NYMEX Light Sweet Crude Oil Future December 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 |
107.40 |
105.80 |
-1.60 |
-1.5% |
106.75 |
| High |
108.25 |
105.80 |
-2.45 |
-2.3% |
109.10 |
| Low |
103.79 |
102.15 |
-1.64 |
-1.6% |
102.15 |
| Close |
105.61 |
104.30 |
-1.31 |
-1.2% |
104.30 |
| Range |
4.46 |
3.65 |
-0.81 |
-18.2% |
6.95 |
| ATR |
2.52 |
2.60 |
0.08 |
3.2% |
0.00 |
| Volume |
51,159 |
56,143 |
4,984 |
9.7% |
328,357 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.03 |
113.32 |
106.31 |
|
| R3 |
111.38 |
109.67 |
105.30 |
|
| R2 |
107.73 |
107.73 |
104.97 |
|
| R1 |
106.02 |
106.02 |
104.63 |
105.05 |
| PP |
104.08 |
104.08 |
104.08 |
103.60 |
| S1 |
102.37 |
102.37 |
103.97 |
101.40 |
| S2 |
100.43 |
100.43 |
103.63 |
|
| S3 |
96.78 |
98.72 |
103.30 |
|
| S4 |
93.13 |
95.07 |
102.29 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.03 |
122.12 |
108.12 |
|
| R3 |
119.08 |
115.17 |
106.21 |
|
| R2 |
112.13 |
112.13 |
105.57 |
|
| R1 |
108.22 |
108.22 |
104.94 |
106.70 |
| PP |
105.18 |
105.18 |
105.18 |
104.43 |
| S1 |
101.27 |
101.27 |
103.66 |
99.75 |
| S2 |
98.23 |
98.23 |
103.03 |
|
| S3 |
91.28 |
94.32 |
102.39 |
|
| S4 |
84.33 |
87.37 |
100.48 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.31 |
|
2.618 |
115.36 |
|
1.618 |
111.71 |
|
1.000 |
109.45 |
|
0.618 |
108.06 |
|
HIGH |
105.80 |
|
0.618 |
104.41 |
|
0.500 |
103.98 |
|
0.382 |
103.54 |
|
LOW |
102.15 |
|
0.618 |
99.89 |
|
1.000 |
98.50 |
|
1.618 |
96.24 |
|
2.618 |
92.59 |
|
4.250 |
86.64 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.19 |
105.20 |
| PP |
104.08 |
104.90 |
| S1 |
103.98 |
104.60 |
|