NYMEX Light Sweet Crude Oil Future September 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 |
103.86 |
105.30 |
1.44 |
1.4% |
96.58 |
High |
105.48 |
105.30 |
-0.18 |
-0.2% |
106.00 |
Low |
103.23 |
103.07 |
-0.16 |
-0.2% |
96.58 |
Close |
104.90 |
104.78 |
-0.12 |
-0.1% |
101.39 |
Range |
2.25 |
2.23 |
-0.02 |
-0.9% |
9.42 |
ATR |
2.29 |
2.29 |
0.00 |
-0.2% |
0.00 |
Volume |
20,896 |
18,588 |
-2,308 |
-11.0% |
116,751 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.07 |
110.16 |
106.01 |
|
R3 |
108.84 |
107.93 |
105.39 |
|
R2 |
106.61 |
106.61 |
105.19 |
|
R1 |
105.70 |
105.70 |
104.98 |
105.04 |
PP |
104.38 |
104.38 |
104.38 |
104.06 |
S1 |
103.47 |
103.47 |
104.58 |
102.81 |
S2 |
102.15 |
102.15 |
104.37 |
|
S3 |
99.92 |
101.24 |
104.17 |
|
S4 |
97.69 |
99.01 |
103.55 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129.58 |
124.91 |
106.57 |
|
R3 |
120.16 |
115.49 |
103.98 |
|
R2 |
110.74 |
110.74 |
103.12 |
|
R1 |
106.07 |
106.07 |
102.25 |
108.41 |
PP |
101.32 |
101.32 |
101.32 |
102.49 |
S1 |
96.65 |
96.65 |
100.53 |
98.99 |
S2 |
91.90 |
91.90 |
99.66 |
|
S3 |
82.48 |
87.23 |
98.80 |
|
S4 |
73.06 |
77.81 |
96.21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.78 |
2.618 |
111.14 |
1.618 |
108.91 |
1.000 |
107.53 |
0.618 |
106.68 |
HIGH |
105.30 |
0.618 |
104.45 |
0.500 |
104.19 |
0.382 |
103.92 |
LOW |
103.07 |
0.618 |
101.69 |
1.000 |
100.84 |
1.618 |
99.46 |
2.618 |
97.23 |
4.250 |
93.59 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
104.58 |
104.23 |
PP |
104.38 |
103.68 |
S1 |
104.19 |
103.14 |
|