NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.87 |
106.74 |
0.87 |
0.8% |
103.09 |
| High |
106.77 |
109.11 |
2.34 |
2.2% |
106.77 |
| Low |
105.61 |
106.74 |
1.13 |
1.1% |
101.01 |
| Close |
106.62 |
107.68 |
1.06 |
1.0% |
106.62 |
| Range |
1.16 |
2.37 |
1.21 |
104.3% |
5.76 |
| ATR |
1.99 |
2.03 |
0.04 |
1.8% |
0.00 |
| Volume |
8,282 |
12,532 |
4,250 |
51.3% |
46,063 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.95 |
113.69 |
108.98 |
|
| R3 |
112.58 |
111.32 |
108.33 |
|
| R2 |
110.21 |
110.21 |
108.11 |
|
| R1 |
108.95 |
108.95 |
107.90 |
109.58 |
| PP |
107.84 |
107.84 |
107.84 |
108.16 |
| S1 |
106.58 |
106.58 |
107.46 |
107.21 |
| S2 |
105.47 |
105.47 |
107.25 |
|
| S3 |
103.10 |
104.21 |
107.03 |
|
| S4 |
100.73 |
101.84 |
106.38 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.08 |
120.11 |
109.79 |
|
| R3 |
116.32 |
114.35 |
108.20 |
|
| R2 |
110.56 |
110.56 |
107.68 |
|
| R1 |
108.59 |
108.59 |
107.15 |
109.58 |
| PP |
104.80 |
104.80 |
104.80 |
105.29 |
| S1 |
102.83 |
102.83 |
106.09 |
103.82 |
| S2 |
99.04 |
99.04 |
105.56 |
|
| S3 |
93.28 |
97.07 |
105.04 |
|
| S4 |
87.52 |
91.31 |
103.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.18 |
|
2.618 |
115.31 |
|
1.618 |
112.94 |
|
1.000 |
111.48 |
|
0.618 |
110.57 |
|
HIGH |
109.11 |
|
0.618 |
108.20 |
|
0.500 |
107.93 |
|
0.382 |
107.65 |
|
LOW |
106.74 |
|
0.618 |
105.28 |
|
1.000 |
104.37 |
|
1.618 |
102.91 |
|
2.618 |
100.54 |
|
4.250 |
96.67 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.93 |
107.22 |
| PP |
107.84 |
106.76 |
| S1 |
107.76 |
106.30 |
|