NYMEX Light Sweet Crude Oil Future September 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 |
104.82 |
107.07 |
2.25 |
2.1% |
102.95 |
| High |
106.88 |
109.30 |
2.42 |
2.3% |
106.88 |
| Low |
104.76 |
107.07 |
2.31 |
2.2% |
100.60 |
| Close |
106.66 |
107.85 |
1.19 |
1.1% |
106.66 |
| Range |
2.12 |
2.23 |
0.11 |
5.2% |
6.28 |
| ATR |
2.28 |
2.30 |
0.03 |
1.1% |
0.00 |
| Volume |
19,259 |
26,947 |
7,688 |
39.9% |
84,788 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.76 |
113.54 |
109.08 |
|
| R3 |
112.53 |
111.31 |
108.46 |
|
| R2 |
110.30 |
110.30 |
108.26 |
|
| R1 |
109.08 |
109.08 |
108.05 |
109.69 |
| PP |
108.07 |
108.07 |
108.07 |
108.38 |
| S1 |
106.85 |
106.85 |
107.65 |
107.46 |
| S2 |
105.84 |
105.84 |
107.44 |
|
| S3 |
103.61 |
104.62 |
107.24 |
|
| S4 |
101.38 |
102.39 |
106.62 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.55 |
121.39 |
110.11 |
|
| R3 |
117.27 |
115.11 |
108.39 |
|
| R2 |
110.99 |
110.99 |
107.81 |
|
| R1 |
108.83 |
108.83 |
107.24 |
109.91 |
| PP |
104.71 |
104.71 |
104.71 |
105.26 |
| S1 |
102.55 |
102.55 |
106.08 |
103.63 |
| S2 |
98.43 |
98.43 |
105.51 |
|
| S3 |
92.15 |
96.27 |
104.93 |
|
| S4 |
85.87 |
89.99 |
103.21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.78 |
|
2.618 |
115.14 |
|
1.618 |
112.91 |
|
1.000 |
111.53 |
|
0.618 |
110.68 |
|
HIGH |
109.30 |
|
0.618 |
108.45 |
|
0.500 |
108.19 |
|
0.382 |
107.92 |
|
LOW |
107.07 |
|
0.618 |
105.69 |
|
1.000 |
104.84 |
|
1.618 |
103.46 |
|
2.618 |
101.23 |
|
4.250 |
97.59 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
108.19 |
107.30 |
| PP |
108.07 |
106.74 |
| S1 |
107.96 |
106.19 |
|