NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
84.44 |
85.25 |
0.81 |
1.0% |
89.06 |
| High |
85.95 |
86.63 |
0.68 |
0.8% |
89.54 |
| Low |
84.12 |
84.38 |
0.26 |
0.3% |
85.10 |
| Close |
84.99 |
86.36 |
1.37 |
1.6% |
85.58 |
| Range |
1.83 |
2.25 |
0.42 |
23.0% |
4.44 |
| ATR |
2.18 |
2.18 |
0.01 |
0.2% |
0.00 |
| Volume |
266,548 |
162,859 |
-103,689 |
-38.9% |
1,673,656 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.54 |
91.70 |
87.60 |
|
| R3 |
90.29 |
89.45 |
86.98 |
|
| R2 |
88.04 |
88.04 |
86.77 |
|
| R1 |
87.20 |
87.20 |
86.57 |
87.62 |
| PP |
85.79 |
85.79 |
85.79 |
86.00 |
| S1 |
84.95 |
84.95 |
86.15 |
85.37 |
| S2 |
83.54 |
83.54 |
85.95 |
|
| S3 |
81.29 |
82.70 |
85.74 |
|
| S4 |
79.04 |
80.45 |
85.12 |
|
|
| 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 |
87.77 |
83.85 |
3.92 |
4.5% |
2.16 |
2.5% |
64% |
False |
False |
257,245 |
| 10 |
91.67 |
83.85 |
7.82 |
9.1% |
2.22 |
2.6% |
32% |
False |
False |
296,764 |
| 20 |
92.84 |
83.85 |
8.99 |
10.4% |
2.32 |
2.7% |
28% |
False |
False |
324,346 |
| 40 |
93.46 |
83.85 |
9.61 |
11.1% |
2.09 |
2.4% |
26% |
False |
False |
242,224 |
| 60 |
93.46 |
81.41 |
12.05 |
14.0% |
2.01 |
2.3% |
41% |
False |
False |
180,943 |
| 80 |
93.46 |
81.41 |
12.05 |
14.0% |
1.94 |
2.2% |
41% |
False |
False |
142,761 |
| 100 |
93.46 |
78.97 |
14.49 |
16.8% |
1.94 |
2.2% |
51% |
False |
False |
118,475 |
| 120 |
93.46 |
77.26 |
16.20 |
18.8% |
1.88 |
2.2% |
56% |
False |
False |
101,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.19 |
|
2.618 |
92.52 |
|
1.618 |
90.27 |
|
1.000 |
88.88 |
|
0.618 |
88.02 |
|
HIGH |
86.63 |
|
0.618 |
85.77 |
|
0.500 |
85.51 |
|
0.382 |
85.24 |
|
LOW |
84.38 |
|
0.618 |
82.99 |
|
1.000 |
82.13 |
|
1.618 |
80.74 |
|
2.618 |
78.49 |
|
4.250 |
74.82 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.08 |
85.99 |
| PP |
85.79 |
85.61 |
| S1 |
85.51 |
85.24 |
|