NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
87.70 |
85.50 |
-2.20 |
-2.5% |
89.06 |
| High |
87.77 |
86.52 |
-1.25 |
-1.4% |
89.54 |
| Low |
85.10 |
84.58 |
-0.52 |
-0.6% |
85.10 |
| Close |
85.58 |
84.81 |
-0.77 |
-0.9% |
85.58 |
| Range |
2.67 |
1.94 |
-0.73 |
-27.3% |
4.44 |
| ATR |
2.23 |
2.21 |
-0.02 |
-0.9% |
0.00 |
| Volume |
326,739 |
275,788 |
-50,951 |
-15.6% |
1,673,656 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.12 |
89.91 |
85.88 |
|
| R3 |
89.18 |
87.97 |
85.34 |
|
| R2 |
87.24 |
87.24 |
85.17 |
|
| R1 |
86.03 |
86.03 |
84.99 |
85.67 |
| PP |
85.30 |
85.30 |
85.30 |
85.12 |
| S1 |
84.09 |
84.09 |
84.63 |
83.73 |
| S2 |
83.36 |
83.36 |
84.45 |
|
| S3 |
81.42 |
82.15 |
84.28 |
|
| S4 |
79.48 |
80.21 |
83.74 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.06 |
97.26 |
88.02 |
|
| R3 |
95.62 |
92.82 |
86.80 |
|
| R2 |
91.18 |
91.18 |
86.39 |
|
| R1 |
88.38 |
88.38 |
85.99 |
87.56 |
| PP |
86.74 |
86.74 |
86.74 |
86.33 |
| S1 |
83.94 |
83.94 |
85.17 |
83.12 |
| S2 |
82.30 |
82.30 |
84.77 |
|
| S3 |
77.86 |
79.50 |
84.36 |
|
| S4 |
73.42 |
75.06 |
83.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.11 |
84.58 |
3.53 |
4.2% |
2.07 |
2.4% |
7% |
False |
True |
333,728 |
| 10 |
92.45 |
84.58 |
7.87 |
9.3% |
2.17 |
2.6% |
3% |
False |
True |
323,320 |
| 20 |
93.02 |
84.58 |
8.44 |
10.0% |
2.30 |
2.7% |
3% |
False |
True |
338,962 |
| 40 |
93.46 |
84.58 |
8.88 |
10.5% |
2.04 |
2.4% |
3% |
False |
True |
231,208 |
| 60 |
93.46 |
81.41 |
12.05 |
14.2% |
2.00 |
2.4% |
28% |
False |
False |
171,397 |
| 80 |
93.46 |
81.41 |
12.05 |
14.2% |
1.93 |
2.3% |
28% |
False |
False |
135,095 |
| 100 |
93.46 |
78.05 |
15.41 |
18.2% |
1.93 |
2.3% |
44% |
False |
False |
112,174 |
| 120 |
93.46 |
74.29 |
19.17 |
22.6% |
1.88 |
2.2% |
55% |
False |
False |
95,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.77 |
|
2.618 |
91.60 |
|
1.618 |
89.66 |
|
1.000 |
88.46 |
|
0.618 |
87.72 |
|
HIGH |
86.52 |
|
0.618 |
85.78 |
|
0.500 |
85.55 |
|
0.382 |
85.32 |
|
LOW |
84.58 |
|
0.618 |
83.38 |
|
1.000 |
82.64 |
|
1.618 |
81.44 |
|
2.618 |
79.50 |
|
4.250 |
76.34 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.55 |
86.24 |
| PP |
85.30 |
85.76 |
| S1 |
85.06 |
85.29 |
|