NYMEX Light Sweet Crude Oil Future September 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 |
107.07 |
107.71 |
0.64 |
0.6% |
102.95 |
| High |
109.30 |
107.96 |
-1.34 |
-1.2% |
106.88 |
| Low |
107.07 |
105.81 |
-1.26 |
-1.2% |
100.60 |
| Close |
107.85 |
107.04 |
-0.81 |
-0.8% |
106.66 |
| Range |
2.23 |
2.15 |
-0.08 |
-3.6% |
6.28 |
| ATR |
2.30 |
2.29 |
-0.01 |
-0.5% |
0.00 |
| Volume |
26,947 |
30,678 |
3,731 |
13.8% |
84,788 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.39 |
112.36 |
108.22 |
|
| R3 |
111.24 |
110.21 |
107.63 |
|
| R2 |
109.09 |
109.09 |
107.43 |
|
| R1 |
108.06 |
108.06 |
107.24 |
107.50 |
| PP |
106.94 |
106.94 |
106.94 |
106.66 |
| S1 |
105.91 |
105.91 |
106.84 |
105.35 |
| S2 |
104.79 |
104.79 |
106.65 |
|
| S3 |
102.64 |
103.76 |
106.45 |
|
| S4 |
100.49 |
101.61 |
105.86 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.55 |
121.39 |
110.11 |
|
| R3 |
117.27 |
115.11 |
108.39 |
|
| R2 |
110.99 |
110.99 |
107.81 |
|
| R1 |
108.83 |
108.83 |
107.24 |
109.91 |
| PP |
104.71 |
104.71 |
104.71 |
105.26 |
| S1 |
102.55 |
102.55 |
106.08 |
103.63 |
| S2 |
98.43 |
98.43 |
105.51 |
|
| S3 |
92.15 |
96.27 |
104.93 |
|
| S4 |
85.87 |
89.99 |
103.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.30 |
103.07 |
6.23 |
5.8% |
2.20 |
2.1% |
64% |
False |
False |
23,273 |
| 10 |
109.30 |
98.90 |
10.40 |
9.7% |
2.86 |
2.7% |
78% |
False |
False |
24,610 |
| 20 |
109.30 |
94.50 |
14.80 |
13.8% |
2.37 |
2.2% |
85% |
False |
False |
19,139 |
| 40 |
109.30 |
92.33 |
16.97 |
15.9% |
1.88 |
1.8% |
87% |
False |
False |
15,354 |
| 60 |
109.30 |
89.83 |
19.47 |
18.2% |
1.63 |
1.5% |
88% |
False |
False |
11,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.10 |
|
2.618 |
113.59 |
|
1.618 |
111.44 |
|
1.000 |
110.11 |
|
0.618 |
109.29 |
|
HIGH |
107.96 |
|
0.618 |
107.14 |
|
0.500 |
106.89 |
|
0.382 |
106.63 |
|
LOW |
105.81 |
|
0.618 |
104.48 |
|
1.000 |
103.66 |
|
1.618 |
102.33 |
|
2.618 |
100.18 |
|
4.250 |
96.67 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.99 |
107.04 |
| PP |
106.94 |
107.03 |
| S1 |
106.89 |
107.03 |
|