NYMEX Light Sweet Crude Oil Future October 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 |
105.39 |
106.88 |
1.49 |
1.4% |
102.86 |
| High |
106.83 |
109.16 |
2.33 |
2.2% |
106.83 |
| Low |
105.39 |
106.33 |
0.94 |
0.9% |
100.84 |
| Close |
106.65 |
107.78 |
1.13 |
1.1% |
106.65 |
| Range |
1.44 |
2.83 |
1.39 |
96.5% |
5.99 |
| ATR |
2.02 |
2.08 |
0.06 |
2.9% |
0.00 |
| Volume |
8,358 |
12,213 |
3,855 |
46.1% |
44,654 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.25 |
114.84 |
109.34 |
|
| R3 |
113.42 |
112.01 |
108.56 |
|
| R2 |
110.59 |
110.59 |
108.30 |
|
| R1 |
109.18 |
109.18 |
108.04 |
109.89 |
| PP |
107.76 |
107.76 |
107.76 |
108.11 |
| S1 |
106.35 |
106.35 |
107.52 |
107.06 |
| S2 |
104.93 |
104.93 |
107.26 |
|
| S3 |
102.10 |
103.52 |
107.00 |
|
| S4 |
99.27 |
100.69 |
106.22 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.74 |
120.69 |
109.94 |
|
| R3 |
116.75 |
114.70 |
108.30 |
|
| R2 |
110.76 |
110.76 |
107.75 |
|
| R1 |
108.71 |
108.71 |
107.20 |
109.74 |
| PP |
104.77 |
104.77 |
104.77 |
105.29 |
| S1 |
102.72 |
102.72 |
106.10 |
103.75 |
| S2 |
98.78 |
98.78 |
105.55 |
|
| S3 |
92.79 |
96.73 |
105.00 |
|
| S4 |
86.80 |
90.74 |
103.36 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.19 |
|
2.618 |
116.57 |
|
1.618 |
113.74 |
|
1.000 |
111.99 |
|
0.618 |
110.91 |
|
HIGH |
109.16 |
|
0.618 |
108.08 |
|
0.500 |
107.75 |
|
0.382 |
107.41 |
|
LOW |
106.33 |
|
0.618 |
104.58 |
|
1.000 |
103.50 |
|
1.618 |
101.75 |
|
2.618 |
98.92 |
|
4.250 |
94.30 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.77 |
107.33 |
| PP |
107.76 |
106.89 |
| S1 |
107.75 |
106.44 |
|