NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
107.50 |
106.47 |
-1.03 |
-1.0% |
102.86 |
| High |
107.73 |
107.90 |
0.17 |
0.2% |
106.83 |
| Low |
105.78 |
106.47 |
0.69 |
0.7% |
100.84 |
| Close |
106.98 |
107.41 |
0.43 |
0.4% |
106.65 |
| Range |
1.95 |
1.43 |
-0.52 |
-26.7% |
5.99 |
| ATR |
2.07 |
2.03 |
-0.05 |
-2.2% |
0.00 |
| Volume |
9,246 |
10,989 |
1,743 |
18.9% |
44,654 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.55 |
110.91 |
108.20 |
|
| R3 |
110.12 |
109.48 |
107.80 |
|
| R2 |
108.69 |
108.69 |
107.67 |
|
| R1 |
108.05 |
108.05 |
107.54 |
108.37 |
| PP |
107.26 |
107.26 |
107.26 |
107.42 |
| S1 |
106.62 |
106.62 |
107.28 |
106.94 |
| S2 |
105.83 |
105.83 |
107.15 |
|
| S3 |
104.40 |
105.19 |
107.02 |
|
| S4 |
102.97 |
103.76 |
106.62 |
|
|
| 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 |
113.98 |
|
2.618 |
111.64 |
|
1.618 |
110.21 |
|
1.000 |
109.33 |
|
0.618 |
108.78 |
|
HIGH |
107.90 |
|
0.618 |
107.35 |
|
0.500 |
107.19 |
|
0.382 |
107.02 |
|
LOW |
106.47 |
|
0.618 |
105.59 |
|
1.000 |
105.04 |
|
1.618 |
104.16 |
|
2.618 |
102.73 |
|
4.250 |
100.39 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.34 |
107.47 |
| PP |
107.26 |
107.45 |
| S1 |
107.19 |
107.43 |
|