NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
84.84 |
84.44 |
-0.40 |
-0.5% |
89.06 |
| High |
85.97 |
85.95 |
-0.02 |
0.0% |
89.54 |
| Low |
83.85 |
84.12 |
0.27 |
0.3% |
85.10 |
| Close |
84.32 |
84.99 |
0.67 |
0.8% |
85.58 |
| Range |
2.12 |
1.83 |
-0.29 |
-13.7% |
4.44 |
| ATR |
2.20 |
2.18 |
-0.03 |
-1.2% |
0.00 |
| Volume |
254,293 |
266,548 |
12,255 |
4.8% |
1,673,656 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.51 |
89.58 |
86.00 |
|
| R3 |
88.68 |
87.75 |
85.49 |
|
| R2 |
86.85 |
86.85 |
85.33 |
|
| R1 |
85.92 |
85.92 |
85.16 |
86.39 |
| PP |
85.02 |
85.02 |
85.02 |
85.25 |
| S1 |
84.09 |
84.09 |
84.82 |
84.56 |
| S2 |
83.19 |
83.19 |
84.65 |
|
| S3 |
81.36 |
82.26 |
84.49 |
|
| S4 |
79.53 |
80.43 |
83.98 |
|
|
| 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 |
87.90 |
83.85 |
4.05 |
4.8% |
2.10 |
2.5% |
28% |
False |
False |
299,541 |
| 10 |
92.05 |
83.85 |
8.20 |
9.6% |
2.20 |
2.6% |
14% |
False |
False |
308,152 |
| 20 |
92.84 |
83.85 |
8.99 |
10.6% |
2.35 |
2.8% |
13% |
False |
False |
337,566 |
| 40 |
93.46 |
83.85 |
9.61 |
11.3% |
2.06 |
2.4% |
12% |
False |
False |
240,576 |
| 60 |
93.46 |
81.41 |
12.05 |
14.2% |
2.01 |
2.4% |
30% |
False |
False |
178,856 |
| 80 |
93.46 |
81.41 |
12.05 |
14.2% |
1.93 |
2.3% |
30% |
False |
False |
140,890 |
| 100 |
93.46 |
78.76 |
14.70 |
17.3% |
1.93 |
2.3% |
42% |
False |
False |
117,060 |
| 120 |
93.46 |
76.92 |
16.54 |
19.5% |
1.89 |
2.2% |
49% |
False |
False |
99,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.73 |
|
2.618 |
90.74 |
|
1.618 |
88.91 |
|
1.000 |
87.78 |
|
0.618 |
87.08 |
|
HIGH |
85.95 |
|
0.618 |
85.25 |
|
0.500 |
85.04 |
|
0.382 |
84.82 |
|
LOW |
84.12 |
|
0.618 |
82.99 |
|
1.000 |
82.29 |
|
1.618 |
81.16 |
|
2.618 |
79.33 |
|
4.250 |
76.34 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.04 |
85.19 |
| PP |
85.02 |
85.12 |
| S1 |
85.01 |
85.06 |
|