NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
91.35 |
92.43 |
1.08 |
1.2% |
92.35 |
| High |
93.23 |
99.84 |
6.61 |
7.1% |
93.83 |
| Low |
90.94 |
92.29 |
1.35 |
1.5% |
90.27 |
| Close |
92.31 |
96.50 |
4.19 |
4.5% |
92.31 |
| Range |
2.29 |
7.55 |
5.26 |
229.7% |
3.56 |
| ATR |
1.83 |
2.24 |
0.41 |
22.3% |
0.00 |
| Volume |
165,823 |
0 |
-165,823 |
-100.0% |
635,854 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.86 |
115.23 |
100.65 |
|
| R3 |
111.31 |
107.68 |
98.58 |
|
| R2 |
103.76 |
103.76 |
97.88 |
|
| R1 |
100.13 |
100.13 |
97.19 |
101.95 |
| PP |
96.21 |
96.21 |
96.21 |
97.12 |
| S1 |
92.58 |
92.58 |
95.81 |
94.40 |
| S2 |
88.66 |
88.66 |
95.12 |
|
| S3 |
81.11 |
85.03 |
94.42 |
|
| S4 |
73.56 |
77.48 |
92.35 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.82 |
101.12 |
94.27 |
|
| R3 |
99.26 |
97.56 |
93.29 |
|
| R2 |
95.70 |
95.70 |
92.96 |
|
| R1 |
94.00 |
94.00 |
92.64 |
93.07 |
| PP |
92.14 |
92.14 |
92.14 |
91.67 |
| S1 |
90.44 |
90.44 |
91.98 |
89.51 |
| S2 |
88.58 |
88.58 |
91.66 |
|
| S3 |
85.02 |
86.88 |
91.33 |
|
| S4 |
81.46 |
83.32 |
90.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.84 |
90.27 |
9.57 |
9.9% |
3.02 |
3.1% |
65% |
True |
False |
103,706 |
| 10 |
99.84 |
90.27 |
9.57 |
9.9% |
2.34 |
2.4% |
65% |
True |
False |
112,520 |
| 20 |
99.84 |
89.40 |
10.44 |
10.8% |
2.20 |
2.3% |
68% |
True |
False |
103,507 |
| 40 |
99.84 |
89.40 |
10.44 |
10.8% |
1.99 |
2.1% |
68% |
True |
False |
73,836 |
| 60 |
99.84 |
84.57 |
15.27 |
15.8% |
1.82 |
1.9% |
78% |
True |
False |
54,827 |
| 80 |
99.84 |
82.22 |
17.62 |
18.3% |
1.72 |
1.8% |
81% |
True |
False |
43,495 |
| 100 |
99.84 |
82.22 |
17.62 |
18.3% |
1.64 |
1.7% |
81% |
True |
False |
36,091 |
| 120 |
99.84 |
79.15 |
20.69 |
21.4% |
1.50 |
1.5% |
84% |
True |
False |
30,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.93 |
|
2.618 |
119.61 |
|
1.618 |
112.06 |
|
1.000 |
107.39 |
|
0.618 |
104.51 |
|
HIGH |
99.84 |
|
0.618 |
96.96 |
|
0.500 |
96.07 |
|
0.382 |
95.17 |
|
LOW |
92.29 |
|
0.618 |
87.62 |
|
1.000 |
84.74 |
|
1.618 |
80.07 |
|
2.618 |
72.52 |
|
4.250 |
60.20 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.36 |
96.04 |
| PP |
96.21 |
95.58 |
| S1 |
96.07 |
95.12 |
|