NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 16-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
104.09 |
100.11 |
-3.98 |
-3.8% |
106.88 |
High |
104.31 |
102.21 |
-2.10 |
-2.0% |
109.16 |
Low |
99.89 |
99.41 |
-0.48 |
-0.5% |
102.73 |
Close |
99.89 |
100.95 |
1.06 |
1.1% |
104.22 |
Range |
4.42 |
2.80 |
-1.62 |
-36.7% |
6.43 |
ATR |
2.35 |
2.39 |
0.03 |
1.4% |
0.00 |
Volume |
2,886 |
7,918 |
5,032 |
174.4% |
49,631 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.26 |
107.90 |
102.49 |
|
R3 |
106.46 |
105.10 |
101.72 |
|
R2 |
103.66 |
103.66 |
101.46 |
|
R1 |
102.30 |
102.30 |
101.21 |
102.98 |
PP |
100.86 |
100.86 |
100.86 |
101.20 |
S1 |
99.50 |
99.50 |
100.69 |
100.18 |
S2 |
98.06 |
98.06 |
100.44 |
|
S3 |
95.26 |
96.70 |
100.18 |
|
S4 |
92.46 |
93.90 |
99.41 |
|
|
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 |
114.11 |
2.618 |
109.54 |
1.618 |
106.74 |
1.000 |
105.01 |
0.618 |
103.94 |
HIGH |
102.21 |
0.618 |
101.14 |
0.500 |
100.81 |
0.382 |
100.48 |
LOW |
99.41 |
0.618 |
97.68 |
1.000 |
96.61 |
1.618 |
94.88 |
2.618 |
92.08 |
4.250 |
87.51 |
|
|
Fisher Pivots for day following 16-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
100.90 |
101.86 |
PP |
100.86 |
101.56 |
S1 |
100.81 |
101.25 |
|