NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
99.35 |
101.45 |
2.10 |
2.1% |
106.74 |
| High |
102.35 |
104.69 |
2.34 |
2.3% |
109.11 |
| Low |
99.35 |
101.38 |
2.03 |
2.0% |
102.53 |
| Close |
101.01 |
104.32 |
3.31 |
3.3% |
104.27 |
| Range |
3.00 |
3.31 |
0.31 |
10.3% |
6.58 |
| ATR |
2.33 |
2.43 |
0.10 |
4.1% |
0.00 |
| Volume |
7,112 |
6,691 |
-421 |
-5.9% |
48,692 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.39 |
112.17 |
106.14 |
|
| R3 |
110.08 |
108.86 |
105.23 |
|
| R2 |
106.77 |
106.77 |
104.93 |
|
| R1 |
105.55 |
105.55 |
104.62 |
106.16 |
| PP |
103.46 |
103.46 |
103.46 |
103.77 |
| S1 |
102.24 |
102.24 |
104.02 |
102.85 |
| S2 |
100.15 |
100.15 |
103.71 |
|
| S3 |
96.84 |
98.93 |
103.41 |
|
| S4 |
93.53 |
95.62 |
102.50 |
|
|
| 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 |
118.76 |
|
2.618 |
113.36 |
|
1.618 |
110.05 |
|
1.000 |
108.00 |
|
0.618 |
106.74 |
|
HIGH |
104.69 |
|
0.618 |
103.43 |
|
0.500 |
103.04 |
|
0.382 |
102.64 |
|
LOW |
101.38 |
|
0.618 |
99.33 |
|
1.000 |
98.07 |
|
1.618 |
96.02 |
|
2.618 |
92.71 |
|
4.250 |
87.31 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.89 |
103.55 |
| PP |
103.46 |
102.79 |
| S1 |
103.04 |
102.02 |
|