NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
105.80 |
104.07 |
-1.73 |
-1.6% |
106.75 |
| High |
105.80 |
104.43 |
-1.37 |
-1.3% |
109.10 |
| Low |
102.15 |
102.21 |
0.06 |
0.1% |
102.15 |
| Close |
104.30 |
104.26 |
-0.04 |
0.0% |
104.30 |
| Range |
3.65 |
2.22 |
-1.43 |
-39.2% |
6.95 |
| ATR |
2.60 |
2.58 |
-0.03 |
-1.1% |
0.00 |
| Volume |
56,143 |
42,292 |
-13,851 |
-24.7% |
328,357 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.29 |
109.50 |
105.48 |
|
| R3 |
108.07 |
107.28 |
104.87 |
|
| R2 |
105.85 |
105.85 |
104.67 |
|
| R1 |
105.06 |
105.06 |
104.46 |
105.46 |
| PP |
103.63 |
103.63 |
103.63 |
103.83 |
| S1 |
102.84 |
102.84 |
104.06 |
103.24 |
| S2 |
101.41 |
101.41 |
103.85 |
|
| S3 |
99.19 |
100.62 |
103.65 |
|
| S4 |
96.97 |
98.40 |
103.04 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.03 |
122.12 |
108.12 |
|
| R3 |
119.08 |
115.17 |
106.21 |
|
| R2 |
112.13 |
112.13 |
105.57 |
|
| R1 |
108.22 |
108.22 |
104.94 |
106.70 |
| PP |
105.18 |
105.18 |
105.18 |
104.43 |
| S1 |
101.27 |
101.27 |
103.66 |
99.75 |
| S2 |
98.23 |
98.23 |
103.03 |
|
| S3 |
91.28 |
94.32 |
102.39 |
|
| S4 |
84.33 |
87.37 |
100.48 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.87 |
|
2.618 |
110.24 |
|
1.618 |
108.02 |
|
1.000 |
106.65 |
|
0.618 |
105.80 |
|
HIGH |
104.43 |
|
0.618 |
103.58 |
|
0.500 |
103.32 |
|
0.382 |
103.06 |
|
LOW |
102.21 |
|
0.618 |
100.84 |
|
1.000 |
99.99 |
|
1.618 |
98.62 |
|
2.618 |
96.40 |
|
4.250 |
92.78 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.95 |
105.20 |
| PP |
103.63 |
104.89 |
| S1 |
103.32 |
104.57 |
|