NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.47 |
108.08 |
1.61 |
1.5% |
102.86 |
| High |
107.90 |
108.15 |
0.25 |
0.2% |
106.83 |
| Low |
106.47 |
104.44 |
-2.03 |
-1.9% |
100.84 |
| Close |
107.41 |
105.56 |
-1.85 |
-1.7% |
106.65 |
| Range |
1.43 |
3.71 |
2.28 |
159.4% |
5.99 |
| ATR |
2.03 |
2.15 |
0.12 |
5.9% |
0.00 |
| Volume |
10,989 |
9,051 |
-1,938 |
-17.6% |
44,654 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.18 |
115.08 |
107.60 |
|
| R3 |
113.47 |
111.37 |
106.58 |
|
| R2 |
109.76 |
109.76 |
106.24 |
|
| R1 |
107.66 |
107.66 |
105.90 |
106.86 |
| PP |
106.05 |
106.05 |
106.05 |
105.65 |
| S1 |
103.95 |
103.95 |
105.22 |
103.15 |
| S2 |
102.34 |
102.34 |
104.88 |
|
| S3 |
98.63 |
100.24 |
104.54 |
|
| S4 |
94.92 |
96.53 |
103.52 |
|
|
| 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 |
123.92 |
|
2.618 |
117.86 |
|
1.618 |
114.15 |
|
1.000 |
111.86 |
|
0.618 |
110.44 |
|
HIGH |
108.15 |
|
0.618 |
106.73 |
|
0.500 |
106.30 |
|
0.382 |
105.86 |
|
LOW |
104.44 |
|
0.618 |
102.15 |
|
1.000 |
100.73 |
|
1.618 |
98.44 |
|
2.618 |
94.73 |
|
4.250 |
88.67 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.30 |
106.30 |
| PP |
106.05 |
106.05 |
| S1 |
105.81 |
105.81 |
|