NYMEX Light Sweet Crude Oil Future July 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 |
104.60 |
104.10 |
-0.50 |
-0.5% |
101.95 |
| High |
105.18 |
106.80 |
1.62 |
1.5% |
106.80 |
| Low |
102.56 |
104.01 |
1.45 |
1.4% |
99.89 |
| Close |
104.25 |
106.52 |
2.27 |
2.2% |
106.52 |
| Range |
2.62 |
2.79 |
0.17 |
6.5% |
6.91 |
| ATR |
2.57 |
2.59 |
0.02 |
0.6% |
0.00 |
| Volume |
29,354 |
28,644 |
-710 |
-2.4% |
146,886 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.15 |
113.12 |
108.05 |
|
| R3 |
111.36 |
110.33 |
107.29 |
|
| R2 |
108.57 |
108.57 |
107.03 |
|
| R1 |
107.54 |
107.54 |
106.78 |
108.06 |
| PP |
105.78 |
105.78 |
105.78 |
106.03 |
| S1 |
104.75 |
104.75 |
106.26 |
105.27 |
| S2 |
102.99 |
102.99 |
106.01 |
|
| S3 |
100.20 |
101.96 |
105.75 |
|
| S4 |
97.41 |
99.17 |
104.99 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.13 |
122.74 |
110.32 |
|
| R3 |
118.22 |
115.83 |
108.42 |
|
| R2 |
111.31 |
111.31 |
107.79 |
|
| R1 |
108.92 |
108.92 |
107.15 |
110.12 |
| PP |
104.40 |
104.40 |
104.40 |
105.00 |
| S1 |
102.01 |
102.01 |
105.89 |
103.21 |
| S2 |
97.49 |
97.49 |
105.25 |
|
| S3 |
90.58 |
95.10 |
104.62 |
|
| S4 |
83.67 |
88.19 |
102.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.80 |
99.89 |
6.91 |
6.5% |
2.82 |
2.7% |
96% |
True |
False |
29,377 |
| 10 |
106.80 |
93.64 |
13.16 |
12.4% |
3.61 |
3.4% |
98% |
True |
False |
39,960 |
| 20 |
106.80 |
93.10 |
13.70 |
12.9% |
2.65 |
2.5% |
98% |
True |
False |
32,929 |
| 40 |
106.80 |
91.28 |
15.52 |
14.6% |
2.12 |
2.0% |
98% |
True |
False |
28,320 |
| 60 |
106.80 |
89.17 |
17.63 |
16.6% |
1.83 |
1.7% |
98% |
True |
False |
21,287 |
| 80 |
106.80 |
83.16 |
23.64 |
22.2% |
1.71 |
1.6% |
99% |
True |
False |
17,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.66 |
|
2.618 |
114.10 |
|
1.618 |
111.31 |
|
1.000 |
109.59 |
|
0.618 |
108.52 |
|
HIGH |
106.80 |
|
0.618 |
105.73 |
|
0.500 |
105.41 |
|
0.382 |
105.08 |
|
LOW |
104.01 |
|
0.618 |
102.29 |
|
1.000 |
101.22 |
|
1.618 |
99.50 |
|
2.618 |
96.71 |
|
4.250 |
92.15 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.15 |
105.89 |
| PP |
105.78 |
105.25 |
| S1 |
105.41 |
104.62 |
|