NYMEX Light Sweet Crude Oil Future April 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 |
88.70 |
87.75 |
-0.95 |
-1.1% |
92.01 |
| High |
89.57 |
88.77 |
-0.80 |
-0.9% |
92.42 |
| Low |
87.10 |
87.09 |
-0.01 |
0.0% |
88.70 |
| Close |
87.57 |
87.84 |
0.27 |
0.3% |
89.13 |
| Range |
2.47 |
1.68 |
-0.79 |
-32.0% |
3.72 |
| ATR |
2.04 |
2.01 |
-0.03 |
-1.3% |
0.00 |
| Volume |
218,628 |
235,958 |
17,330 |
7.9% |
993,890 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.94 |
92.07 |
88.76 |
|
| R3 |
91.26 |
90.39 |
88.30 |
|
| R2 |
89.58 |
89.58 |
88.15 |
|
| R1 |
88.71 |
88.71 |
87.99 |
89.15 |
| PP |
87.90 |
87.90 |
87.90 |
88.12 |
| S1 |
87.03 |
87.03 |
87.69 |
87.47 |
| S2 |
86.22 |
86.22 |
87.53 |
|
| S3 |
84.54 |
85.35 |
87.38 |
|
| S4 |
82.86 |
83.67 |
86.92 |
|
|
| 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 |
90.97 |
87.09 |
3.88 |
4.4% |
1.99 |
2.3% |
19% |
False |
True |
234,622 |
| 10 |
94.64 |
87.09 |
7.55 |
8.6% |
2.04 |
2.3% |
10% |
False |
True |
197,068 |
| 20 |
94.89 |
87.09 |
7.80 |
8.9% |
2.14 |
2.4% |
10% |
False |
True |
179,312 |
| 40 |
94.89 |
87.09 |
7.80 |
8.9% |
1.92 |
2.2% |
10% |
False |
True |
121,458 |
| 60 |
94.89 |
81.81 |
13.08 |
14.9% |
1.88 |
2.1% |
46% |
False |
False |
89,078 |
| 80 |
94.89 |
81.81 |
13.08 |
14.9% |
1.78 |
2.0% |
46% |
False |
False |
70,007 |
| 100 |
94.89 |
79.25 |
15.64 |
17.8% |
1.75 |
2.0% |
55% |
False |
False |
58,055 |
| 120 |
94.89 |
77.94 |
16.95 |
19.3% |
1.70 |
1.9% |
58% |
False |
False |
49,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.91 |
|
2.618 |
93.17 |
|
1.618 |
91.49 |
|
1.000 |
90.45 |
|
0.618 |
89.81 |
|
HIGH |
88.77 |
|
0.618 |
88.13 |
|
0.500 |
87.93 |
|
0.382 |
87.73 |
|
LOW |
87.09 |
|
0.618 |
86.05 |
|
1.000 |
85.41 |
|
1.618 |
84.37 |
|
2.618 |
82.69 |
|
4.250 |
79.95 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.93 |
88.75 |
| PP |
87.90 |
88.44 |
| S1 |
87.87 |
88.14 |
|