NYMEX Light Sweet Crude Oil Future May 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 |
106.13 |
105.94 |
-0.19 |
-0.2% |
100.17 |
| High |
107.08 |
106.78 |
-0.30 |
-0.3% |
106.24 |
| Low |
104.65 |
105.09 |
0.44 |
0.4% |
98.07 |
| Close |
105.95 |
105.61 |
-0.34 |
-0.3% |
105.61 |
| Range |
2.43 |
1.69 |
-0.74 |
-30.5% |
8.17 |
| ATR |
2.93 |
2.84 |
-0.09 |
-3.0% |
0.00 |
| Volume |
164,775 |
152,774 |
-12,001 |
-7.3% |
565,113 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.90 |
109.94 |
106.54 |
|
| R3 |
109.21 |
108.25 |
106.07 |
|
| R2 |
107.52 |
107.52 |
105.92 |
|
| R1 |
106.56 |
106.56 |
105.76 |
106.20 |
| PP |
105.83 |
105.83 |
105.83 |
105.64 |
| S1 |
104.87 |
104.87 |
105.46 |
104.51 |
| S2 |
104.14 |
104.14 |
105.30 |
|
| S3 |
102.45 |
103.18 |
105.15 |
|
| S4 |
100.76 |
101.49 |
104.68 |
|
|
| 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 |
101.36 |
6.89 |
6.5% |
2.67 |
2.5% |
62% |
False |
False |
139,452 |
| 10 |
108.25 |
97.21 |
11.04 |
10.5% |
3.44 |
3.3% |
76% |
False |
False |
125,763 |
| 20 |
108.25 |
90.27 |
17.98 |
17.0% |
3.03 |
2.9% |
85% |
False |
False |
122,451 |
| 40 |
108.25 |
89.40 |
18.85 |
17.8% |
2.45 |
2.3% |
86% |
False |
False |
100,151 |
| 60 |
108.25 |
89.00 |
19.25 |
18.2% |
2.16 |
2.0% |
86% |
False |
False |
75,545 |
| 80 |
108.25 |
82.22 |
26.03 |
24.6% |
2.05 |
1.9% |
90% |
False |
False |
59,774 |
| 100 |
108.25 |
82.22 |
26.03 |
24.6% |
1.91 |
1.8% |
90% |
False |
False |
49,423 |
| 120 |
108.25 |
79.39 |
28.86 |
27.3% |
1.77 |
1.7% |
91% |
False |
False |
42,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.96 |
|
2.618 |
111.20 |
|
1.618 |
109.51 |
|
1.000 |
108.47 |
|
0.618 |
107.82 |
|
HIGH |
106.78 |
|
0.618 |
106.13 |
|
0.500 |
105.94 |
|
0.382 |
105.74 |
|
LOW |
105.09 |
|
0.618 |
104.05 |
|
1.000 |
103.40 |
|
1.618 |
102.36 |
|
2.618 |
100.67 |
|
4.250 |
97.91 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.94 |
106.45 |
| PP |
105.83 |
106.17 |
| S1 |
105.72 |
105.89 |
|