NYMEX Light Sweet Crude Oil Future October 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 |
104.83 |
105.39 |
0.56 |
0.5% |
102.86 |
| High |
105.00 |
106.83 |
1.83 |
1.7% |
106.83 |
| Low |
103.72 |
105.39 |
1.67 |
1.6% |
100.84 |
| Close |
104.96 |
106.65 |
1.69 |
1.6% |
106.65 |
| Range |
1.28 |
1.44 |
0.16 |
12.5% |
5.99 |
| ATR |
2.03 |
2.02 |
-0.01 |
-0.6% |
0.00 |
| Volume |
9,852 |
8,358 |
-1,494 |
-15.2% |
44,654 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.61 |
110.07 |
107.44 |
|
| R3 |
109.17 |
108.63 |
107.05 |
|
| R2 |
107.73 |
107.73 |
106.91 |
|
| R1 |
107.19 |
107.19 |
106.78 |
107.46 |
| PP |
106.29 |
106.29 |
106.29 |
106.43 |
| S1 |
105.75 |
105.75 |
106.52 |
106.02 |
| S2 |
104.85 |
104.85 |
106.39 |
|
| S3 |
103.41 |
104.31 |
106.25 |
|
| S4 |
101.97 |
102.87 |
105.86 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.74 |
120.69 |
109.94 |
|
| R3 |
116.75 |
114.70 |
108.30 |
|
| R2 |
110.76 |
110.76 |
107.75 |
|
| R1 |
108.71 |
108.71 |
107.20 |
109.74 |
| PP |
104.77 |
104.77 |
104.77 |
105.29 |
| S1 |
102.72 |
102.72 |
106.10 |
103.75 |
| S2 |
98.78 |
98.78 |
105.55 |
|
| S3 |
92.79 |
96.73 |
105.00 |
|
| S4 |
86.80 |
90.74 |
103.36 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.95 |
|
2.618 |
110.60 |
|
1.618 |
109.16 |
|
1.000 |
108.27 |
|
0.618 |
107.72 |
|
HIGH |
106.83 |
|
0.618 |
106.28 |
|
0.500 |
106.11 |
|
0.382 |
105.94 |
|
LOW |
105.39 |
|
0.618 |
104.50 |
|
1.000 |
103.95 |
|
1.618 |
103.06 |
|
2.618 |
101.62 |
|
4.250 |
99.27 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.47 |
106.16 |
| PP |
106.29 |
105.67 |
| S1 |
106.11 |
105.18 |
|