NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
99.35 |
102.95 |
3.60 |
3.6% |
93.75 |
High |
103.07 |
104.58 |
1.51 |
1.5% |
105.55 |
Low |
98.94 |
101.71 |
2.77 |
2.8% |
93.75 |
Close |
102.17 |
104.03 |
1.86 |
1.8% |
100.08 |
Range |
4.13 |
2.87 |
-1.26 |
-30.5% |
11.80 |
ATR |
2.84 |
2.84 |
0.00 |
0.1% |
0.00 |
Volume |
79,839 |
102,071 |
22,232 |
27.8% |
339,506 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.05 |
110.91 |
105.61 |
|
R3 |
109.18 |
108.04 |
104.82 |
|
R2 |
106.31 |
106.31 |
104.56 |
|
R1 |
105.17 |
105.17 |
104.29 |
105.74 |
PP |
103.44 |
103.44 |
103.44 |
103.73 |
S1 |
102.30 |
102.30 |
103.77 |
102.87 |
S2 |
100.57 |
100.57 |
103.50 |
|
S3 |
97.70 |
99.43 |
103.24 |
|
S4 |
94.83 |
96.56 |
102.45 |
|
|
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 |
97.92 |
7.63 |
7.3% |
4.11 |
3.9% |
80% |
False |
False |
90,010 |
10 |
105.55 |
91.97 |
13.58 |
13.1% |
3.71 |
3.6% |
89% |
False |
False |
88,502 |
20 |
105.55 |
91.97 |
13.58 |
13.1% |
2.71 |
2.6% |
89% |
False |
False |
82,890 |
40 |
105.55 |
90.50 |
15.05 |
14.5% |
2.33 |
2.2% |
90% |
False |
False |
77,004 |
60 |
105.55 |
88.86 |
16.69 |
16.0% |
2.01 |
1.9% |
91% |
False |
False |
61,161 |
80 |
105.55 |
82.46 |
23.09 |
22.2% |
1.97 |
1.9% |
93% |
False |
False |
52,046 |
100 |
105.55 |
82.46 |
23.09 |
22.2% |
1.93 |
1.9% |
93% |
False |
False |
45,038 |
120 |
105.55 |
79.39 |
26.16 |
25.1% |
1.87 |
1.8% |
94% |
False |
False |
41,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.78 |
2.618 |
112.09 |
1.618 |
109.22 |
1.000 |
107.45 |
0.618 |
106.35 |
HIGH |
104.58 |
0.618 |
103.48 |
0.500 |
103.15 |
0.382 |
102.81 |
LOW |
101.71 |
0.618 |
99.94 |
1.000 |
98.84 |
1.618 |
97.07 |
2.618 |
94.20 |
4.250 |
89.51 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
103.74 |
103.27 |
PP |
103.44 |
102.52 |
S1 |
103.15 |
101.76 |
|