NYMEX Light Sweet Crude Oil Future December 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 |
99.94 |
100.21 |
0.27 |
0.3% |
106.75 |
| High |
102.43 |
104.93 |
2.50 |
2.4% |
109.10 |
| Low |
99.07 |
99.80 |
0.73 |
0.7% |
102.15 |
| Close |
101.06 |
104.35 |
3.29 |
3.3% |
104.30 |
| Range |
3.36 |
5.13 |
1.77 |
52.7% |
6.95 |
| ATR |
2.77 |
2.94 |
0.17 |
6.1% |
0.00 |
| Volume |
52,176 |
44,934 |
-7,242 |
-13.9% |
328,357 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.42 |
116.51 |
107.17 |
|
| R3 |
113.29 |
111.38 |
105.76 |
|
| R2 |
108.16 |
108.16 |
105.29 |
|
| R1 |
106.25 |
106.25 |
104.82 |
107.21 |
| PP |
103.03 |
103.03 |
103.03 |
103.50 |
| S1 |
101.12 |
101.12 |
103.88 |
102.08 |
| S2 |
97.90 |
97.90 |
103.41 |
|
| S3 |
92.77 |
95.99 |
102.94 |
|
| S4 |
87.64 |
90.86 |
101.53 |
|
|
| 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 |
126.73 |
|
2.618 |
118.36 |
|
1.618 |
113.23 |
|
1.000 |
110.06 |
|
0.618 |
108.10 |
|
HIGH |
104.93 |
|
0.618 |
102.97 |
|
0.500 |
102.37 |
|
0.382 |
101.76 |
|
LOW |
99.80 |
|
0.618 |
96.63 |
|
1.000 |
94.67 |
|
1.618 |
91.50 |
|
2.618 |
86.37 |
|
4.250 |
78.00 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.69 |
103.57 |
| PP |
103.03 |
102.78 |
| S1 |
102.37 |
102.00 |
|