NYMEX Light Sweet Crude Oil Future December 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 |
102.60 |
101.39 |
-1.21 |
-1.2% |
97.70 |
| High |
103.51 |
104.40 |
0.89 |
0.9% |
105.00 |
| Low |
101.03 |
101.01 |
-0.02 |
0.0% |
97.70 |
| Close |
101.47 |
103.92 |
2.45 |
2.4% |
101.97 |
| Range |
2.48 |
3.39 |
0.91 |
36.7% |
7.30 |
| ATR |
2.44 |
2.50 |
0.07 |
2.8% |
0.00 |
| Volume |
60,414 |
40,394 |
-20,020 |
-33.1% |
406,226 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.28 |
111.99 |
105.78 |
|
| R3 |
109.89 |
108.60 |
104.85 |
|
| R2 |
106.50 |
106.50 |
104.54 |
|
| R1 |
105.21 |
105.21 |
104.23 |
105.86 |
| PP |
103.11 |
103.11 |
103.11 |
103.43 |
| S1 |
101.82 |
101.82 |
103.61 |
102.47 |
| S2 |
99.72 |
99.72 |
103.30 |
|
| S3 |
96.33 |
98.43 |
102.99 |
|
| S4 |
92.94 |
95.04 |
102.06 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.46 |
120.01 |
105.99 |
|
| R3 |
116.16 |
112.71 |
103.98 |
|
| R2 |
108.86 |
108.86 |
103.31 |
|
| R1 |
105.41 |
105.41 |
102.64 |
107.14 |
| PP |
101.56 |
101.56 |
101.56 |
102.42 |
| S1 |
98.11 |
98.11 |
101.30 |
99.84 |
| S2 |
94.26 |
94.26 |
100.63 |
|
| S3 |
86.96 |
90.81 |
99.96 |
|
| S4 |
79.66 |
83.51 |
97.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.81 |
|
2.618 |
113.28 |
|
1.618 |
109.89 |
|
1.000 |
107.79 |
|
0.618 |
106.50 |
|
HIGH |
104.40 |
|
0.618 |
103.11 |
|
0.500 |
102.71 |
|
0.382 |
102.30 |
|
LOW |
101.01 |
|
0.618 |
98.91 |
|
1.000 |
97.62 |
|
1.618 |
95.52 |
|
2.618 |
92.13 |
|
4.250 |
86.60 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
103.52 |
103.44 |
| PP |
103.11 |
102.95 |
| S1 |
102.71 |
102.47 |
|