NYMEX Light Sweet Crude Oil Future September 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 |
105.30 |
104.82 |
-0.48 |
-0.5% |
102.95 |
| High |
105.30 |
106.88 |
1.58 |
1.5% |
106.88 |
| Low |
103.07 |
104.76 |
1.69 |
1.6% |
100.60 |
| Close |
104.78 |
106.66 |
1.88 |
1.8% |
106.66 |
| Range |
2.23 |
2.12 |
-0.11 |
-4.9% |
6.28 |
| ATR |
2.29 |
2.28 |
-0.01 |
-0.5% |
0.00 |
| Volume |
18,588 |
19,259 |
671 |
3.6% |
84,788 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.46 |
111.68 |
107.83 |
|
| R3 |
110.34 |
109.56 |
107.24 |
|
| R2 |
108.22 |
108.22 |
107.05 |
|
| R1 |
107.44 |
107.44 |
106.85 |
107.83 |
| PP |
106.10 |
106.10 |
106.10 |
106.30 |
| S1 |
105.32 |
105.32 |
106.47 |
105.71 |
| S2 |
103.98 |
103.98 |
106.27 |
|
| S3 |
101.86 |
103.20 |
106.08 |
|
| S4 |
99.74 |
101.08 |
105.49 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.55 |
121.39 |
110.11 |
|
| R3 |
117.27 |
115.11 |
108.39 |
|
| R2 |
110.99 |
110.99 |
107.81 |
|
| R1 |
108.83 |
108.83 |
107.24 |
109.91 |
| PP |
104.71 |
104.71 |
104.71 |
105.26 |
| S1 |
102.55 |
102.55 |
106.08 |
103.63 |
| S2 |
98.43 |
98.43 |
105.51 |
|
| S3 |
92.15 |
96.27 |
104.93 |
|
| S4 |
85.87 |
89.99 |
103.21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.89 |
|
2.618 |
112.43 |
|
1.618 |
110.31 |
|
1.000 |
109.00 |
|
0.618 |
108.19 |
|
HIGH |
106.88 |
|
0.618 |
106.07 |
|
0.500 |
105.82 |
|
0.382 |
105.57 |
|
LOW |
104.76 |
|
0.618 |
103.45 |
|
1.000 |
102.64 |
|
1.618 |
101.33 |
|
2.618 |
99.21 |
|
4.250 |
95.75 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.38 |
106.10 |
| PP |
106.10 |
105.54 |
| S1 |
105.82 |
104.98 |
|