NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
96.97 |
100.48 |
3.51 |
3.6% |
90.04 |
| High |
100.69 |
102.50 |
1.81 |
1.8% |
103.41 |
| Low |
96.37 |
99.21 |
2.84 |
2.9% |
89.77 |
| Close |
99.63 |
102.23 |
2.60 |
2.6% |
97.88 |
| Range |
4.32 |
3.29 |
-1.03 |
-23.8% |
13.64 |
| ATR |
3.16 |
3.17 |
0.01 |
0.3% |
0.00 |
| Volume |
299,231 |
420,016 |
120,785 |
40.4% |
1,235,954 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.18 |
110.00 |
104.04 |
|
| R3 |
107.89 |
106.71 |
103.13 |
|
| R2 |
104.60 |
104.60 |
102.83 |
|
| R1 |
103.42 |
103.42 |
102.53 |
104.01 |
| PP |
101.31 |
101.31 |
101.31 |
101.61 |
| S1 |
100.13 |
100.13 |
101.93 |
100.72 |
| S2 |
98.02 |
98.02 |
101.63 |
|
| S3 |
94.73 |
96.84 |
101.33 |
|
| S4 |
91.44 |
93.55 |
100.42 |
|
|
| 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 |
95.62 |
7.79 |
7.6% |
4.34 |
4.2% |
85% |
False |
False |
346,068 |
| 10 |
103.41 |
87.09 |
16.32 |
16.0% |
4.14 |
4.0% |
93% |
False |
False |
307,724 |
| 20 |
103.41 |
87.09 |
16.32 |
16.0% |
3.08 |
3.0% |
93% |
False |
False |
249,073 |
| 40 |
103.41 |
87.09 |
16.32 |
16.0% |
2.61 |
2.5% |
93% |
False |
False |
186,892 |
| 60 |
103.41 |
87.09 |
16.32 |
16.0% |
2.23 |
2.2% |
93% |
False |
False |
133,929 |
| 80 |
103.41 |
81.81 |
21.60 |
21.1% |
2.13 |
2.1% |
95% |
False |
False |
104,357 |
| 100 |
103.41 |
81.81 |
21.60 |
21.1% |
2.01 |
2.0% |
95% |
False |
False |
85,443 |
| 120 |
103.41 |
78.63 |
24.78 |
24.2% |
1.91 |
1.9% |
95% |
False |
False |
72,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.48 |
|
2.618 |
111.11 |
|
1.618 |
107.82 |
|
1.000 |
105.79 |
|
0.618 |
104.53 |
|
HIGH |
102.50 |
|
0.618 |
101.24 |
|
0.500 |
100.86 |
|
0.382 |
100.47 |
|
LOW |
99.21 |
|
0.618 |
97.18 |
|
1.000 |
95.92 |
|
1.618 |
93.89 |
|
2.618 |
90.60 |
|
4.250 |
85.23 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.77 |
101.30 |
| PP |
101.31 |
100.37 |
| S1 |
100.86 |
99.44 |
|