NYMEX Light Sweet Crude Oil Future August 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 |
101.14 |
103.49 |
2.35 |
2.3% |
95.94 |
| High |
103.72 |
105.30 |
1.58 |
1.5% |
105.49 |
| Low |
100.84 |
102.93 |
2.09 |
2.1% |
95.94 |
| Close |
103.09 |
104.72 |
1.63 |
1.6% |
101.10 |
| Range |
2.88 |
2.37 |
-0.51 |
-17.7% |
9.55 |
| ATR |
2.29 |
2.30 |
0.01 |
0.2% |
0.00 |
| Volume |
18,310 |
19,238 |
928 |
5.1% |
134,829 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.43 |
110.44 |
106.02 |
|
| R3 |
109.06 |
108.07 |
105.37 |
|
| R2 |
106.69 |
106.69 |
105.15 |
|
| R1 |
105.70 |
105.70 |
104.94 |
106.20 |
| PP |
104.32 |
104.32 |
104.32 |
104.56 |
| S1 |
103.33 |
103.33 |
104.50 |
103.83 |
| S2 |
101.95 |
101.95 |
104.29 |
|
| S3 |
99.58 |
100.96 |
104.07 |
|
| S4 |
97.21 |
98.59 |
103.42 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.49 |
124.85 |
106.35 |
|
| R3 |
119.94 |
115.30 |
103.73 |
|
| R2 |
110.39 |
110.39 |
102.85 |
|
| R1 |
105.75 |
105.75 |
101.98 |
108.07 |
| PP |
100.84 |
100.84 |
100.84 |
102.01 |
| S1 |
96.20 |
96.20 |
100.22 |
98.52 |
| S2 |
91.29 |
91.29 |
99.35 |
|
| S3 |
81.74 |
86.65 |
98.47 |
|
| S4 |
72.19 |
77.10 |
95.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.49 |
99.83 |
5.66 |
5.4% |
2.91 |
2.8% |
86% |
False |
False |
26,606 |
| 10 |
105.49 |
93.92 |
11.57 |
11.0% |
2.90 |
2.8% |
93% |
False |
False |
23,939 |
| 20 |
105.49 |
93.92 |
11.57 |
11.0% |
2.20 |
2.1% |
93% |
False |
False |
19,534 |
| 40 |
105.49 |
91.78 |
13.71 |
13.1% |
1.88 |
1.8% |
94% |
False |
False |
15,800 |
| 60 |
105.49 |
89.40 |
16.09 |
15.4% |
1.62 |
1.6% |
95% |
False |
False |
12,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.37 |
|
2.618 |
111.50 |
|
1.618 |
109.13 |
|
1.000 |
107.67 |
|
0.618 |
106.76 |
|
HIGH |
105.30 |
|
0.618 |
104.39 |
|
0.500 |
104.12 |
|
0.382 |
103.84 |
|
LOW |
102.93 |
|
0.618 |
101.47 |
|
1.000 |
100.56 |
|
1.618 |
99.10 |
|
2.618 |
96.73 |
|
4.250 |
92.86 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.52 |
104.10 |
| PP |
104.32 |
103.47 |
| S1 |
104.12 |
102.85 |
|