NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
84.40 |
84.48 |
0.08 |
0.1% |
81.05 |
| High |
85.35 |
84.54 |
-0.81 |
-0.9% |
84.26 |
| Low |
83.52 |
84.12 |
0.60 |
0.7% |
80.45 |
| Close |
84.40 |
84.48 |
0.08 |
0.1% |
84.06 |
| Range |
1.83 |
0.42 |
-1.41 |
-77.0% |
3.81 |
| ATR |
1.42 |
1.35 |
-0.07 |
-5.0% |
0.00 |
| Volume |
6,407 |
2,597 |
-3,810 |
-59.5% |
25,679 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.64 |
85.48 |
84.71 |
|
| R3 |
85.22 |
85.06 |
84.60 |
|
| R2 |
84.80 |
84.80 |
84.56 |
|
| R1 |
84.64 |
84.64 |
84.52 |
84.69 |
| PP |
84.38 |
84.38 |
84.38 |
84.41 |
| S1 |
84.22 |
84.22 |
84.44 |
84.27 |
| S2 |
83.96 |
83.96 |
84.40 |
|
| S3 |
83.54 |
83.80 |
84.36 |
|
| S4 |
83.12 |
83.38 |
84.25 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.35 |
93.02 |
86.16 |
|
| R3 |
90.54 |
89.21 |
85.11 |
|
| R2 |
86.73 |
86.73 |
84.76 |
|
| R1 |
85.40 |
85.40 |
84.41 |
86.07 |
| PP |
82.92 |
82.92 |
82.92 |
83.26 |
| S1 |
81.59 |
81.59 |
83.71 |
82.26 |
| S2 |
79.11 |
79.11 |
83.36 |
|
| S3 |
75.30 |
77.78 |
83.01 |
|
| S4 |
71.49 |
73.97 |
81.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.33 |
|
2.618 |
85.64 |
|
1.618 |
85.22 |
|
1.000 |
84.96 |
|
0.618 |
84.80 |
|
HIGH |
84.54 |
|
0.618 |
84.38 |
|
0.500 |
84.33 |
|
0.382 |
84.28 |
|
LOW |
84.12 |
|
0.618 |
83.86 |
|
1.000 |
83.70 |
|
1.618 |
83.44 |
|
2.618 |
83.02 |
|
4.250 |
82.34 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.43 |
84.39 |
| PP |
84.38 |
84.30 |
| S1 |
84.33 |
84.22 |
|