NYMEX Light Sweet Crude Oil Future June 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 |
102.95 |
104.28 |
1.33 |
1.3% |
93.75 |
High |
104.58 |
104.77 |
0.19 |
0.2% |
105.55 |
Low |
101.71 |
102.06 |
0.35 |
0.3% |
93.75 |
Close |
104.03 |
103.77 |
-0.26 |
-0.2% |
100.08 |
Range |
2.87 |
2.71 |
-0.16 |
-5.6% |
11.80 |
ATR |
2.84 |
2.83 |
-0.01 |
-0.3% |
0.00 |
Volume |
102,071 |
85,155 |
-16,916 |
-16.6% |
339,506 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.66 |
110.43 |
105.26 |
|
R3 |
108.95 |
107.72 |
104.52 |
|
R2 |
106.24 |
106.24 |
104.27 |
|
R1 |
105.01 |
105.01 |
104.02 |
104.27 |
PP |
103.53 |
103.53 |
103.53 |
103.17 |
S1 |
102.30 |
102.30 |
103.52 |
101.56 |
S2 |
100.82 |
100.82 |
103.27 |
|
S3 |
98.11 |
99.59 |
103.02 |
|
S4 |
95.40 |
96.88 |
102.28 |
|
|
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 |
104.77 |
98.44 |
6.33 |
6.1% |
3.12 |
3.0% |
84% |
True |
False |
81,810 |
10 |
105.55 |
91.97 |
13.58 |
13.1% |
3.84 |
3.7% |
87% |
False |
False |
88,214 |
20 |
105.55 |
91.97 |
13.58 |
13.1% |
2.80 |
2.7% |
87% |
False |
False |
82,951 |
40 |
105.55 |
90.50 |
15.05 |
14.5% |
2.32 |
2.2% |
88% |
False |
False |
78,396 |
60 |
105.55 |
88.86 |
16.69 |
16.1% |
2.04 |
2.0% |
89% |
False |
False |
61,706 |
80 |
105.55 |
82.46 |
23.09 |
22.3% |
1.99 |
1.9% |
92% |
False |
False |
52,752 |
100 |
105.55 |
82.46 |
23.09 |
22.3% |
1.93 |
1.9% |
92% |
False |
False |
45,652 |
120 |
105.55 |
79.39 |
26.16 |
25.2% |
1.88 |
1.8% |
93% |
False |
False |
41,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.29 |
2.618 |
111.86 |
1.618 |
109.15 |
1.000 |
107.48 |
0.618 |
106.44 |
HIGH |
104.77 |
0.618 |
103.73 |
0.500 |
103.42 |
0.382 |
103.10 |
LOW |
102.06 |
0.618 |
100.39 |
1.000 |
99.35 |
1.618 |
97.68 |
2.618 |
94.97 |
4.250 |
90.54 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
103.65 |
103.13 |
PP |
103.53 |
102.49 |
S1 |
103.42 |
101.86 |
|