NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
108.08 |
105.81 |
-2.27 |
-2.1% |
106.88 |
| High |
108.15 |
105.84 |
-2.31 |
-2.1% |
109.16 |
| Low |
104.44 |
102.73 |
-1.71 |
-1.6% |
102.73 |
| Close |
105.56 |
104.22 |
-1.34 |
-1.3% |
104.22 |
| Range |
3.71 |
3.11 |
-0.60 |
-16.2% |
6.43 |
| ATR |
2.15 |
2.22 |
0.07 |
3.2% |
0.00 |
| Volume |
9,051 |
8,132 |
-919 |
-10.2% |
49,631 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.59 |
112.02 |
105.93 |
|
| R3 |
110.48 |
108.91 |
105.08 |
|
| R2 |
107.37 |
107.37 |
104.79 |
|
| R1 |
105.80 |
105.80 |
104.51 |
105.03 |
| PP |
104.26 |
104.26 |
104.26 |
103.88 |
| S1 |
102.69 |
102.69 |
103.93 |
101.92 |
| S2 |
101.15 |
101.15 |
103.65 |
|
| S3 |
98.04 |
99.58 |
103.36 |
|
| S4 |
94.93 |
96.47 |
102.51 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.66 |
120.87 |
107.76 |
|
| R3 |
118.23 |
114.44 |
105.99 |
|
| R2 |
111.80 |
111.80 |
105.40 |
|
| R1 |
108.01 |
108.01 |
104.81 |
106.69 |
| PP |
105.37 |
105.37 |
105.37 |
104.71 |
| S1 |
101.58 |
101.58 |
103.63 |
100.26 |
| S2 |
98.94 |
98.94 |
103.04 |
|
| S3 |
92.51 |
95.15 |
102.45 |
|
| S4 |
86.08 |
88.72 |
100.68 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.06 |
|
2.618 |
113.98 |
|
1.618 |
110.87 |
|
1.000 |
108.95 |
|
0.618 |
107.76 |
|
HIGH |
105.84 |
|
0.618 |
104.65 |
|
0.500 |
104.29 |
|
0.382 |
103.92 |
|
LOW |
102.73 |
|
0.618 |
100.81 |
|
1.000 |
99.62 |
|
1.618 |
97.70 |
|
2.618 |
94.59 |
|
4.250 |
89.51 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.29 |
105.44 |
| PP |
104.26 |
105.03 |
| S1 |
104.24 |
104.63 |
|