NYMEX Light Sweet Crude Oil Future December 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 |
104.05 |
105.66 |
1.61 |
1.5% |
97.70 |
| High |
105.82 |
105.66 |
-0.16 |
-0.2% |
105.00 |
| Low |
103.61 |
103.41 |
-0.20 |
-0.2% |
97.70 |
| Close |
105.19 |
105.22 |
0.03 |
0.0% |
101.97 |
| Range |
2.21 |
2.25 |
0.04 |
1.8% |
7.30 |
| ATR |
2.48 |
2.47 |
-0.02 |
-0.7% |
0.00 |
| Volume |
67,716 |
73,740 |
6,024 |
8.9% |
406,226 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.51 |
110.62 |
106.46 |
|
| R3 |
109.26 |
108.37 |
105.84 |
|
| R2 |
107.01 |
107.01 |
105.63 |
|
| R1 |
106.12 |
106.12 |
105.43 |
105.44 |
| PP |
104.76 |
104.76 |
104.76 |
104.43 |
| S1 |
103.87 |
103.87 |
105.01 |
103.19 |
| S2 |
102.51 |
102.51 |
104.81 |
|
| S3 |
100.26 |
101.62 |
104.60 |
|
| S4 |
98.01 |
99.37 |
103.98 |
|
|
| 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 |
115.22 |
|
2.618 |
111.55 |
|
1.618 |
109.30 |
|
1.000 |
107.91 |
|
0.618 |
107.05 |
|
HIGH |
105.66 |
|
0.618 |
104.80 |
|
0.500 |
104.54 |
|
0.382 |
104.27 |
|
LOW |
103.41 |
|
0.618 |
102.02 |
|
1.000 |
101.16 |
|
1.618 |
99.77 |
|
2.618 |
97.52 |
|
4.250 |
93.85 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
104.99 |
104.62 |
| PP |
104.76 |
104.02 |
| S1 |
104.54 |
103.42 |
|