NYMEX Light Sweet Crude Oil Future June 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 |
103.58 |
106.24 |
2.66 |
2.6% |
100.77 |
| High |
106.70 |
108.80 |
2.10 |
2.0% |
106.70 |
| Low |
103.51 |
106.00 |
2.49 |
2.4% |
98.94 |
| Close |
106.17 |
107.28 |
1.11 |
1.0% |
106.17 |
| Range |
3.19 |
2.80 |
-0.39 |
-12.2% |
7.76 |
| ATR |
2.86 |
2.85 |
0.00 |
-0.1% |
0.00 |
| Volume |
93,726 |
95,618 |
1,892 |
2.0% |
424,836 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.76 |
114.32 |
108.82 |
|
| R3 |
112.96 |
111.52 |
108.05 |
|
| R2 |
110.16 |
110.16 |
107.79 |
|
| R1 |
108.72 |
108.72 |
107.54 |
109.44 |
| PP |
107.36 |
107.36 |
107.36 |
107.72 |
| S1 |
105.92 |
105.92 |
107.02 |
106.64 |
| S2 |
104.56 |
104.56 |
106.77 |
|
| S3 |
101.76 |
103.12 |
106.51 |
|
| S4 |
98.96 |
100.32 |
105.74 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.22 |
124.45 |
110.44 |
|
| R3 |
119.46 |
116.69 |
108.30 |
|
| R2 |
111.70 |
111.70 |
107.59 |
|
| R1 |
108.93 |
108.93 |
106.88 |
110.32 |
| PP |
103.94 |
103.94 |
103.94 |
104.63 |
| S1 |
101.17 |
101.17 |
105.46 |
102.56 |
| S2 |
96.18 |
96.18 |
104.75 |
|
| S3 |
88.42 |
93.41 |
104.04 |
|
| S4 |
80.66 |
85.65 |
101.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.80 |
98.94 |
9.86 |
9.2% |
3.14 |
2.9% |
85% |
True |
False |
91,281 |
| 10 |
108.80 |
93.75 |
15.05 |
14.0% |
4.10 |
3.8% |
90% |
True |
False |
85,996 |
| 20 |
108.80 |
91.97 |
16.83 |
15.7% |
2.89 |
2.7% |
91% |
True |
False |
85,842 |
| 40 |
108.80 |
90.50 |
18.30 |
17.1% |
2.34 |
2.2% |
92% |
True |
False |
80,119 |
| 60 |
108.80 |
88.86 |
19.94 |
18.6% |
2.08 |
1.9% |
92% |
True |
False |
63,129 |
| 80 |
108.80 |
82.46 |
26.34 |
24.6% |
2.03 |
1.9% |
94% |
True |
False |
54,518 |
| 100 |
108.80 |
82.46 |
26.34 |
24.6% |
1.96 |
1.8% |
94% |
True |
False |
47,223 |
| 120 |
108.80 |
79.39 |
29.41 |
27.4% |
1.91 |
1.8% |
95% |
True |
False |
42,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.70 |
|
2.618 |
116.13 |
|
1.618 |
113.33 |
|
1.000 |
111.60 |
|
0.618 |
110.53 |
|
HIGH |
108.80 |
|
0.618 |
107.73 |
|
0.500 |
107.40 |
|
0.382 |
107.07 |
|
LOW |
106.00 |
|
0.618 |
104.27 |
|
1.000 |
103.20 |
|
1.618 |
101.47 |
|
2.618 |
98.67 |
|
4.250 |
94.10 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.40 |
106.66 |
| PP |
107.36 |
106.05 |
| S1 |
107.32 |
105.43 |
|