NYMEX Light Sweet Crude Oil Future October 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 |
106.88 |
107.50 |
0.62 |
0.6% |
102.86 |
| High |
109.16 |
107.73 |
-1.43 |
-1.3% |
106.83 |
| Low |
106.33 |
105.78 |
-0.55 |
-0.5% |
100.84 |
| Close |
107.78 |
106.98 |
-0.80 |
-0.7% |
106.65 |
| Range |
2.83 |
1.95 |
-0.88 |
-31.1% |
5.99 |
| ATR |
2.08 |
2.07 |
-0.01 |
-0.3% |
0.00 |
| Volume |
12,213 |
9,246 |
-2,967 |
-24.3% |
44,654 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.68 |
111.78 |
108.05 |
|
| R3 |
110.73 |
109.83 |
107.52 |
|
| R2 |
108.78 |
108.78 |
107.34 |
|
| R1 |
107.88 |
107.88 |
107.16 |
107.36 |
| PP |
106.83 |
106.83 |
106.83 |
106.57 |
| S1 |
105.93 |
105.93 |
106.80 |
105.41 |
| S2 |
104.88 |
104.88 |
106.62 |
|
| S3 |
102.93 |
103.98 |
106.44 |
|
| S4 |
100.98 |
102.03 |
105.91 |
|
|
| 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 |
116.02 |
|
2.618 |
112.84 |
|
1.618 |
110.89 |
|
1.000 |
109.68 |
|
0.618 |
108.94 |
|
HIGH |
107.73 |
|
0.618 |
106.99 |
|
0.500 |
106.76 |
|
0.382 |
106.52 |
|
LOW |
105.78 |
|
0.618 |
104.57 |
|
1.000 |
103.83 |
|
1.618 |
102.62 |
|
2.618 |
100.67 |
|
4.250 |
97.49 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.91 |
107.28 |
| PP |
106.83 |
107.18 |
| S1 |
106.76 |
107.08 |
|