NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.71 |
106.13 |
0.42 |
0.4% |
100.17 |
| High |
108.25 |
107.08 |
-1.17 |
-1.1% |
106.24 |
| Low |
105.46 |
104.65 |
-0.81 |
-0.8% |
98.07 |
| Close |
106.73 |
105.95 |
-0.78 |
-0.7% |
105.61 |
| Range |
2.79 |
2.43 |
-0.36 |
-12.9% |
8.17 |
| ATR |
2.97 |
2.93 |
-0.04 |
-1.3% |
0.00 |
| Volume |
141,353 |
164,775 |
23,422 |
16.6% |
565,113 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.18 |
112.00 |
107.29 |
|
| R3 |
110.75 |
109.57 |
106.62 |
|
| R2 |
108.32 |
108.32 |
106.40 |
|
| R1 |
107.14 |
107.14 |
106.17 |
106.52 |
| PP |
105.89 |
105.89 |
105.89 |
105.58 |
| S1 |
104.71 |
104.71 |
105.73 |
104.09 |
| S2 |
103.46 |
103.46 |
105.50 |
|
| S3 |
101.03 |
102.28 |
105.28 |
|
| S4 |
98.60 |
99.85 |
104.61 |
|
|
| 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 |
100.96 |
7.29 |
6.9% |
2.93 |
2.8% |
68% |
False |
False |
139,229 |
| 10 |
108.25 |
96.45 |
11.80 |
11.1% |
3.77 |
3.6% |
81% |
False |
False |
125,871 |
| 20 |
108.25 |
90.27 |
17.98 |
17.0% |
3.05 |
2.9% |
87% |
False |
False |
119,195 |
| 40 |
108.25 |
89.40 |
18.85 |
17.8% |
2.46 |
2.3% |
88% |
False |
False |
98,159 |
| 60 |
108.25 |
88.68 |
19.57 |
18.5% |
2.16 |
2.0% |
88% |
False |
False |
73,272 |
| 80 |
108.25 |
82.22 |
26.03 |
24.6% |
2.04 |
1.9% |
91% |
False |
False |
58,052 |
| 100 |
108.25 |
82.22 |
26.03 |
24.6% |
1.90 |
1.8% |
91% |
False |
False |
47,948 |
| 120 |
108.25 |
79.39 |
28.86 |
27.2% |
1.76 |
1.7% |
92% |
False |
False |
41,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.41 |
|
2.618 |
113.44 |
|
1.618 |
111.01 |
|
1.000 |
109.51 |
|
0.618 |
108.58 |
|
HIGH |
107.08 |
|
0.618 |
106.15 |
|
0.500 |
105.87 |
|
0.382 |
105.58 |
|
LOW |
104.65 |
|
0.618 |
103.15 |
|
1.000 |
102.22 |
|
1.618 |
100.72 |
|
2.618 |
98.29 |
|
4.250 |
94.32 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.92 |
105.79 |
| PP |
105.89 |
105.63 |
| S1 |
105.87 |
105.48 |
|