NYMEX Light Sweet Crude Oil Future August 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 |
106.89 |
107.78 |
0.89 |
0.8% |
102.80 |
| High |
109.18 |
107.94 |
-1.24 |
-1.1% |
106.87 |
| Low |
106.89 |
105.78 |
-1.11 |
-1.0% |
100.40 |
| Close |
107.83 |
107.02 |
-0.81 |
-0.8% |
106.63 |
| Range |
2.29 |
2.16 |
-0.13 |
-5.7% |
6.47 |
| ATR |
2.29 |
2.28 |
-0.01 |
-0.4% |
0.00 |
| Volume |
32,957 |
27,620 |
-5,337 |
-16.2% |
87,322 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.39 |
112.37 |
108.21 |
|
| R3 |
111.23 |
110.21 |
107.61 |
|
| R2 |
109.07 |
109.07 |
107.42 |
|
| R1 |
108.05 |
108.05 |
107.22 |
107.48 |
| PP |
106.91 |
106.91 |
106.91 |
106.63 |
| S1 |
105.89 |
105.89 |
106.82 |
105.32 |
| S2 |
104.75 |
104.75 |
106.62 |
|
| S3 |
102.59 |
103.73 |
106.43 |
|
| S4 |
100.43 |
101.57 |
105.83 |
|
|
| 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 |
102.93 |
6.25 |
5.8% |
2.21 |
2.1% |
65% |
False |
False |
22,935 |
| 10 |
109.18 |
98.36 |
10.82 |
10.1% |
2.74 |
2.6% |
80% |
False |
False |
26,383 |
| 20 |
109.18 |
93.92 |
15.26 |
14.3% |
2.35 |
2.2% |
86% |
False |
False |
21,079 |
| 40 |
109.18 |
91.88 |
17.30 |
16.2% |
1.89 |
1.8% |
88% |
False |
False |
17,334 |
| 60 |
109.18 |
89.48 |
19.70 |
18.4% |
1.69 |
1.6% |
89% |
False |
False |
13,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.12 |
|
2.618 |
113.59 |
|
1.618 |
111.43 |
|
1.000 |
110.10 |
|
0.618 |
109.27 |
|
HIGH |
107.94 |
|
0.618 |
107.11 |
|
0.500 |
106.86 |
|
0.382 |
106.61 |
|
LOW |
105.78 |
|
0.618 |
104.45 |
|
1.000 |
103.62 |
|
1.618 |
102.29 |
|
2.618 |
100.13 |
|
4.250 |
96.60 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.97 |
106.95 |
| PP |
106.91 |
106.88 |
| S1 |
106.86 |
106.82 |
|