NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.75 |
106.77 |
0.02 |
0.0% |
102.60 |
| High |
109.10 |
107.77 |
-1.33 |
-1.2% |
106.81 |
| Low |
106.56 |
105.56 |
-1.00 |
-0.9% |
101.01 |
| Close |
107.56 |
106.79 |
-0.77 |
-0.7% |
106.56 |
| Range |
2.54 |
2.21 |
-0.33 |
-13.0% |
5.80 |
| ATR |
2.43 |
2.41 |
-0.02 |
-0.6% |
0.00 |
| Volume |
72,929 |
71,683 |
-1,246 |
-1.7% |
291,976 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.34 |
112.27 |
108.01 |
|
| R3 |
111.13 |
110.06 |
107.40 |
|
| R2 |
108.92 |
108.92 |
107.20 |
|
| R1 |
107.85 |
107.85 |
106.99 |
108.39 |
| PP |
106.71 |
106.71 |
106.71 |
106.97 |
| S1 |
105.64 |
105.64 |
106.59 |
106.18 |
| S2 |
104.50 |
104.50 |
106.38 |
|
| S3 |
102.29 |
103.43 |
106.18 |
|
| S4 |
100.08 |
101.22 |
105.57 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.19 |
120.18 |
109.75 |
|
| R3 |
116.39 |
114.38 |
108.16 |
|
| R2 |
110.59 |
110.59 |
107.62 |
|
| R1 |
108.58 |
108.58 |
107.09 |
109.59 |
| PP |
104.79 |
104.79 |
104.79 |
105.30 |
| S1 |
102.78 |
102.78 |
106.03 |
103.79 |
| S2 |
98.99 |
98.99 |
105.50 |
|
| S3 |
93.19 |
96.98 |
104.97 |
|
| S4 |
87.39 |
91.18 |
103.37 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.16 |
|
2.618 |
113.56 |
|
1.618 |
111.35 |
|
1.000 |
109.98 |
|
0.618 |
109.14 |
|
HIGH |
107.77 |
|
0.618 |
106.93 |
|
0.500 |
106.67 |
|
0.382 |
106.40 |
|
LOW |
105.56 |
|
0.618 |
104.19 |
|
1.000 |
103.35 |
|
1.618 |
101.98 |
|
2.618 |
99.77 |
|
4.250 |
96.17 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.75 |
107.05 |
| PP |
106.71 |
106.96 |
| S1 |
106.67 |
106.88 |
|