NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
101.91 |
104.20 |
2.29 |
2.2% |
98.00 |
| High |
103.88 |
105.40 |
1.52 |
1.5% |
105.07 |
| Low |
101.91 |
103.62 |
1.71 |
1.7% |
98.00 |
| Close |
103.79 |
105.14 |
1.35 |
1.3% |
101.82 |
| Range |
1.97 |
1.78 |
-0.19 |
-9.6% |
7.07 |
| ATR |
2.06 |
2.04 |
-0.02 |
-1.0% |
0.00 |
| Volume |
8,965 |
9,806 |
841 |
9.4% |
59,733 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.06 |
109.38 |
106.12 |
|
| R3 |
108.28 |
107.60 |
105.63 |
|
| R2 |
106.50 |
106.50 |
105.47 |
|
| R1 |
105.82 |
105.82 |
105.30 |
106.16 |
| PP |
104.72 |
104.72 |
104.72 |
104.89 |
| S1 |
104.04 |
104.04 |
104.98 |
104.38 |
| S2 |
102.94 |
102.94 |
104.81 |
|
| S3 |
101.16 |
102.26 |
104.65 |
|
| S4 |
99.38 |
100.48 |
104.16 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.84 |
119.40 |
105.71 |
|
| R3 |
115.77 |
112.33 |
103.76 |
|
| R2 |
108.70 |
108.70 |
103.12 |
|
| R1 |
105.26 |
105.26 |
102.47 |
106.98 |
| PP |
101.63 |
101.63 |
101.63 |
102.49 |
| S1 |
98.19 |
98.19 |
101.17 |
99.91 |
| S2 |
94.56 |
94.56 |
100.52 |
|
| S3 |
87.49 |
91.12 |
99.88 |
|
| S4 |
80.42 |
84.05 |
97.93 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.97 |
|
2.618 |
110.06 |
|
1.618 |
108.28 |
|
1.000 |
107.18 |
|
0.618 |
106.50 |
|
HIGH |
105.40 |
|
0.618 |
104.72 |
|
0.500 |
104.51 |
|
0.382 |
104.30 |
|
LOW |
103.62 |
|
0.618 |
102.52 |
|
1.000 |
101.84 |
|
1.618 |
100.74 |
|
2.618 |
98.96 |
|
4.250 |
96.06 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.93 |
104.50 |
| PP |
104.72 |
103.85 |
| S1 |
104.51 |
103.21 |
|