NYMEX Light Sweet Crude Oil Future November 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 |
104.20 |
104.94 |
0.74 |
0.7% |
98.00 |
| High |
105.40 |
105.21 |
-0.19 |
-0.2% |
105.07 |
| Low |
103.62 |
103.49 |
-0.13 |
-0.1% |
98.00 |
| Close |
105.14 |
105.11 |
-0.03 |
0.0% |
101.82 |
| Range |
1.78 |
1.72 |
-0.06 |
-3.4% |
7.07 |
| ATR |
2.04 |
2.02 |
-0.02 |
-1.1% |
0.00 |
| Volume |
9,806 |
10,724 |
918 |
9.4% |
59,733 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.76 |
109.16 |
106.06 |
|
| R3 |
108.04 |
107.44 |
105.58 |
|
| R2 |
106.32 |
106.32 |
105.43 |
|
| R1 |
105.72 |
105.72 |
105.27 |
106.02 |
| PP |
104.60 |
104.60 |
104.60 |
104.76 |
| S1 |
104.00 |
104.00 |
104.95 |
104.30 |
| S2 |
102.88 |
102.88 |
104.79 |
|
| S3 |
101.16 |
102.28 |
104.64 |
|
| S4 |
99.44 |
100.56 |
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 |
112.52 |
|
2.618 |
109.71 |
|
1.618 |
107.99 |
|
1.000 |
106.93 |
|
0.618 |
106.27 |
|
HIGH |
105.21 |
|
0.618 |
104.55 |
|
0.500 |
104.35 |
|
0.382 |
104.15 |
|
LOW |
103.49 |
|
0.618 |
102.43 |
|
1.000 |
101.77 |
|
1.618 |
100.71 |
|
2.618 |
98.99 |
|
4.250 |
96.18 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.86 |
104.63 |
| PP |
104.60 |
104.14 |
| S1 |
104.35 |
103.66 |
|