NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
107.42 |
105.03 |
-2.39 |
-2.2% |
106.74 |
| High |
107.42 |
105.03 |
-2.39 |
-2.2% |
109.11 |
| Low |
104.05 |
102.53 |
-1.52 |
-1.5% |
102.53 |
| Close |
105.60 |
104.27 |
-1.33 |
-1.3% |
104.27 |
| Range |
3.37 |
2.50 |
-0.87 |
-25.8% |
6.58 |
| ATR |
2.07 |
2.14 |
0.07 |
3.5% |
0.00 |
| Volume |
8,281 |
9,316 |
1,035 |
12.5% |
48,692 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.44 |
110.36 |
105.65 |
|
| R3 |
108.94 |
107.86 |
104.96 |
|
| R2 |
106.44 |
106.44 |
104.73 |
|
| R1 |
105.36 |
105.36 |
104.50 |
104.65 |
| PP |
103.94 |
103.94 |
103.94 |
103.59 |
| S1 |
102.86 |
102.86 |
104.04 |
102.15 |
| S2 |
101.44 |
101.44 |
103.81 |
|
| S3 |
98.94 |
100.36 |
103.58 |
|
| S4 |
96.44 |
97.86 |
102.90 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.04 |
121.24 |
107.89 |
|
| R3 |
118.46 |
114.66 |
106.08 |
|
| R2 |
111.88 |
111.88 |
105.48 |
|
| R1 |
108.08 |
108.08 |
104.87 |
106.69 |
| PP |
105.30 |
105.30 |
105.30 |
104.61 |
| S1 |
101.50 |
101.50 |
103.67 |
100.11 |
| S2 |
98.72 |
98.72 |
103.06 |
|
| S3 |
92.14 |
94.92 |
102.46 |
|
| S4 |
85.56 |
88.34 |
100.65 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.66 |
|
2.618 |
111.58 |
|
1.618 |
109.08 |
|
1.000 |
107.53 |
|
0.618 |
106.58 |
|
HIGH |
105.03 |
|
0.618 |
104.08 |
|
0.500 |
103.78 |
|
0.382 |
103.49 |
|
LOW |
102.53 |
|
0.618 |
100.99 |
|
1.000 |
100.03 |
|
1.618 |
98.49 |
|
2.618 |
95.99 |
|
4.250 |
91.91 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.11 |
105.12 |
| PP |
103.94 |
104.83 |
| S1 |
103.78 |
104.55 |
|