NYMEX Light Sweet Crude Oil Future July 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 |
103.33 |
104.60 |
1.27 |
1.2% |
94.97 |
| High |
104.99 |
105.18 |
0.19 |
0.2% |
105.33 |
| Low |
102.44 |
102.56 |
0.12 |
0.1% |
94.90 |
| Close |
104.47 |
104.25 |
-0.22 |
-0.2% |
100.69 |
| Range |
2.55 |
2.62 |
0.07 |
2.7% |
10.43 |
| ATR |
2.57 |
2.57 |
0.00 |
0.1% |
0.00 |
| Volume |
27,755 |
29,354 |
1,599 |
5.8% |
210,071 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.86 |
110.67 |
105.69 |
|
| R3 |
109.24 |
108.05 |
104.97 |
|
| R2 |
106.62 |
106.62 |
104.73 |
|
| R1 |
105.43 |
105.43 |
104.49 |
104.72 |
| PP |
104.00 |
104.00 |
104.00 |
103.64 |
| S1 |
102.81 |
102.81 |
104.01 |
102.10 |
| S2 |
101.38 |
101.38 |
103.77 |
|
| S3 |
98.76 |
100.19 |
103.53 |
|
| S4 |
96.14 |
97.57 |
102.81 |
|
|
| 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 |
105.18 |
99.20 |
5.98 |
5.7% |
2.76 |
2.6% |
84% |
True |
False |
34,286 |
| 10 |
105.33 |
93.10 |
12.23 |
11.7% |
3.46 |
3.3% |
91% |
False |
False |
40,049 |
| 20 |
105.33 |
93.10 |
12.23 |
11.7% |
2.58 |
2.5% |
91% |
False |
False |
32,984 |
| 40 |
105.33 |
91.28 |
14.05 |
13.5% |
2.11 |
2.0% |
92% |
False |
False |
28,065 |
| 60 |
105.33 |
89.17 |
16.16 |
15.5% |
1.82 |
1.7% |
93% |
False |
False |
20,996 |
| 80 |
105.33 |
83.16 |
22.17 |
21.3% |
1.69 |
1.6% |
95% |
False |
False |
16,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.32 |
|
2.618 |
112.04 |
|
1.618 |
109.42 |
|
1.000 |
107.80 |
|
0.618 |
106.80 |
|
HIGH |
105.18 |
|
0.618 |
104.18 |
|
0.500 |
103.87 |
|
0.382 |
103.56 |
|
LOW |
102.56 |
|
0.618 |
100.94 |
|
1.000 |
99.94 |
|
1.618 |
98.32 |
|
2.618 |
95.70 |
|
4.250 |
91.43 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.12 |
103.70 |
| PP |
104.00 |
103.14 |
| S1 |
103.87 |
102.59 |
|