NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
102.25 |
103.67 |
1.42 |
1.4% |
92.43 |
| High |
103.94 |
104.25 |
0.31 |
0.3% |
104.95 |
| Low |
100.96 |
101.36 |
0.40 |
0.4% |
92.29 |
| Close |
103.48 |
103.09 |
-0.39 |
-0.4% |
99.36 |
| Range |
2.98 |
2.89 |
-0.09 |
-3.0% |
12.66 |
| ATR |
2.95 |
2.94 |
0.00 |
-0.1% |
0.00 |
| Volume |
151,657 |
118,397 |
-33,260 |
-21.9% |
387,472 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.57 |
110.22 |
104.68 |
|
| R3 |
108.68 |
107.33 |
103.88 |
|
| R2 |
105.79 |
105.79 |
103.62 |
|
| R1 |
104.44 |
104.44 |
103.35 |
103.67 |
| PP |
102.90 |
102.90 |
102.90 |
102.52 |
| S1 |
101.55 |
101.55 |
102.83 |
100.78 |
| S2 |
100.01 |
100.01 |
102.56 |
|
| S3 |
97.12 |
98.66 |
102.30 |
|
| S4 |
94.23 |
95.77 |
101.50 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.85 |
130.76 |
106.32 |
|
| R3 |
124.19 |
118.10 |
102.84 |
|
| R2 |
111.53 |
111.53 |
101.68 |
|
| R1 |
105.44 |
105.44 |
100.52 |
108.49 |
| PP |
98.87 |
98.87 |
98.87 |
100.39 |
| S1 |
92.78 |
92.78 |
98.20 |
95.83 |
| S2 |
86.21 |
86.21 |
97.04 |
|
| S3 |
73.55 |
80.12 |
95.88 |
|
| S4 |
60.89 |
67.46 |
92.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.25 |
97.66 |
6.59 |
6.4% |
3.24 |
3.1% |
82% |
True |
False |
106,892 |
| 10 |
104.95 |
90.39 |
14.56 |
14.1% |
3.99 |
3.9% |
87% |
False |
False |
111,964 |
| 20 |
104.95 |
90.27 |
14.68 |
14.2% |
2.92 |
2.8% |
87% |
False |
False |
108,910 |
| 40 |
104.95 |
89.40 |
15.55 |
15.1% |
2.41 |
2.3% |
88% |
False |
False |
91,919 |
| 60 |
104.95 |
88.68 |
16.27 |
15.8% |
2.10 |
2.0% |
89% |
False |
False |
67,256 |
| 80 |
104.95 |
82.22 |
22.73 |
22.0% |
1.98 |
1.9% |
92% |
False |
False |
53,157 |
| 100 |
104.95 |
82.22 |
22.73 |
22.0% |
1.84 |
1.8% |
92% |
False |
False |
43,849 |
| 120 |
104.95 |
79.39 |
25.56 |
24.8% |
1.69 |
1.6% |
93% |
False |
False |
37,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.53 |
|
2.618 |
111.82 |
|
1.618 |
108.93 |
|
1.000 |
107.14 |
|
0.618 |
106.04 |
|
HIGH |
104.25 |
|
0.618 |
103.15 |
|
0.500 |
102.81 |
|
0.382 |
102.46 |
|
LOW |
101.36 |
|
0.618 |
99.57 |
|
1.000 |
98.47 |
|
1.618 |
96.68 |
|
2.618 |
93.79 |
|
4.250 |
89.08 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.00 |
102.45 |
| PP |
102.90 |
101.80 |
| S1 |
102.81 |
101.16 |
|