NYMEX Light Sweet Crude Oil Future November 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
105.03 |
103.04 |
-1.99 |
-1.9% |
106.74 |
High |
105.03 |
104.21 |
-0.82 |
-0.8% |
109.11 |
Low |
102.53 |
102.41 |
-0.12 |
-0.1% |
102.53 |
Close |
104.27 |
104.21 |
-0.06 |
-0.1% |
104.27 |
Range |
2.50 |
1.80 |
-0.70 |
-28.0% |
6.58 |
ATR |
2.14 |
2.12 |
-0.02 |
-0.9% |
0.00 |
Volume |
9,316 |
6,958 |
-2,358 |
-25.3% |
48,692 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.01 |
108.41 |
105.20 |
|
R3 |
107.21 |
106.61 |
104.71 |
|
R2 |
105.41 |
105.41 |
104.54 |
|
R1 |
104.81 |
104.81 |
104.38 |
105.11 |
PP |
103.61 |
103.61 |
103.61 |
103.76 |
S1 |
103.01 |
103.01 |
104.05 |
103.31 |
S2 |
101.81 |
101.81 |
103.88 |
|
S3 |
100.01 |
101.21 |
103.72 |
|
S4 |
98.21 |
99.41 |
103.22 |
|
|
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 |
111.86 |
2.618 |
108.92 |
1.618 |
107.12 |
1.000 |
106.01 |
0.618 |
105.32 |
HIGH |
104.21 |
0.618 |
103.52 |
0.500 |
103.31 |
0.382 |
103.10 |
LOW |
102.41 |
0.618 |
101.30 |
1.000 |
100.61 |
1.618 |
99.50 |
2.618 |
97.70 |
4.250 |
94.76 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
103.91 |
104.92 |
PP |
103.61 |
104.68 |
S1 |
103.31 |
104.45 |
|