NYMEX Light Sweet Crude Oil Future November 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 |
106.74 |
107.61 |
0.87 |
0.8% |
103.09 |
| High |
109.11 |
107.80 |
-1.31 |
-1.2% |
106.77 |
| Low |
106.74 |
105.85 |
-0.89 |
-0.8% |
101.01 |
| Close |
107.68 |
106.89 |
-0.79 |
-0.7% |
106.62 |
| Range |
2.37 |
1.95 |
-0.42 |
-17.7% |
5.76 |
| ATR |
2.03 |
2.02 |
-0.01 |
-0.3% |
0.00 |
| Volume |
12,532 |
9,523 |
-3,009 |
-24.0% |
46,063 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.70 |
111.74 |
107.96 |
|
| R3 |
110.75 |
109.79 |
107.43 |
|
| R2 |
108.80 |
108.80 |
107.25 |
|
| R1 |
107.84 |
107.84 |
107.07 |
107.35 |
| PP |
106.85 |
106.85 |
106.85 |
106.60 |
| S1 |
105.89 |
105.89 |
106.71 |
105.40 |
| S2 |
104.90 |
104.90 |
106.53 |
|
| S3 |
102.95 |
103.94 |
106.35 |
|
| S4 |
101.00 |
101.99 |
105.82 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.08 |
120.11 |
109.79 |
|
| R3 |
116.32 |
114.35 |
108.20 |
|
| R2 |
110.56 |
110.56 |
107.68 |
|
| R1 |
108.59 |
108.59 |
107.15 |
109.58 |
| PP |
104.80 |
104.80 |
104.80 |
105.29 |
| S1 |
102.83 |
102.83 |
106.09 |
103.82 |
| S2 |
99.04 |
99.04 |
105.56 |
|
| S3 |
93.28 |
97.07 |
105.04 |
|
| S4 |
87.52 |
91.31 |
103.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.09 |
|
2.618 |
112.91 |
|
1.618 |
110.96 |
|
1.000 |
109.75 |
|
0.618 |
109.01 |
|
HIGH |
107.80 |
|
0.618 |
107.06 |
|
0.500 |
106.83 |
|
0.382 |
106.59 |
|
LOW |
105.85 |
|
0.618 |
104.64 |
|
1.000 |
103.90 |
|
1.618 |
102.69 |
|
2.618 |
100.74 |
|
4.250 |
97.56 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.87 |
107.36 |
| PP |
106.85 |
107.20 |
| S1 |
106.83 |
107.05 |
|