NYMEX Light Sweet Crude Oil Future May 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 |
105.94 |
105.69 |
-0.25 |
-0.2% |
100.17 |
| High |
106.78 |
106.42 |
-0.36 |
-0.3% |
106.24 |
| Low |
105.09 |
101.91 |
-3.18 |
-3.0% |
98.07 |
| Close |
105.61 |
103.92 |
-1.69 |
-1.6% |
105.61 |
| Range |
1.69 |
4.51 |
2.82 |
166.9% |
8.17 |
| ATR |
2.84 |
2.96 |
0.12 |
4.2% |
0.00 |
| Volume |
152,774 |
170,753 |
17,979 |
11.8% |
565,113 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.61 |
115.28 |
106.40 |
|
| R3 |
113.10 |
110.77 |
105.16 |
|
| R2 |
108.59 |
108.59 |
104.75 |
|
| R1 |
106.26 |
106.26 |
104.33 |
105.17 |
| PP |
104.08 |
104.08 |
104.08 |
103.54 |
| S1 |
101.75 |
101.75 |
103.51 |
100.66 |
| S2 |
99.57 |
99.57 |
103.09 |
|
| S3 |
95.06 |
97.24 |
102.68 |
|
| S4 |
90.55 |
92.73 |
101.44 |
|
|
| 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 |
101.91 |
6.34 |
6.1% |
2.99 |
2.9% |
32% |
False |
True |
149,923 |
| 10 |
108.25 |
97.66 |
10.59 |
10.2% |
3.11 |
3.0% |
59% |
False |
False |
128,407 |
| 20 |
108.25 |
90.27 |
17.98 |
17.3% |
3.20 |
3.1% |
76% |
False |
False |
125,311 |
| 40 |
108.25 |
89.40 |
18.85 |
18.1% |
2.51 |
2.4% |
77% |
False |
False |
103,194 |
| 60 |
108.25 |
89.00 |
19.25 |
18.5% |
2.21 |
2.1% |
78% |
False |
False |
78,201 |
| 80 |
108.25 |
82.22 |
26.03 |
25.0% |
2.08 |
2.0% |
83% |
False |
False |
61,756 |
| 100 |
108.25 |
82.22 |
26.03 |
25.0% |
1.94 |
1.9% |
83% |
False |
False |
51,092 |
| 120 |
108.25 |
79.39 |
28.86 |
27.8% |
1.80 |
1.7% |
85% |
False |
False |
43,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.59 |
|
2.618 |
118.23 |
|
1.618 |
113.72 |
|
1.000 |
110.93 |
|
0.618 |
109.21 |
|
HIGH |
106.42 |
|
0.618 |
104.70 |
|
0.500 |
104.17 |
|
0.382 |
103.63 |
|
LOW |
101.91 |
|
0.618 |
99.12 |
|
1.000 |
97.40 |
|
1.618 |
94.61 |
|
2.618 |
90.10 |
|
4.250 |
82.74 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.17 |
104.50 |
| PP |
104.08 |
104.30 |
| S1 |
104.00 |
104.11 |
|