NYMEX Light Sweet Crude Oil Future December 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 |
101.39 |
104.05 |
2.66 |
2.6% |
97.70 |
| High |
104.40 |
105.82 |
1.42 |
1.4% |
105.00 |
| Low |
101.01 |
103.61 |
2.60 |
2.6% |
97.70 |
| Close |
103.92 |
105.19 |
1.27 |
1.2% |
101.97 |
| Range |
3.39 |
2.21 |
-1.18 |
-34.8% |
7.30 |
| ATR |
2.50 |
2.48 |
-0.02 |
-0.8% |
0.00 |
| Volume |
40,394 |
67,716 |
27,322 |
67.6% |
406,226 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.50 |
110.56 |
106.41 |
|
| R3 |
109.29 |
108.35 |
105.80 |
|
| R2 |
107.08 |
107.08 |
105.60 |
|
| R1 |
106.14 |
106.14 |
105.39 |
106.61 |
| PP |
104.87 |
104.87 |
104.87 |
105.11 |
| S1 |
103.93 |
103.93 |
104.99 |
104.40 |
| S2 |
102.66 |
102.66 |
104.78 |
|
| S3 |
100.45 |
101.72 |
104.58 |
|
| S4 |
98.24 |
99.51 |
103.97 |
|
|
| 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 |
115.21 |
|
2.618 |
111.61 |
|
1.618 |
109.40 |
|
1.000 |
108.03 |
|
0.618 |
107.19 |
|
HIGH |
105.82 |
|
0.618 |
104.98 |
|
0.500 |
104.72 |
|
0.382 |
104.45 |
|
LOW |
103.61 |
|
0.618 |
102.24 |
|
1.000 |
101.40 |
|
1.618 |
100.03 |
|
2.618 |
97.82 |
|
4.250 |
94.22 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
105.03 |
104.60 |
| PP |
104.87 |
104.01 |
| S1 |
104.72 |
103.42 |
|