NYMEX Light Sweet Crude Oil Future March 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 |
86.40 |
86.38 |
-0.02 |
0.0% |
85.50 |
| High |
87.88 |
94.49 |
6.61 |
7.5% |
87.88 |
| Low |
85.65 |
86.25 |
0.60 |
0.7% |
83.85 |
| Close |
86.20 |
93.57 |
7.37 |
8.5% |
86.20 |
| Range |
2.23 |
8.24 |
6.01 |
269.5% |
4.03 |
| ATR |
2.19 |
2.62 |
0.44 |
19.9% |
0.00 |
| Volume |
103,650 |
0 |
-103,650 |
-100.0% |
1,063,138 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.16 |
113.10 |
98.10 |
|
| R3 |
107.92 |
104.86 |
95.84 |
|
| R2 |
99.68 |
99.68 |
95.08 |
|
| R1 |
96.62 |
96.62 |
94.33 |
98.15 |
| PP |
91.44 |
91.44 |
91.44 |
92.20 |
| S1 |
88.38 |
88.38 |
92.81 |
89.91 |
| S2 |
83.20 |
83.20 |
92.06 |
|
| S3 |
74.96 |
80.14 |
91.30 |
|
| S4 |
66.72 |
71.90 |
89.04 |
|
|
| 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 |
94.49 |
83.85 |
10.64 |
11.4% |
3.33 |
3.6% |
91% |
True |
False |
157,470 |
| 10 |
94.49 |
83.85 |
10.64 |
11.4% |
2.70 |
2.9% |
91% |
True |
False |
245,599 |
| 20 |
94.49 |
83.85 |
10.64 |
11.4% |
2.66 |
2.8% |
91% |
True |
False |
299,058 |
| 40 |
94.49 |
83.85 |
10.64 |
11.4% |
2.30 |
2.5% |
91% |
True |
False |
241,692 |
| 60 |
94.49 |
83.84 |
10.65 |
11.4% |
2.10 |
2.2% |
91% |
True |
False |
181,582 |
| 80 |
94.49 |
81.41 |
13.08 |
14.0% |
2.03 |
2.2% |
93% |
True |
False |
143,588 |
| 100 |
94.49 |
81.40 |
13.09 |
14.0% |
2.01 |
2.1% |
93% |
True |
False |
119,206 |
| 120 |
94.49 |
77.98 |
16.51 |
17.6% |
1.94 |
2.1% |
94% |
True |
False |
101,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.51 |
|
2.618 |
116.06 |
|
1.618 |
107.82 |
|
1.000 |
102.73 |
|
0.618 |
99.58 |
|
HIGH |
94.49 |
|
0.618 |
91.34 |
|
0.500 |
90.37 |
|
0.382 |
89.40 |
|
LOW |
86.25 |
|
0.618 |
81.16 |
|
1.000 |
78.01 |
|
1.618 |
72.92 |
|
2.618 |
64.68 |
|
4.250 |
51.23 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.50 |
92.19 |
| PP |
91.44 |
90.81 |
| S1 |
90.37 |
89.44 |
|