NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
102.86 |
101.64 |
-1.22 |
-1.2% |
97.16 |
High |
103.00 |
103.79 |
0.79 |
0.8% |
105.32 |
Low |
100.84 |
101.64 |
0.80 |
0.8% |
97.14 |
Close |
101.09 |
103.59 |
2.50 |
2.5% |
101.62 |
Range |
2.16 |
2.15 |
-0.01 |
-0.5% |
8.18 |
ATR |
2.08 |
2.13 |
0.04 |
2.1% |
0.00 |
Volume |
7,415 |
8,913 |
1,498 |
20.2% |
59,544 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.46 |
108.67 |
104.77 |
|
R3 |
107.31 |
106.52 |
104.18 |
|
R2 |
105.16 |
105.16 |
103.98 |
|
R1 |
104.37 |
104.37 |
103.79 |
104.77 |
PP |
103.01 |
103.01 |
103.01 |
103.20 |
S1 |
102.22 |
102.22 |
103.39 |
102.62 |
S2 |
100.86 |
100.86 |
103.20 |
|
S3 |
98.71 |
100.07 |
103.00 |
|
S4 |
96.56 |
97.92 |
102.41 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.90 |
121.94 |
106.12 |
|
R3 |
117.72 |
113.76 |
103.87 |
|
R2 |
109.54 |
109.54 |
103.12 |
|
R1 |
105.58 |
105.58 |
102.37 |
107.56 |
PP |
101.36 |
101.36 |
101.36 |
102.35 |
S1 |
97.40 |
97.40 |
100.87 |
99.38 |
S2 |
93.18 |
93.18 |
100.12 |
|
S3 |
85.00 |
89.22 |
99.37 |
|
S4 |
76.82 |
81.04 |
97.12 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.93 |
2.618 |
109.42 |
1.618 |
107.27 |
1.000 |
105.94 |
0.618 |
105.12 |
HIGH |
103.79 |
0.618 |
102.97 |
0.500 |
102.72 |
0.382 |
102.46 |
LOW |
101.64 |
0.618 |
100.31 |
1.000 |
99.49 |
1.618 |
98.16 |
2.618 |
96.01 |
4.250 |
92.50 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
103.30 |
103.10 |
PP |
103.01 |
102.60 |
S1 |
102.72 |
102.11 |
|