NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
89.10 |
88.70 |
-0.40 |
-0.4% |
92.01 |
| High |
90.40 |
89.57 |
-0.83 |
-0.9% |
92.42 |
| Low |
88.50 |
87.10 |
-1.40 |
-1.6% |
88.70 |
| Close |
88.73 |
87.57 |
-1.16 |
-1.3% |
89.13 |
| Range |
1.90 |
2.47 |
0.57 |
30.0% |
3.72 |
| ATR |
2.01 |
2.04 |
0.03 |
1.6% |
0.00 |
| Volume |
248,656 |
218,628 |
-30,028 |
-12.1% |
993,890 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.49 |
94.00 |
88.93 |
|
| R3 |
93.02 |
91.53 |
88.25 |
|
| R2 |
90.55 |
90.55 |
88.02 |
|
| R1 |
89.06 |
89.06 |
87.80 |
88.57 |
| PP |
88.08 |
88.08 |
88.08 |
87.84 |
| S1 |
86.59 |
86.59 |
87.34 |
86.10 |
| S2 |
85.61 |
85.61 |
87.12 |
|
| S3 |
83.14 |
84.12 |
86.89 |
|
| S4 |
80.67 |
81.65 |
86.21 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.24 |
98.91 |
91.18 |
|
| R3 |
97.52 |
95.19 |
90.15 |
|
| R2 |
93.80 |
93.80 |
89.81 |
|
| R1 |
91.47 |
91.47 |
89.47 |
90.78 |
| PP |
90.08 |
90.08 |
90.08 |
89.74 |
| S1 |
87.75 |
87.75 |
88.79 |
87.06 |
| S2 |
86.36 |
86.36 |
88.45 |
|
| S3 |
82.64 |
84.03 |
88.11 |
|
| S4 |
78.92 |
80.31 |
87.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.09 |
87.10 |
3.99 |
4.6% |
1.93 |
2.2% |
12% |
False |
True |
231,223 |
| 10 |
94.64 |
87.10 |
7.54 |
8.6% |
2.02 |
2.3% |
6% |
False |
True |
190,422 |
| 20 |
94.89 |
87.10 |
7.79 |
8.9% |
2.13 |
2.4% |
6% |
False |
True |
171,078 |
| 40 |
94.89 |
87.10 |
7.79 |
8.9% |
1.92 |
2.2% |
6% |
False |
True |
116,607 |
| 60 |
94.89 |
81.81 |
13.08 |
14.9% |
1.89 |
2.2% |
44% |
False |
False |
85,324 |
| 80 |
94.89 |
81.81 |
13.08 |
14.9% |
1.77 |
2.0% |
44% |
False |
False |
67,198 |
| 100 |
94.89 |
79.25 |
15.64 |
17.9% |
1.75 |
2.0% |
53% |
False |
False |
55,771 |
| 120 |
94.89 |
77.70 |
17.19 |
19.6% |
1.69 |
1.9% |
57% |
False |
False |
47,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.07 |
|
2.618 |
96.04 |
|
1.618 |
93.57 |
|
1.000 |
92.04 |
|
0.618 |
91.10 |
|
HIGH |
89.57 |
|
0.618 |
88.63 |
|
0.500 |
88.34 |
|
0.382 |
88.04 |
|
LOW |
87.10 |
|
0.618 |
85.57 |
|
1.000 |
84.63 |
|
1.618 |
83.10 |
|
2.618 |
80.63 |
|
4.250 |
76.60 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.34 |
89.01 |
| PP |
88.08 |
88.53 |
| S1 |
87.83 |
88.05 |
|