NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
107.25 |
105.65 |
-1.60 |
-1.5% |
107.07 |
| High |
107.35 |
105.65 |
-1.70 |
-1.6% |
109.30 |
| Low |
103.85 |
102.60 |
-1.25 |
-1.2% |
102.60 |
| Close |
105.46 |
104.09 |
-1.37 |
-1.3% |
104.09 |
| Range |
3.50 |
3.05 |
-0.45 |
-12.9% |
6.70 |
| ATR |
2.31 |
2.37 |
0.05 |
2.3% |
0.00 |
| Volume |
18,913 |
16,615 |
-2,298 |
-12.2% |
115,970 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.26 |
111.73 |
105.77 |
|
| R3 |
110.21 |
108.68 |
104.93 |
|
| R2 |
107.16 |
107.16 |
104.65 |
|
| R1 |
105.63 |
105.63 |
104.37 |
104.87 |
| PP |
104.11 |
104.11 |
104.11 |
103.74 |
| S1 |
102.58 |
102.58 |
103.81 |
101.82 |
| S2 |
101.06 |
101.06 |
103.53 |
|
| S3 |
98.01 |
99.53 |
103.25 |
|
| S4 |
94.96 |
96.48 |
102.41 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.43 |
121.46 |
107.78 |
|
| R3 |
118.73 |
114.76 |
105.93 |
|
| R2 |
112.03 |
112.03 |
105.32 |
|
| R1 |
108.06 |
108.06 |
104.70 |
106.70 |
| PP |
105.33 |
105.33 |
105.33 |
104.65 |
| S1 |
101.36 |
101.36 |
103.48 |
100.00 |
| S2 |
98.63 |
98.63 |
102.86 |
|
| S3 |
91.93 |
94.66 |
102.25 |
|
| S4 |
85.23 |
87.96 |
100.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.30 |
102.60 |
6.70 |
6.4% |
2.45 |
2.4% |
22% |
False |
True |
23,194 |
| 10 |
109.30 |
100.60 |
8.70 |
8.4% |
2.43 |
2.3% |
40% |
False |
False |
20,075 |
| 20 |
109.30 |
94.50 |
14.80 |
14.2% |
2.57 |
2.5% |
65% |
False |
False |
20,329 |
| 40 |
109.30 |
92.33 |
16.97 |
16.3% |
1.97 |
1.9% |
69% |
False |
False |
16,222 |
| 60 |
109.30 |
89.83 |
19.47 |
18.7% |
1.73 |
1.7% |
73% |
False |
False |
12,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.61 |
|
2.618 |
113.63 |
|
1.618 |
110.58 |
|
1.000 |
108.70 |
|
0.618 |
107.53 |
|
HIGH |
105.65 |
|
0.618 |
104.48 |
|
0.500 |
104.13 |
|
0.382 |
103.77 |
|
LOW |
102.60 |
|
0.618 |
100.72 |
|
1.000 |
99.55 |
|
1.618 |
97.67 |
|
2.618 |
94.62 |
|
4.250 |
89.64 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.13 |
105.23 |
| PP |
104.11 |
104.85 |
| S1 |
104.10 |
104.47 |
|