NYMEX Light Sweet Crude Oil Future June 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 |
100.77 |
99.35 |
-1.42 |
-1.4% |
93.75 |
| High |
101.98 |
103.07 |
1.09 |
1.1% |
105.55 |
| Low |
99.10 |
98.94 |
-0.16 |
-0.2% |
93.75 |
| Close |
99.44 |
102.17 |
2.73 |
2.7% |
100.08 |
| Range |
2.88 |
4.13 |
1.25 |
43.4% |
11.80 |
| ATR |
2.74 |
2.84 |
0.10 |
3.6% |
0.00 |
| Volume |
64,045 |
79,839 |
15,794 |
24.7% |
339,506 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.78 |
112.11 |
104.44 |
|
| R3 |
109.65 |
107.98 |
103.31 |
|
| R2 |
105.52 |
105.52 |
102.93 |
|
| R1 |
103.85 |
103.85 |
102.55 |
104.69 |
| PP |
101.39 |
101.39 |
101.39 |
101.81 |
| S1 |
99.72 |
99.72 |
101.79 |
100.56 |
| S2 |
97.26 |
97.26 |
101.41 |
|
| S3 |
93.13 |
95.59 |
101.03 |
|
| S4 |
89.00 |
91.46 |
99.90 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.19 |
129.44 |
106.57 |
|
| R3 |
123.39 |
117.64 |
103.33 |
|
| R2 |
111.59 |
111.59 |
102.24 |
|
| R1 |
105.84 |
105.84 |
101.16 |
108.72 |
| PP |
99.79 |
99.79 |
99.79 |
101.23 |
| S1 |
94.04 |
94.04 |
99.00 |
96.92 |
| S2 |
87.99 |
87.99 |
97.92 |
|
| S3 |
76.19 |
82.24 |
96.84 |
|
| S4 |
64.39 |
70.44 |
93.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.55 |
97.24 |
8.31 |
8.1% |
4.49 |
4.4% |
59% |
False |
False |
96,678 |
| 10 |
105.55 |
91.97 |
13.58 |
13.3% |
3.69 |
3.6% |
75% |
False |
False |
86,015 |
| 20 |
105.55 |
91.97 |
13.58 |
13.3% |
2.63 |
2.6% |
75% |
False |
False |
82,258 |
| 40 |
105.55 |
90.50 |
15.05 |
14.7% |
2.29 |
2.2% |
78% |
False |
False |
74,959 |
| 60 |
105.55 |
88.48 |
17.07 |
16.7% |
2.00 |
2.0% |
80% |
False |
False |
60,195 |
| 80 |
105.55 |
82.46 |
23.09 |
22.6% |
1.96 |
1.9% |
85% |
False |
False |
51,017 |
| 100 |
105.55 |
82.46 |
23.09 |
22.6% |
1.93 |
1.9% |
85% |
False |
False |
44,301 |
| 120 |
105.55 |
79.39 |
26.16 |
25.6% |
1.86 |
1.8% |
87% |
False |
False |
40,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.62 |
|
2.618 |
113.88 |
|
1.618 |
109.75 |
|
1.000 |
107.20 |
|
0.618 |
105.62 |
|
HIGH |
103.07 |
|
0.618 |
101.49 |
|
0.500 |
101.01 |
|
0.382 |
100.52 |
|
LOW |
98.94 |
|
0.618 |
96.39 |
|
1.000 |
94.81 |
|
1.618 |
92.26 |
|
2.618 |
88.13 |
|
4.250 |
81.39 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.78 |
101.70 |
| PP |
101.39 |
101.23 |
| S1 |
101.01 |
100.76 |
|