NYMEX Light Sweet Crude Oil Future May 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 |
103.67 |
102.79 |
-0.88 |
-0.8% |
100.17 |
| High |
104.25 |
106.24 |
1.99 |
1.9% |
106.24 |
| Low |
101.36 |
102.70 |
1.34 |
1.3% |
98.07 |
| Close |
103.09 |
105.61 |
2.52 |
2.4% |
105.61 |
| Range |
2.89 |
3.54 |
0.65 |
22.5% |
8.17 |
| ATR |
2.94 |
2.99 |
0.04 |
1.4% |
0.00 |
| Volume |
118,397 |
119,963 |
1,566 |
1.3% |
565,113 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.47 |
114.08 |
107.56 |
|
| R3 |
111.93 |
110.54 |
106.58 |
|
| R2 |
108.39 |
108.39 |
106.26 |
|
| R1 |
107.00 |
107.00 |
105.93 |
107.70 |
| PP |
104.85 |
104.85 |
104.85 |
105.20 |
| S1 |
103.46 |
103.46 |
105.29 |
104.16 |
| S2 |
101.31 |
101.31 |
104.96 |
|
| S3 |
97.77 |
99.92 |
104.64 |
|
| S4 |
94.23 |
96.38 |
103.66 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.82 |
124.88 |
110.10 |
|
| R3 |
119.65 |
116.71 |
107.86 |
|
| R2 |
111.48 |
111.48 |
107.11 |
|
| R1 |
108.54 |
108.54 |
106.36 |
110.01 |
| PP |
103.31 |
103.31 |
103.31 |
104.04 |
| S1 |
100.37 |
100.37 |
104.86 |
101.84 |
| S2 |
95.14 |
95.14 |
104.11 |
|
| S3 |
86.97 |
92.20 |
103.36 |
|
| S4 |
78.80 |
84.03 |
101.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.24 |
98.07 |
8.17 |
7.7% |
3.34 |
3.2% |
92% |
True |
False |
113,022 |
| 10 |
106.24 |
90.94 |
15.30 |
14.5% |
4.23 |
4.0% |
96% |
True |
False |
111,840 |
| 20 |
106.24 |
90.27 |
15.97 |
15.1% |
3.02 |
2.9% |
96% |
True |
False |
110,632 |
| 40 |
106.24 |
89.40 |
16.84 |
15.9% |
2.42 |
2.3% |
96% |
True |
False |
93,951 |
| 60 |
106.24 |
88.68 |
17.56 |
16.6% |
2.13 |
2.0% |
96% |
True |
False |
68,883 |
| 80 |
106.24 |
82.22 |
24.02 |
22.7% |
2.01 |
1.9% |
97% |
True |
False |
54,467 |
| 100 |
106.24 |
82.22 |
24.02 |
22.7% |
1.87 |
1.8% |
97% |
True |
False |
44,990 |
| 120 |
106.24 |
79.39 |
26.85 |
25.4% |
1.72 |
1.6% |
98% |
True |
False |
38,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.29 |
|
2.618 |
115.51 |
|
1.618 |
111.97 |
|
1.000 |
109.78 |
|
0.618 |
108.43 |
|
HIGH |
106.24 |
|
0.618 |
104.89 |
|
0.500 |
104.47 |
|
0.382 |
104.05 |
|
LOW |
102.70 |
|
0.618 |
100.51 |
|
1.000 |
99.16 |
|
1.618 |
96.97 |
|
2.618 |
93.43 |
|
4.250 |
87.66 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.23 |
104.94 |
| PP |
104.85 |
104.27 |
| S1 |
104.47 |
103.60 |
|