NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
106.87 |
107.40 |
0.53 |
0.5% |
102.60 |
| High |
107.87 |
108.25 |
0.38 |
0.4% |
106.81 |
| Low |
106.00 |
103.79 |
-2.21 |
-2.1% |
101.01 |
| Close |
107.44 |
105.61 |
-1.83 |
-1.7% |
106.56 |
| Range |
1.87 |
4.46 |
2.59 |
138.5% |
5.80 |
| ATR |
2.37 |
2.52 |
0.15 |
6.3% |
0.00 |
| Volume |
76,443 |
51,159 |
-25,284 |
-33.1% |
291,976 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.26 |
116.90 |
108.06 |
|
| R3 |
114.80 |
112.44 |
106.84 |
|
| R2 |
110.34 |
110.34 |
106.43 |
|
| R1 |
107.98 |
107.98 |
106.02 |
106.93 |
| PP |
105.88 |
105.88 |
105.88 |
105.36 |
| S1 |
103.52 |
103.52 |
105.20 |
102.47 |
| S2 |
101.42 |
101.42 |
104.79 |
|
| S3 |
96.96 |
99.06 |
104.38 |
|
| S4 |
92.50 |
94.60 |
103.16 |
|
|
| 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 |
127.21 |
|
2.618 |
119.93 |
|
1.618 |
115.47 |
|
1.000 |
112.71 |
|
0.618 |
111.01 |
|
HIGH |
108.25 |
|
0.618 |
106.55 |
|
0.500 |
106.02 |
|
0.382 |
105.49 |
|
LOW |
103.79 |
|
0.618 |
101.03 |
|
1.000 |
99.33 |
|
1.618 |
96.57 |
|
2.618 |
92.11 |
|
4.250 |
84.84 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.02 |
106.02 |
| PP |
105.88 |
105.88 |
| S1 |
105.75 |
105.75 |
|