NYMEX Light Sweet Crude Oil Future June 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 |
104.28 |
103.58 |
-0.70 |
-0.7% |
100.77 |
| High |
104.77 |
106.70 |
1.93 |
1.8% |
106.70 |
| Low |
102.06 |
103.51 |
1.45 |
1.4% |
98.94 |
| Close |
103.77 |
106.17 |
2.40 |
2.3% |
106.17 |
| Range |
2.71 |
3.19 |
0.48 |
17.7% |
7.76 |
| ATR |
2.83 |
2.86 |
0.03 |
0.9% |
0.00 |
| Volume |
85,155 |
93,726 |
8,571 |
10.1% |
424,836 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.03 |
113.79 |
107.92 |
|
| R3 |
111.84 |
110.60 |
107.05 |
|
| R2 |
108.65 |
108.65 |
106.75 |
|
| R1 |
107.41 |
107.41 |
106.46 |
108.03 |
| PP |
105.46 |
105.46 |
105.46 |
105.77 |
| S1 |
104.22 |
104.22 |
105.88 |
104.84 |
| S2 |
102.27 |
102.27 |
105.59 |
|
| S3 |
99.08 |
101.03 |
105.29 |
|
| S4 |
95.89 |
97.84 |
104.42 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.22 |
124.45 |
110.44 |
|
| R3 |
119.46 |
116.69 |
108.30 |
|
| R2 |
111.70 |
111.70 |
107.59 |
|
| R1 |
108.93 |
108.93 |
106.88 |
110.32 |
| PP |
103.94 |
103.94 |
103.94 |
104.63 |
| S1 |
101.17 |
101.17 |
105.46 |
102.56 |
| S2 |
96.18 |
96.18 |
104.75 |
|
| S3 |
88.42 |
93.41 |
104.04 |
|
| S4 |
80.66 |
85.65 |
101.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.70 |
98.94 |
7.76 |
7.3% |
3.16 |
3.0% |
93% |
True |
False |
84,967 |
| 10 |
106.70 |
92.44 |
14.26 |
13.4% |
4.03 |
3.8% |
96% |
True |
False |
88,306 |
| 20 |
106.70 |
91.97 |
14.73 |
13.9% |
2.89 |
2.7% |
96% |
True |
False |
83,799 |
| 40 |
106.70 |
90.50 |
16.20 |
15.3% |
2.33 |
2.2% |
97% |
True |
False |
79,390 |
| 60 |
106.70 |
88.86 |
17.84 |
16.8% |
2.06 |
1.9% |
97% |
True |
False |
62,385 |
| 80 |
106.70 |
82.46 |
24.24 |
22.8% |
2.01 |
1.9% |
98% |
True |
False |
53,564 |
| 100 |
106.70 |
82.46 |
24.24 |
22.8% |
1.95 |
1.8% |
98% |
True |
False |
46,423 |
| 120 |
106.70 |
79.39 |
27.31 |
25.7% |
1.90 |
1.8% |
98% |
True |
False |
42,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.26 |
|
2.618 |
115.05 |
|
1.618 |
111.86 |
|
1.000 |
109.89 |
|
0.618 |
108.67 |
|
HIGH |
106.70 |
|
0.618 |
105.48 |
|
0.500 |
105.11 |
|
0.382 |
104.73 |
|
LOW |
103.51 |
|
0.618 |
101.54 |
|
1.000 |
100.32 |
|
1.618 |
98.35 |
|
2.618 |
95.16 |
|
4.250 |
89.95 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.82 |
105.52 |
| PP |
105.46 |
104.86 |
| S1 |
105.11 |
104.21 |
|