NYMEX Light Sweet Crude Oil Future August 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 |
107.78 |
106.72 |
-1.06 |
-1.0% |
102.80 |
| High |
107.94 |
107.80 |
-0.14 |
-0.1% |
106.87 |
| Low |
105.78 |
106.41 |
0.63 |
0.6% |
100.40 |
| Close |
107.02 |
107.13 |
0.11 |
0.1% |
106.63 |
| Range |
2.16 |
1.39 |
-0.77 |
-35.6% |
6.47 |
| ATR |
2.28 |
2.22 |
-0.06 |
-2.8% |
0.00 |
| Volume |
27,620 |
25,611 |
-2,009 |
-7.3% |
87,322 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.28 |
110.60 |
107.89 |
|
| R3 |
109.89 |
109.21 |
107.51 |
|
| R2 |
108.50 |
108.50 |
107.38 |
|
| R1 |
107.82 |
107.82 |
107.26 |
108.16 |
| PP |
107.11 |
107.11 |
107.11 |
107.29 |
| S1 |
106.43 |
106.43 |
107.00 |
106.77 |
| S2 |
105.72 |
105.72 |
106.88 |
|
| S3 |
104.33 |
105.04 |
106.75 |
|
| S4 |
102.94 |
103.65 |
106.37 |
|
|
| 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 |
103.00 |
6.18 |
5.8% |
2.01 |
1.9% |
67% |
False |
False |
24,209 |
| 10 |
109.18 |
99.83 |
9.35 |
8.7% |
2.46 |
2.3% |
78% |
False |
False |
25,407 |
| 20 |
109.18 |
93.92 |
15.26 |
14.2% |
2.33 |
2.2% |
87% |
False |
False |
21,778 |
| 40 |
109.18 |
91.88 |
17.30 |
16.1% |
1.90 |
1.8% |
88% |
False |
False |
17,661 |
| 60 |
109.18 |
89.80 |
19.38 |
18.1% |
1.69 |
1.6% |
89% |
False |
False |
13,575 |
| 80 |
109.18 |
83.43 |
25.75 |
24.0% |
1.53 |
1.4% |
92% |
False |
False |
11,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.71 |
|
2.618 |
111.44 |
|
1.618 |
110.05 |
|
1.000 |
109.19 |
|
0.618 |
108.66 |
|
HIGH |
107.80 |
|
0.618 |
107.27 |
|
0.500 |
107.11 |
|
0.382 |
106.94 |
|
LOW |
106.41 |
|
0.618 |
105.55 |
|
1.000 |
105.02 |
|
1.618 |
104.16 |
|
2.618 |
102.77 |
|
4.250 |
100.50 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.12 |
107.48 |
| PP |
107.11 |
107.36 |
| S1 |
107.11 |
107.25 |
|