NYMEX Light Sweet Crude Oil Future April 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 |
100.48 |
102.39 |
1.91 |
1.9% |
90.04 |
| High |
102.50 |
102.94 |
0.44 |
0.4% |
103.41 |
| Low |
99.21 |
100.15 |
0.94 |
0.9% |
89.77 |
| Close |
102.23 |
101.91 |
-0.32 |
-0.3% |
97.88 |
| Range |
3.29 |
2.79 |
-0.50 |
-15.2% |
13.64 |
| ATR |
3.17 |
3.14 |
-0.03 |
-0.8% |
0.00 |
| Volume |
420,016 |
361,825 |
-58,191 |
-13.9% |
1,235,954 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.04 |
108.76 |
103.44 |
|
| R3 |
107.25 |
105.97 |
102.68 |
|
| R2 |
104.46 |
104.46 |
102.42 |
|
| R1 |
103.18 |
103.18 |
102.17 |
102.43 |
| PP |
101.67 |
101.67 |
101.67 |
101.29 |
| S1 |
100.39 |
100.39 |
101.65 |
99.64 |
| S2 |
98.88 |
98.88 |
101.40 |
|
| S3 |
96.09 |
97.60 |
101.14 |
|
| S4 |
93.30 |
94.81 |
100.38 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.94 |
131.55 |
105.38 |
|
| R3 |
124.30 |
117.91 |
101.63 |
|
| R2 |
110.66 |
110.66 |
100.38 |
|
| R1 |
104.27 |
104.27 |
99.13 |
107.47 |
| PP |
97.02 |
97.02 |
97.02 |
98.62 |
| S1 |
90.63 |
90.63 |
96.63 |
93.83 |
| S2 |
83.38 |
83.38 |
95.38 |
|
| S3 |
69.74 |
76.99 |
94.13 |
|
| S4 |
56.10 |
63.35 |
90.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.94 |
96.17 |
6.77 |
6.6% |
3.34 |
3.3% |
85% |
True |
False |
321,064 |
| 10 |
103.41 |
87.35 |
16.06 |
15.8% |
4.25 |
4.2% |
91% |
False |
False |
320,310 |
| 20 |
103.41 |
87.09 |
16.32 |
16.0% |
3.15 |
3.1% |
91% |
False |
False |
258,689 |
| 40 |
103.41 |
87.09 |
16.32 |
16.0% |
2.59 |
2.5% |
91% |
False |
False |
195,058 |
| 60 |
103.41 |
87.09 |
16.32 |
16.0% |
2.25 |
2.2% |
91% |
False |
False |
139,355 |
| 80 |
103.41 |
81.81 |
21.60 |
21.2% |
2.15 |
2.1% |
93% |
False |
False |
108,656 |
| 100 |
103.41 |
81.81 |
21.60 |
21.2% |
2.01 |
2.0% |
93% |
False |
False |
88,952 |
| 120 |
103.41 |
78.63 |
24.78 |
24.3% |
1.93 |
1.9% |
94% |
False |
False |
75,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.80 |
|
2.618 |
110.24 |
|
1.618 |
107.45 |
|
1.000 |
105.73 |
|
0.618 |
104.66 |
|
HIGH |
102.94 |
|
0.618 |
101.87 |
|
0.500 |
101.55 |
|
0.382 |
101.22 |
|
LOW |
100.15 |
|
0.618 |
98.43 |
|
1.000 |
97.36 |
|
1.618 |
95.64 |
|
2.618 |
92.85 |
|
4.250 |
88.29 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.79 |
101.16 |
| PP |
101.67 |
100.41 |
| S1 |
101.55 |
99.66 |
|