NYMEX Light Sweet Crude Oil Future April 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 |
89.00 |
90.04 |
1.04 |
1.2% |
89.10 |
| High |
90.96 |
98.48 |
7.52 |
8.3% |
90.96 |
| Low |
88.43 |
89.77 |
1.34 |
1.5% |
87.09 |
| Close |
89.71 |
95.18 |
5.47 |
6.1% |
89.71 |
| Range |
2.53 |
8.71 |
6.18 |
244.3% |
3.87 |
| ATR |
2.04 |
2.52 |
0.48 |
23.5% |
0.00 |
| Volume |
350,314 |
0 |
-350,314 |
-100.0% |
1,350,996 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.61 |
116.60 |
99.97 |
|
| R3 |
111.90 |
107.89 |
97.58 |
|
| R2 |
103.19 |
103.19 |
96.78 |
|
| R1 |
99.18 |
99.18 |
95.98 |
101.19 |
| PP |
94.48 |
94.48 |
94.48 |
95.48 |
| S1 |
90.47 |
90.47 |
94.38 |
92.48 |
| S2 |
85.77 |
85.77 |
93.58 |
|
| S3 |
77.06 |
81.76 |
92.78 |
|
| S4 |
68.35 |
73.05 |
90.39 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.86 |
99.16 |
91.84 |
|
| R3 |
96.99 |
95.29 |
90.77 |
|
| R2 |
93.12 |
93.12 |
90.42 |
|
| R1 |
91.42 |
91.42 |
90.06 |
92.27 |
| PP |
89.25 |
89.25 |
89.25 |
89.68 |
| S1 |
87.55 |
87.55 |
89.36 |
88.40 |
| S2 |
85.38 |
85.38 |
89.00 |
|
| S3 |
81.51 |
83.68 |
88.65 |
|
| S4 |
77.64 |
79.81 |
87.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.48 |
87.09 |
11.39 |
12.0% |
3.46 |
3.6% |
71% |
True |
False |
220,468 |
| 10 |
98.48 |
87.09 |
11.39 |
12.0% |
2.67 |
2.8% |
71% |
True |
False |
219,811 |
| 20 |
98.48 |
87.09 |
11.39 |
12.0% |
2.49 |
2.6% |
71% |
True |
False |
193,541 |
| 40 |
98.48 |
87.09 |
11.39 |
12.0% |
2.17 |
2.3% |
71% |
True |
False |
135,096 |
| 60 |
98.48 |
84.25 |
14.23 |
15.0% |
1.99 |
2.1% |
77% |
True |
False |
99,195 |
| 80 |
98.48 |
81.81 |
16.67 |
17.5% |
1.89 |
2.0% |
80% |
True |
False |
77,777 |
| 100 |
98.48 |
81.81 |
16.67 |
17.5% |
1.84 |
1.9% |
80% |
True |
False |
64,264 |
| 120 |
98.48 |
78.19 |
20.29 |
21.3% |
1.77 |
1.9% |
84% |
True |
False |
54,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.50 |
|
2.618 |
121.28 |
|
1.618 |
112.57 |
|
1.000 |
107.19 |
|
0.618 |
103.86 |
|
HIGH |
98.48 |
|
0.618 |
95.15 |
|
0.500 |
94.13 |
|
0.382 |
93.10 |
|
LOW |
89.77 |
|
0.618 |
84.39 |
|
1.000 |
81.06 |
|
1.618 |
75.68 |
|
2.618 |
66.97 |
|
4.250 |
52.75 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.83 |
94.43 |
| PP |
94.48 |
93.67 |
| S1 |
94.13 |
92.92 |
|