NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
98.50 |
96.97 |
-1.53 |
-1.6% |
90.04 |
| High |
99.96 |
100.69 |
0.73 |
0.7% |
103.41 |
| Low |
96.71 |
96.37 |
-0.34 |
-0.4% |
89.77 |
| Close |
96.97 |
99.63 |
2.66 |
2.7% |
97.88 |
| Range |
3.25 |
4.32 |
1.07 |
32.9% |
13.64 |
| ATR |
3.07 |
3.16 |
0.09 |
2.9% |
0.00 |
| Volume |
238,328 |
299,231 |
60,903 |
25.6% |
1,235,954 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.86 |
110.06 |
102.01 |
|
| R3 |
107.54 |
105.74 |
100.82 |
|
| R2 |
103.22 |
103.22 |
100.42 |
|
| R1 |
101.42 |
101.42 |
100.03 |
102.32 |
| PP |
98.90 |
98.90 |
98.90 |
99.35 |
| S1 |
97.10 |
97.10 |
99.23 |
98.00 |
| S2 |
94.58 |
94.58 |
98.84 |
|
| S3 |
90.26 |
92.78 |
98.44 |
|
| S4 |
85.94 |
88.46 |
97.25 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.94 |
131.55 |
105.38 |
|
| R3 |
124.30 |
117.91 |
101.63 |
|
| R2 |
110.66 |
110.66 |
100.38 |
|
| R1 |
104.27 |
104.27 |
99.13 |
107.47 |
| PP |
97.02 |
97.02 |
97.02 |
98.62 |
| S1 |
90.63 |
90.63 |
96.63 |
93.83 |
| S2 |
83.38 |
83.38 |
95.38 |
|
| S3 |
69.74 |
76.99 |
94.13 |
|
| S4 |
56.10 |
63.35 |
90.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.41 |
95.14 |
8.27 |
8.3% |
4.65 |
4.7% |
54% |
False |
False |
354,702 |
| 10 |
103.41 |
87.09 |
16.32 |
16.4% |
4.05 |
4.1% |
77% |
False |
False |
287,585 |
| 20 |
103.41 |
87.09 |
16.32 |
16.4% |
2.98 |
3.0% |
77% |
False |
False |
237,014 |
| 40 |
103.41 |
87.09 |
16.32 |
16.4% |
2.56 |
2.6% |
77% |
False |
False |
176,974 |
| 60 |
103.41 |
87.09 |
16.32 |
16.4% |
2.21 |
2.2% |
77% |
False |
False |
127,445 |
| 80 |
103.41 |
81.81 |
21.60 |
21.7% |
2.10 |
2.1% |
83% |
False |
False |
99,285 |
| 100 |
103.41 |
81.81 |
21.60 |
21.7% |
2.00 |
2.0% |
83% |
False |
False |
81,359 |
| 120 |
103.41 |
78.63 |
24.78 |
24.9% |
1.90 |
1.9% |
85% |
False |
False |
69,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.05 |
|
2.618 |
112.00 |
|
1.618 |
107.68 |
|
1.000 |
105.01 |
|
0.618 |
103.36 |
|
HIGH |
100.69 |
|
0.618 |
99.04 |
|
0.500 |
98.53 |
|
0.382 |
98.02 |
|
LOW |
96.37 |
|
0.618 |
93.70 |
|
1.000 |
92.05 |
|
1.618 |
89.38 |
|
2.618 |
85.06 |
|
4.250 |
78.01 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.26 |
99.23 |
| PP |
98.90 |
98.83 |
| S1 |
98.53 |
98.43 |
|