NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
93.68 |
92.35 |
-1.33 |
-1.4% |
94.24 |
| High |
93.70 |
93.83 |
0.13 |
0.1% |
94.64 |
| Low |
91.91 |
92.03 |
0.12 |
0.1% |
91.63 |
| Close |
92.35 |
92.26 |
-0.09 |
-0.1% |
92.35 |
| Range |
1.79 |
1.80 |
0.01 |
0.6% |
3.01 |
| ATR |
1.82 |
1.82 |
0.00 |
-0.1% |
0.00 |
| Volume |
157,012 |
117,324 |
-39,688 |
-25.3% |
561,006 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.11 |
96.98 |
93.25 |
|
| R3 |
96.31 |
95.18 |
92.76 |
|
| R2 |
94.51 |
94.51 |
92.59 |
|
| R1 |
93.38 |
93.38 |
92.43 |
93.05 |
| PP |
92.71 |
92.71 |
92.71 |
92.54 |
| S1 |
91.58 |
91.58 |
92.10 |
91.25 |
| S2 |
90.91 |
90.91 |
91.93 |
|
| S3 |
89.11 |
89.78 |
91.77 |
|
| S4 |
87.31 |
87.98 |
91.27 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.90 |
100.14 |
94.01 |
|
| R3 |
98.89 |
97.13 |
93.18 |
|
| R2 |
95.88 |
95.88 |
92.90 |
|
| R1 |
94.12 |
94.12 |
92.63 |
93.50 |
| PP |
92.87 |
92.87 |
92.87 |
92.56 |
| S1 |
91.11 |
91.11 |
92.07 |
90.49 |
| S2 |
89.86 |
89.86 |
91.80 |
|
| S3 |
86.85 |
88.10 |
91.52 |
|
| S4 |
83.84 |
85.09 |
90.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.84 |
91.63 |
2.21 |
2.4% |
1.66 |
1.8% |
29% |
False |
False |
121,334 |
| 10 |
96.55 |
91.63 |
4.92 |
5.3% |
1.67 |
1.8% |
13% |
False |
False |
101,863 |
| 20 |
96.55 |
89.40 |
7.15 |
7.7% |
1.88 |
2.0% |
40% |
False |
False |
92,613 |
| 40 |
96.55 |
89.40 |
7.15 |
7.7% |
1.75 |
1.9% |
40% |
False |
False |
63,530 |
| 60 |
96.55 |
82.22 |
14.33 |
15.5% |
1.71 |
1.9% |
70% |
False |
False |
46,898 |
| 80 |
96.55 |
82.22 |
14.33 |
15.5% |
1.60 |
1.7% |
70% |
False |
False |
37,413 |
| 100 |
96.55 |
79.39 |
17.16 |
18.6% |
1.54 |
1.7% |
75% |
False |
False |
31,137 |
| 120 |
96.55 |
75.91 |
20.64 |
22.4% |
1.40 |
1.5% |
79% |
False |
False |
26,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.48 |
|
2.618 |
98.54 |
|
1.618 |
96.74 |
|
1.000 |
95.63 |
|
0.618 |
94.94 |
|
HIGH |
93.83 |
|
0.618 |
93.14 |
|
0.500 |
92.93 |
|
0.382 |
92.72 |
|
LOW |
92.03 |
|
0.618 |
90.92 |
|
1.000 |
90.23 |
|
1.618 |
89.12 |
|
2.618 |
87.32 |
|
4.250 |
84.38 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.93 |
92.87 |
| PP |
92.71 |
92.67 |
| S1 |
92.48 |
92.46 |
|