NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.50 |
107.42 |
0.92 |
0.9% |
103.09 |
| High |
107.70 |
107.42 |
-0.28 |
-0.3% |
106.77 |
| Low |
106.50 |
104.05 |
-2.45 |
-2.3% |
101.01 |
| Close |
107.45 |
105.60 |
-1.85 |
-1.7% |
106.62 |
| Range |
1.20 |
3.37 |
2.17 |
180.8% |
5.76 |
| ATR |
1.96 |
2.07 |
0.10 |
5.2% |
0.00 |
| Volume |
9,040 |
8,281 |
-759 |
-8.4% |
46,063 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.80 |
114.07 |
107.45 |
|
| R3 |
112.43 |
110.70 |
106.53 |
|
| R2 |
109.06 |
109.06 |
106.22 |
|
| R1 |
107.33 |
107.33 |
105.91 |
106.51 |
| PP |
105.69 |
105.69 |
105.69 |
105.28 |
| S1 |
103.96 |
103.96 |
105.29 |
103.14 |
| S2 |
102.32 |
102.32 |
104.98 |
|
| S3 |
98.95 |
100.59 |
104.67 |
|
| S4 |
95.58 |
97.22 |
103.75 |
|
|
| 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 |
121.74 |
|
2.618 |
116.24 |
|
1.618 |
112.87 |
|
1.000 |
110.79 |
|
0.618 |
109.50 |
|
HIGH |
107.42 |
|
0.618 |
106.13 |
|
0.500 |
105.74 |
|
0.382 |
105.34 |
|
LOW |
104.05 |
|
0.618 |
101.97 |
|
1.000 |
100.68 |
|
1.618 |
98.60 |
|
2.618 |
95.23 |
|
4.250 |
89.73 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.74 |
105.93 |
| PP |
105.69 |
105.82 |
| S1 |
105.65 |
105.71 |
|