NYMEX Light Sweet Crude Oil Future August 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 |
103.49 |
104.80 |
1.31 |
1.3% |
95.94 |
High |
105.30 |
104.80 |
-0.50 |
-0.5% |
105.49 |
Low |
102.93 |
103.00 |
0.07 |
0.1% |
95.94 |
Close |
104.72 |
104.54 |
-0.18 |
-0.2% |
101.10 |
Range |
2.37 |
1.80 |
-0.57 |
-24.1% |
9.55 |
ATR |
2.30 |
2.26 |
-0.04 |
-1.5% |
0.00 |
Volume |
19,238 |
17,224 |
-2,014 |
-10.5% |
134,829 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.51 |
108.83 |
105.53 |
|
R3 |
107.71 |
107.03 |
105.04 |
|
R2 |
105.91 |
105.91 |
104.87 |
|
R1 |
105.23 |
105.23 |
104.71 |
104.67 |
PP |
104.11 |
104.11 |
104.11 |
103.84 |
S1 |
103.43 |
103.43 |
104.38 |
102.87 |
S2 |
102.31 |
102.31 |
104.21 |
|
S3 |
100.51 |
101.63 |
104.05 |
|
S4 |
98.71 |
99.83 |
103.55 |
|
|
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 |
105.30 |
99.83 |
5.47 |
5.2% |
2.17 |
2.1% |
86% |
False |
False |
21,145 |
10 |
105.49 |
93.92 |
11.57 |
11.1% |
2.96 |
2.8% |
92% |
False |
False |
24,360 |
20 |
105.49 |
93.92 |
11.57 |
11.1% |
2.25 |
2.2% |
92% |
False |
False |
19,345 |
40 |
105.49 |
91.78 |
13.71 |
13.1% |
1.86 |
1.8% |
93% |
False |
False |
16,137 |
60 |
105.49 |
89.40 |
16.09 |
15.4% |
1.64 |
1.6% |
94% |
False |
False |
12,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.45 |
2.618 |
109.51 |
1.618 |
107.71 |
1.000 |
106.60 |
0.618 |
105.91 |
HIGH |
104.80 |
0.618 |
104.11 |
0.500 |
103.90 |
0.382 |
103.69 |
LOW |
103.00 |
0.618 |
101.89 |
1.000 |
101.20 |
1.618 |
100.09 |
2.618 |
98.29 |
4.250 |
95.35 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
104.33 |
104.05 |
PP |
104.11 |
103.56 |
S1 |
103.90 |
103.07 |
|