NYMEX Light Sweet Crude Oil Future November 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 |
104.94 |
105.87 |
0.93 |
0.9% |
103.09 |
| High |
105.21 |
106.77 |
1.56 |
1.5% |
106.77 |
| Low |
103.49 |
105.61 |
2.12 |
2.0% |
101.01 |
| Close |
105.11 |
106.62 |
1.51 |
1.4% |
106.62 |
| Range |
1.72 |
1.16 |
-0.56 |
-32.6% |
5.76 |
| ATR |
2.02 |
1.99 |
-0.03 |
-1.3% |
0.00 |
| Volume |
10,724 |
8,282 |
-2,442 |
-22.8% |
46,063 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.81 |
109.38 |
107.26 |
|
| R3 |
108.65 |
108.22 |
106.94 |
|
| R2 |
107.49 |
107.49 |
106.83 |
|
| R1 |
107.06 |
107.06 |
106.73 |
107.28 |
| PP |
106.33 |
106.33 |
106.33 |
106.44 |
| S1 |
105.90 |
105.90 |
106.51 |
106.12 |
| S2 |
105.17 |
105.17 |
106.41 |
|
| S3 |
104.01 |
104.74 |
106.30 |
|
| S4 |
102.85 |
103.58 |
105.98 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.08 |
120.11 |
109.79 |
|
| R3 |
116.32 |
114.35 |
108.20 |
|
| R2 |
110.56 |
110.56 |
107.68 |
|
| R1 |
108.59 |
108.59 |
107.15 |
109.58 |
| PP |
104.80 |
104.80 |
104.80 |
105.29 |
| S1 |
102.83 |
102.83 |
106.09 |
103.82 |
| S2 |
99.04 |
99.04 |
105.56 |
|
| S3 |
93.28 |
97.07 |
105.04 |
|
| S4 |
87.52 |
91.31 |
103.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.70 |
|
2.618 |
109.81 |
|
1.618 |
108.65 |
|
1.000 |
107.93 |
|
0.618 |
107.49 |
|
HIGH |
106.77 |
|
0.618 |
106.33 |
|
0.500 |
106.19 |
|
0.382 |
106.05 |
|
LOW |
105.61 |
|
0.618 |
104.89 |
|
1.000 |
104.45 |
|
1.618 |
103.73 |
|
2.618 |
102.57 |
|
4.250 |
100.68 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
106.48 |
106.12 |
| PP |
106.33 |
105.63 |
| S1 |
106.19 |
105.13 |
|