NYMEX Light Sweet Crude Oil Future August 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 |
104.79 |
106.89 |
2.10 |
2.0% |
102.80 |
| High |
106.87 |
109.18 |
2.31 |
2.2% |
106.87 |
| Low |
104.45 |
106.89 |
2.44 |
2.3% |
100.40 |
| Close |
106.63 |
107.83 |
1.20 |
1.1% |
106.63 |
| Range |
2.42 |
2.29 |
-0.13 |
-5.4% |
6.47 |
| ATR |
2.27 |
2.29 |
0.02 |
0.9% |
0.00 |
| Volume |
17,637 |
32,957 |
15,320 |
86.9% |
87,322 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.84 |
113.62 |
109.09 |
|
| R3 |
112.55 |
111.33 |
108.46 |
|
| R2 |
110.26 |
110.26 |
108.25 |
|
| R1 |
109.04 |
109.04 |
108.04 |
109.65 |
| PP |
107.97 |
107.97 |
107.97 |
108.27 |
| S1 |
106.75 |
106.75 |
107.62 |
107.36 |
| S2 |
105.68 |
105.68 |
107.41 |
|
| S3 |
103.39 |
104.46 |
107.20 |
|
| S4 |
101.10 |
102.17 |
106.57 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.04 |
121.81 |
110.19 |
|
| R3 |
117.57 |
115.34 |
108.41 |
|
| R2 |
111.10 |
111.10 |
107.82 |
|
| R1 |
108.87 |
108.87 |
107.22 |
109.99 |
| PP |
104.63 |
104.63 |
104.63 |
105.19 |
| S1 |
102.40 |
102.40 |
106.04 |
103.52 |
| S2 |
98.16 |
98.16 |
105.44 |
|
| S3 |
91.69 |
95.93 |
104.85 |
|
| S4 |
85.22 |
89.46 |
103.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.18 |
100.84 |
8.34 |
7.7% |
2.35 |
2.2% |
84% |
True |
False |
21,073 |
| 10 |
109.18 |
95.94 |
13.24 |
12.3% |
3.08 |
2.9% |
90% |
True |
False |
25,510 |
| 20 |
109.18 |
93.92 |
15.26 |
14.2% |
2.31 |
2.1% |
91% |
True |
False |
20,520 |
| 40 |
109.18 |
91.78 |
17.40 |
16.1% |
1.87 |
1.7% |
92% |
True |
False |
16,945 |
| 60 |
109.18 |
89.48 |
19.70 |
18.3% |
1.67 |
1.5% |
93% |
True |
False |
12,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.91 |
|
2.618 |
115.18 |
|
1.618 |
112.89 |
|
1.000 |
111.47 |
|
0.618 |
110.60 |
|
HIGH |
109.18 |
|
0.618 |
108.31 |
|
0.500 |
108.04 |
|
0.382 |
107.76 |
|
LOW |
106.89 |
|
0.618 |
105.47 |
|
1.000 |
104.60 |
|
1.618 |
103.18 |
|
2.618 |
100.89 |
|
4.250 |
97.16 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.04 |
107.25 |
| PP |
107.97 |
106.67 |
| S1 |
107.90 |
106.09 |
|