NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
102.39 |
101.70 |
-0.69 |
-0.7% |
98.50 |
| High |
102.94 |
104.94 |
2.00 |
1.9% |
104.94 |
| Low |
100.15 |
101.54 |
1.39 |
1.4% |
96.37 |
| Close |
101.91 |
104.42 |
2.51 |
2.5% |
104.42 |
| Range |
2.79 |
3.40 |
0.61 |
21.9% |
8.57 |
| ATR |
3.14 |
3.16 |
0.02 |
0.6% |
0.00 |
| Volume |
361,825 |
346,205 |
-15,620 |
-4.3% |
1,665,605 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.83 |
112.53 |
106.29 |
|
| R3 |
110.43 |
109.13 |
105.36 |
|
| R2 |
107.03 |
107.03 |
105.04 |
|
| R1 |
105.73 |
105.73 |
104.73 |
106.38 |
| PP |
103.63 |
103.63 |
103.63 |
103.96 |
| S1 |
102.33 |
102.33 |
104.11 |
102.98 |
| S2 |
100.23 |
100.23 |
103.80 |
|
| S3 |
96.83 |
98.93 |
103.49 |
|
| S4 |
93.43 |
95.53 |
102.55 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.62 |
124.59 |
109.13 |
|
| R3 |
119.05 |
116.02 |
106.78 |
|
| R2 |
110.48 |
110.48 |
105.99 |
|
| R1 |
107.45 |
107.45 |
105.21 |
108.97 |
| PP |
101.91 |
101.91 |
101.91 |
102.67 |
| S1 |
98.88 |
98.88 |
103.63 |
100.40 |
| S2 |
93.34 |
93.34 |
102.85 |
|
| S3 |
84.77 |
90.31 |
102.06 |
|
| S4 |
76.20 |
81.74 |
99.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.94 |
96.37 |
8.57 |
8.2% |
3.41 |
3.3% |
94% |
True |
False |
333,121 |
| 10 |
104.94 |
88.43 |
16.51 |
15.8% |
4.40 |
4.2% |
97% |
True |
False |
325,187 |
| 20 |
104.94 |
87.09 |
17.85 |
17.1% |
3.22 |
3.1% |
97% |
True |
False |
268,681 |
| 40 |
104.94 |
87.09 |
17.85 |
17.1% |
2.60 |
2.5% |
97% |
True |
False |
202,019 |
| 60 |
104.94 |
87.09 |
17.85 |
17.1% |
2.27 |
2.2% |
97% |
True |
False |
144,590 |
| 80 |
104.94 |
81.81 |
23.13 |
22.2% |
2.18 |
2.1% |
98% |
True |
False |
112,760 |
| 100 |
104.94 |
81.81 |
23.13 |
22.2% |
2.04 |
1.9% |
98% |
True |
False |
92,299 |
| 120 |
104.94 |
78.63 |
26.31 |
25.2% |
1.95 |
1.9% |
98% |
True |
False |
78,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.39 |
|
2.618 |
113.84 |
|
1.618 |
110.44 |
|
1.000 |
108.34 |
|
0.618 |
107.04 |
|
HIGH |
104.94 |
|
0.618 |
103.64 |
|
0.500 |
103.24 |
|
0.382 |
102.84 |
|
LOW |
101.54 |
|
0.618 |
99.44 |
|
1.000 |
98.14 |
|
1.618 |
96.04 |
|
2.618 |
92.64 |
|
4.250 |
87.09 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.03 |
103.64 |
| PP |
103.63 |
102.86 |
| S1 |
103.24 |
102.08 |
|