NYMEX Light Sweet Crude Oil Future July 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 |
101.95 |
100.09 |
-1.86 |
-1.8% |
94.97 |
| High |
102.54 |
103.51 |
0.97 |
0.9% |
105.33 |
| Low |
99.89 |
100.00 |
0.11 |
0.1% |
94.90 |
| Close |
100.11 |
102.75 |
2.64 |
2.6% |
100.69 |
| Range |
2.65 |
3.51 |
0.86 |
32.5% |
10.43 |
| ATR |
2.50 |
2.57 |
0.07 |
2.9% |
0.00 |
| Volume |
31,021 |
30,112 |
-909 |
-2.9% |
210,071 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.62 |
111.19 |
104.68 |
|
| R3 |
109.11 |
107.68 |
103.72 |
|
| R2 |
105.60 |
105.60 |
103.39 |
|
| R1 |
104.17 |
104.17 |
103.07 |
104.89 |
| PP |
102.09 |
102.09 |
102.09 |
102.44 |
| S1 |
100.66 |
100.66 |
102.43 |
101.38 |
| S2 |
98.58 |
98.58 |
102.11 |
|
| S3 |
95.07 |
97.15 |
101.78 |
|
| S4 |
91.56 |
93.64 |
100.82 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.60 |
126.57 |
106.43 |
|
| R3 |
121.17 |
116.14 |
103.56 |
|
| R2 |
110.74 |
110.74 |
102.60 |
|
| R1 |
105.71 |
105.71 |
101.65 |
108.23 |
| PP |
100.31 |
100.31 |
100.31 |
101.56 |
| S1 |
95.28 |
95.28 |
99.73 |
97.80 |
| S2 |
89.88 |
89.88 |
98.78 |
|
| S3 |
79.45 |
84.85 |
97.82 |
|
| S4 |
69.02 |
74.42 |
94.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.33 |
97.88 |
7.45 |
7.3% |
4.00 |
3.9% |
65% |
False |
False |
47,796 |
| 10 |
105.33 |
93.10 |
12.23 |
11.9% |
3.34 |
3.2% |
79% |
False |
False |
39,355 |
| 20 |
105.33 |
93.10 |
12.23 |
11.9% |
2.42 |
2.4% |
79% |
False |
False |
32,870 |
| 40 |
105.33 |
91.28 |
14.05 |
13.7% |
2.07 |
2.0% |
82% |
False |
False |
26,906 |
| 60 |
105.33 |
89.01 |
16.32 |
15.9% |
1.77 |
1.7% |
84% |
False |
False |
20,363 |
| 80 |
105.33 |
83.16 |
22.17 |
21.6% |
1.64 |
1.6% |
88% |
False |
False |
16,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.43 |
|
2.618 |
112.70 |
|
1.618 |
109.19 |
|
1.000 |
107.02 |
|
0.618 |
105.68 |
|
HIGH |
103.51 |
|
0.618 |
102.17 |
|
0.500 |
101.76 |
|
0.382 |
101.34 |
|
LOW |
100.00 |
|
0.618 |
97.83 |
|
1.000 |
96.49 |
|
1.618 |
94.32 |
|
2.618 |
90.81 |
|
4.250 |
85.08 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.42 |
102.29 |
| PP |
102.09 |
101.82 |
| S1 |
101.76 |
101.36 |
|