NYMEX Light Sweet Crude Oil Future December 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 |
105.66 |
105.22 |
-0.44 |
-0.4% |
102.60 |
| High |
105.66 |
106.81 |
1.15 |
1.1% |
106.81 |
| Low |
103.41 |
105.00 |
1.59 |
1.5% |
101.01 |
| Close |
105.22 |
106.56 |
1.34 |
1.3% |
106.56 |
| Range |
2.25 |
1.81 |
-0.44 |
-19.6% |
5.80 |
| ATR |
2.47 |
2.42 |
-0.05 |
-1.9% |
0.00 |
| Volume |
73,740 |
49,712 |
-24,028 |
-32.6% |
291,976 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.55 |
110.87 |
107.56 |
|
| R3 |
109.74 |
109.06 |
107.06 |
|
| R2 |
107.93 |
107.93 |
106.89 |
|
| R1 |
107.25 |
107.25 |
106.73 |
107.59 |
| PP |
106.12 |
106.12 |
106.12 |
106.30 |
| S1 |
105.44 |
105.44 |
106.39 |
105.78 |
| S2 |
104.31 |
104.31 |
106.23 |
|
| S3 |
102.50 |
103.63 |
106.06 |
|
| S4 |
100.69 |
101.82 |
105.56 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.19 |
120.18 |
109.75 |
|
| R3 |
116.39 |
114.38 |
108.16 |
|
| R2 |
110.59 |
110.59 |
107.62 |
|
| R1 |
108.58 |
108.58 |
107.09 |
109.59 |
| PP |
104.79 |
104.79 |
104.79 |
105.30 |
| S1 |
102.78 |
102.78 |
106.03 |
103.79 |
| S2 |
98.99 |
98.99 |
105.50 |
|
| S3 |
93.19 |
96.98 |
104.97 |
|
| S4 |
87.39 |
91.18 |
103.37 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.50 |
|
2.618 |
111.55 |
|
1.618 |
109.74 |
|
1.000 |
108.62 |
|
0.618 |
107.93 |
|
HIGH |
106.81 |
|
0.618 |
106.12 |
|
0.500 |
105.91 |
|
0.382 |
105.69 |
|
LOW |
105.00 |
|
0.618 |
103.88 |
|
1.000 |
103.19 |
|
1.618 |
102.07 |
|
2.618 |
100.26 |
|
4.250 |
97.31 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.34 |
106.08 |
| PP |
106.12 |
105.59 |
| S1 |
105.91 |
105.11 |
|