |
|
0.618 |
109.97 |
|
HIGH |
108.25 |
|
0.618 |
107.18 |
|
0.500 |
106.86 |
|
0.382 |
106.53 |
|
LOW |
105.46 |
|
0.618 |
103.74 |
|
1.000 |
102.67 |
|
1.618 |
100.95 |
|
2.618 |
98.16 |
|
4.250 |
93.60 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.86 |
106.09 |
| PP |
106.81 |
105.45 |
| S1 |
106.77 |
104.81 |
|