NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
100.11 |
100.65 |
0.54 |
0.5% |
106.88 |
| High |
102.21 |
104.60 |
2.39 |
2.3% |
109.16 |
| Low |
99.41 |
100.65 |
1.24 |
1.2% |
102.73 |
| Close |
100.95 |
104.27 |
3.32 |
3.3% |
104.22 |
| Range |
2.80 |
3.95 |
1.15 |
41.1% |
6.43 |
| ATR |
2.39 |
2.50 |
0.11 |
4.7% |
0.00 |
| Volume |
7,918 |
6,475 |
-1,443 |
-18.2% |
49,631 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.02 |
113.60 |
106.44 |
|
| R3 |
111.07 |
109.65 |
105.36 |
|
| R2 |
107.12 |
107.12 |
104.99 |
|
| R1 |
105.70 |
105.70 |
104.63 |
106.41 |
| PP |
103.17 |
103.17 |
103.17 |
103.53 |
| S1 |
101.75 |
101.75 |
103.91 |
102.46 |
| S2 |
99.22 |
99.22 |
103.55 |
|
| S3 |
95.27 |
97.80 |
103.18 |
|
| S4 |
91.32 |
93.85 |
102.10 |
|
|
| 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 |
121.39 |
|
2.618 |
114.94 |
|
1.618 |
110.99 |
|
1.000 |
108.55 |
|
0.618 |
107.04 |
|
HIGH |
104.60 |
|
0.618 |
103.09 |
|
0.500 |
102.63 |
|
0.382 |
102.16 |
|
LOW |
100.65 |
|
0.618 |
98.21 |
|
1.000 |
96.70 |
|
1.618 |
94.26 |
|
2.618 |
90.31 |
|
4.250 |
83.86 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.72 |
103.52 |
| PP |
103.17 |
102.76 |
| S1 |
102.63 |
102.01 |
|