NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.22 |
106.75 |
1.53 |
1.5% |
102.60 |
| High |
106.81 |
109.10 |
2.29 |
2.1% |
106.81 |
| Low |
105.00 |
106.56 |
1.56 |
1.5% |
101.01 |
| Close |
106.56 |
107.56 |
1.00 |
0.9% |
106.56 |
| Range |
1.81 |
2.54 |
0.73 |
40.3% |
5.80 |
| ATR |
2.42 |
2.43 |
0.01 |
0.4% |
0.00 |
| Volume |
49,712 |
72,929 |
23,217 |
46.7% |
291,976 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.36 |
114.00 |
108.96 |
|
| R3 |
112.82 |
111.46 |
108.26 |
|
| R2 |
110.28 |
110.28 |
108.03 |
|
| R1 |
108.92 |
108.92 |
107.79 |
109.60 |
| PP |
107.74 |
107.74 |
107.74 |
108.08 |
| S1 |
106.38 |
106.38 |
107.33 |
107.06 |
| S2 |
105.20 |
105.20 |
107.09 |
|
| S3 |
102.66 |
103.84 |
106.86 |
|
| S4 |
100.12 |
101.30 |
106.16 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.19 |
120.18 |
109.75 |
|
| R3 |
116.39 |
114.38 |
108.16 |
|
| R2 |
110.59 |
110.59 |
107.62 |
|
| R1 |
108.58 |
108.58 |
107.09 |
109.59 |
| PP |
104.79 |
104.79 |
104.79 |
105.30 |
| S1 |
102.78 |
102.78 |
106.03 |
103.79 |
| S2 |
98.99 |
98.99 |
105.50 |
|
| S3 |
93.19 |
96.98 |
104.97 |
|
| S4 |
87.39 |
91.18 |
103.37 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.90 |
|
2.618 |
115.75 |
|
1.618 |
113.21 |
|
1.000 |
111.64 |
|
0.618 |
110.67 |
|
HIGH |
109.10 |
|
0.618 |
108.13 |
|
0.500 |
107.83 |
|
0.382 |
107.53 |
|
LOW |
106.56 |
|
0.618 |
104.99 |
|
1.000 |
104.02 |
|
1.618 |
102.45 |
|
2.618 |
99.91 |
|
4.250 |
95.77 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.83 |
107.13 |
| PP |
107.74 |
106.69 |
| S1 |
107.65 |
106.26 |
|