NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
105.81 |
102.96 |
-2.85 |
-2.7% |
106.88 |
High |
105.84 |
104.18 |
-1.66 |
-1.6% |
109.16 |
Low |
102.73 |
102.28 |
-0.45 |
-0.4% |
102.73 |
Close |
104.22 |
104.12 |
-0.10 |
-0.1% |
104.22 |
Range |
3.11 |
1.90 |
-1.21 |
-38.9% |
6.43 |
ATR |
2.22 |
2.20 |
-0.02 |
-0.9% |
0.00 |
Volume |
8,132 |
7,705 |
-427 |
-5.3% |
49,631 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.23 |
108.57 |
105.17 |
|
R3 |
107.33 |
106.67 |
104.64 |
|
R2 |
105.43 |
105.43 |
104.47 |
|
R1 |
104.77 |
104.77 |
104.29 |
105.10 |
PP |
103.53 |
103.53 |
103.53 |
103.69 |
S1 |
102.87 |
102.87 |
103.95 |
103.20 |
S2 |
101.63 |
101.63 |
103.77 |
|
S3 |
99.73 |
100.97 |
103.60 |
|
S4 |
97.83 |
99.07 |
103.08 |
|
|
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 |
112.26 |
2.618 |
109.15 |
1.618 |
107.25 |
1.000 |
106.08 |
0.618 |
105.35 |
HIGH |
104.18 |
0.618 |
103.45 |
0.500 |
103.23 |
0.382 |
103.01 |
LOW |
102.28 |
0.618 |
101.11 |
1.000 |
100.38 |
1.618 |
99.21 |
2.618 |
97.31 |
4.250 |
94.21 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
103.82 |
105.22 |
PP |
103.53 |
104.85 |
S1 |
103.23 |
104.49 |
|