NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
102.17 |
99.35 |
-2.82 |
-2.8% |
106.74 |
| High |
104.36 |
102.35 |
-2.01 |
-1.9% |
109.11 |
| Low |
99.96 |
99.35 |
-0.61 |
-0.6% |
102.53 |
| Close |
99.97 |
101.01 |
1.04 |
1.0% |
104.27 |
| Range |
4.40 |
3.00 |
-1.40 |
-31.8% |
6.58 |
| ATR |
2.28 |
2.33 |
0.05 |
2.3% |
0.00 |
| Volume |
3,137 |
7,112 |
3,975 |
126.7% |
48,692 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.90 |
108.46 |
102.66 |
|
| R3 |
106.90 |
105.46 |
101.84 |
|
| R2 |
103.90 |
103.90 |
101.56 |
|
| R1 |
102.46 |
102.46 |
101.29 |
103.18 |
| PP |
100.90 |
100.90 |
100.90 |
101.27 |
| S1 |
99.46 |
99.46 |
100.74 |
100.18 |
| S2 |
97.90 |
97.90 |
100.46 |
|
| S3 |
94.90 |
96.46 |
100.19 |
|
| S4 |
91.90 |
93.46 |
99.36 |
|
|
| 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 |
115.10 |
|
2.618 |
110.20 |
|
1.618 |
107.20 |
|
1.000 |
105.35 |
|
0.618 |
104.20 |
|
HIGH |
102.35 |
|
0.618 |
101.20 |
|
0.500 |
100.85 |
|
0.382 |
100.50 |
|
LOW |
99.35 |
|
0.618 |
97.50 |
|
1.000 |
96.35 |
|
1.618 |
94.50 |
|
2.618 |
91.50 |
|
4.250 |
86.60 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.96 |
101.86 |
| PP |
100.90 |
101.57 |
| S1 |
100.85 |
101.29 |
|