NYMEX Light Sweet Crude Oil Future July 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 |
100.09 |
103.33 |
3.24 |
3.2% |
94.97 |
| High |
103.51 |
104.99 |
1.48 |
1.4% |
105.33 |
| Low |
100.00 |
102.44 |
2.44 |
2.4% |
94.90 |
| Close |
102.75 |
104.47 |
1.72 |
1.7% |
100.69 |
| Range |
3.51 |
2.55 |
-0.96 |
-27.4% |
10.43 |
| ATR |
2.57 |
2.57 |
0.00 |
-0.1% |
0.00 |
| Volume |
30,112 |
27,755 |
-2,357 |
-7.8% |
210,071 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.62 |
110.59 |
105.87 |
|
| R3 |
109.07 |
108.04 |
105.17 |
|
| R2 |
106.52 |
106.52 |
104.94 |
|
| R1 |
105.49 |
105.49 |
104.70 |
106.01 |
| PP |
103.97 |
103.97 |
103.97 |
104.22 |
| S1 |
102.94 |
102.94 |
104.24 |
103.46 |
| S2 |
101.42 |
101.42 |
104.00 |
|
| S3 |
98.87 |
100.39 |
103.77 |
|
| S4 |
96.32 |
97.84 |
103.07 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.60 |
126.57 |
106.43 |
|
| R3 |
121.17 |
116.14 |
103.56 |
|
| R2 |
110.74 |
110.74 |
102.60 |
|
| R1 |
105.71 |
105.71 |
101.65 |
108.23 |
| PP |
100.31 |
100.31 |
100.31 |
101.56 |
| S1 |
95.28 |
95.28 |
99.73 |
97.80 |
| S2 |
89.88 |
89.88 |
98.78 |
|
| S3 |
79.45 |
84.85 |
97.82 |
|
| S4 |
69.02 |
74.42 |
94.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.33 |
98.51 |
6.82 |
6.5% |
3.60 |
3.4% |
87% |
False |
False |
40,779 |
| 10 |
105.33 |
93.10 |
12.23 |
11.7% |
3.32 |
3.2% |
93% |
False |
False |
39,737 |
| 20 |
105.33 |
93.10 |
12.23 |
11.7% |
2.49 |
2.4% |
93% |
False |
False |
32,846 |
| 40 |
105.33 |
91.28 |
14.05 |
13.4% |
2.12 |
2.0% |
94% |
False |
False |
27,515 |
| 60 |
105.33 |
89.17 |
16.16 |
15.5% |
1.79 |
1.7% |
95% |
False |
False |
20,680 |
| 80 |
105.33 |
83.16 |
22.17 |
21.2% |
1.67 |
1.6% |
96% |
False |
False |
16,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.83 |
|
2.618 |
111.67 |
|
1.618 |
109.12 |
|
1.000 |
107.54 |
|
0.618 |
106.57 |
|
HIGH |
104.99 |
|
0.618 |
104.02 |
|
0.500 |
103.72 |
|
0.382 |
103.41 |
|
LOW |
102.44 |
|
0.618 |
100.86 |
|
1.000 |
99.89 |
|
1.618 |
98.31 |
|
2.618 |
95.76 |
|
4.250 |
91.60 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.22 |
103.79 |
| PP |
103.97 |
103.12 |
| S1 |
103.72 |
102.44 |
|