NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
107.61 |
106.50 |
-1.11 |
-1.0% |
103.09 |
| High |
107.80 |
107.70 |
-0.10 |
-0.1% |
106.77 |
| Low |
105.85 |
106.50 |
0.65 |
0.6% |
101.01 |
| Close |
106.89 |
107.45 |
0.56 |
0.5% |
106.62 |
| Range |
1.95 |
1.20 |
-0.75 |
-38.5% |
5.76 |
| ATR |
2.02 |
1.96 |
-0.06 |
-2.9% |
0.00 |
| Volume |
9,523 |
9,040 |
-483 |
-5.1% |
46,063 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.82 |
110.33 |
108.11 |
|
| R3 |
109.62 |
109.13 |
107.78 |
|
| R2 |
108.42 |
108.42 |
107.67 |
|
| R1 |
107.93 |
107.93 |
107.56 |
108.18 |
| PP |
107.22 |
107.22 |
107.22 |
107.34 |
| S1 |
106.73 |
106.73 |
107.34 |
106.98 |
| S2 |
106.02 |
106.02 |
107.23 |
|
| S3 |
104.82 |
105.53 |
107.12 |
|
| S4 |
103.62 |
104.33 |
106.79 |
|
|
| 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 |
112.80 |
|
2.618 |
110.84 |
|
1.618 |
109.64 |
|
1.000 |
108.90 |
|
0.618 |
108.44 |
|
HIGH |
107.70 |
|
0.618 |
107.24 |
|
0.500 |
107.10 |
|
0.382 |
106.96 |
|
LOW |
106.50 |
|
0.618 |
105.76 |
|
1.000 |
105.30 |
|
1.618 |
104.56 |
|
2.618 |
103.36 |
|
4.250 |
101.40 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.33 |
107.48 |
| PP |
107.22 |
107.47 |
| S1 |
107.10 |
107.46 |
|