NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.77 |
106.87 |
0.10 |
0.1% |
102.60 |
| High |
107.77 |
107.87 |
0.10 |
0.1% |
106.81 |
| Low |
105.56 |
106.00 |
0.44 |
0.4% |
101.01 |
| Close |
106.79 |
107.44 |
0.65 |
0.6% |
106.56 |
| Range |
2.21 |
1.87 |
-0.34 |
-15.4% |
5.80 |
| ATR |
2.41 |
2.37 |
-0.04 |
-1.6% |
0.00 |
| Volume |
71,683 |
76,443 |
4,760 |
6.6% |
291,976 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.71 |
111.95 |
108.47 |
|
| R3 |
110.84 |
110.08 |
107.95 |
|
| R2 |
108.97 |
108.97 |
107.78 |
|
| R1 |
108.21 |
108.21 |
107.61 |
108.59 |
| PP |
107.10 |
107.10 |
107.10 |
107.30 |
| S1 |
106.34 |
106.34 |
107.27 |
106.72 |
| S2 |
105.23 |
105.23 |
107.10 |
|
| S3 |
103.36 |
104.47 |
106.93 |
|
| S4 |
101.49 |
102.60 |
106.41 |
|
|
| 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 |
115.82 |
|
2.618 |
112.77 |
|
1.618 |
110.90 |
|
1.000 |
109.74 |
|
0.618 |
109.03 |
|
HIGH |
107.87 |
|
0.618 |
107.16 |
|
0.500 |
106.94 |
|
0.382 |
106.71 |
|
LOW |
106.00 |
|
0.618 |
104.84 |
|
1.000 |
104.13 |
|
1.618 |
102.97 |
|
2.618 |
101.10 |
|
4.250 |
98.05 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
107.27 |
107.40 |
| PP |
107.10 |
107.37 |
| S1 |
106.94 |
107.33 |
|