NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
85.25 |
86.40 |
1.15 |
1.3% |
85.50 |
| High |
86.63 |
87.88 |
1.25 |
1.4% |
87.88 |
| Low |
84.38 |
85.65 |
1.27 |
1.5% |
83.85 |
| Close |
86.36 |
86.20 |
-0.16 |
-0.2% |
86.20 |
| Range |
2.25 |
2.23 |
-0.02 |
-0.9% |
4.03 |
| ATR |
2.18 |
2.19 |
0.00 |
0.2% |
0.00 |
| Volume |
162,859 |
103,650 |
-59,209 |
-36.4% |
1,063,138 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.27 |
91.96 |
87.43 |
|
| R3 |
91.04 |
89.73 |
86.81 |
|
| R2 |
88.81 |
88.81 |
86.61 |
|
| R1 |
87.50 |
87.50 |
86.40 |
87.04 |
| PP |
86.58 |
86.58 |
86.58 |
86.35 |
| S1 |
85.27 |
85.27 |
86.00 |
84.81 |
| S2 |
84.35 |
84.35 |
85.79 |
|
| S3 |
82.12 |
83.04 |
85.59 |
|
| S4 |
79.89 |
80.81 |
84.97 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.07 |
96.16 |
88.42 |
|
| R3 |
94.04 |
92.13 |
87.31 |
|
| R2 |
90.01 |
90.01 |
86.94 |
|
| R1 |
88.10 |
88.10 |
86.57 |
89.06 |
| PP |
85.98 |
85.98 |
85.98 |
86.45 |
| S1 |
84.07 |
84.07 |
85.83 |
85.03 |
| S2 |
81.95 |
81.95 |
85.46 |
|
| S3 |
77.92 |
80.04 |
85.09 |
|
| S4 |
73.89 |
76.01 |
83.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.88 |
83.85 |
4.03 |
4.7% |
2.07 |
2.4% |
58% |
True |
False |
212,627 |
| 10 |
89.54 |
83.85 |
5.69 |
6.6% |
2.12 |
2.5% |
41% |
False |
False |
273,679 |
| 20 |
92.84 |
83.85 |
8.99 |
10.4% |
2.36 |
2.7% |
26% |
False |
False |
315,944 |
| 40 |
93.46 |
83.85 |
9.61 |
11.1% |
2.13 |
2.5% |
24% |
False |
False |
243,327 |
| 60 |
93.46 |
82.11 |
11.35 |
13.2% |
2.02 |
2.3% |
36% |
False |
False |
182,166 |
| 80 |
93.46 |
81.41 |
12.05 |
14.0% |
1.95 |
2.3% |
40% |
False |
False |
143,809 |
| 100 |
93.46 |
79.51 |
13.95 |
16.2% |
1.95 |
2.3% |
48% |
False |
False |
119,374 |
| 120 |
93.46 |
77.26 |
16.20 |
18.8% |
1.90 |
2.2% |
55% |
False |
False |
102,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.36 |
|
2.618 |
93.72 |
|
1.618 |
91.49 |
|
1.000 |
90.11 |
|
0.618 |
89.26 |
|
HIGH |
87.88 |
|
0.618 |
87.03 |
|
0.500 |
86.77 |
|
0.382 |
86.50 |
|
LOW |
85.65 |
|
0.618 |
84.27 |
|
1.000 |
83.42 |
|
1.618 |
82.04 |
|
2.618 |
79.81 |
|
4.250 |
76.17 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.77 |
86.13 |
| PP |
86.58 |
86.07 |
| S1 |
86.39 |
86.00 |
|