NYMEX Light Sweet Crude Oil Future May 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 |
92.35 |
92.32 |
-0.03 |
0.0% |
94.24 |
| High |
93.83 |
93.02 |
-0.81 |
-0.9% |
94.64 |
| Low |
92.03 |
90.44 |
-1.59 |
-1.7% |
91.63 |
| Close |
92.26 |
90.86 |
-1.40 |
-1.5% |
92.35 |
| Range |
1.80 |
2.58 |
0.78 |
43.3% |
3.01 |
| ATR |
1.82 |
1.87 |
0.05 |
3.0% |
0.00 |
| Volume |
117,324 |
112,551 |
-4,773 |
-4.1% |
561,006 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.18 |
97.60 |
92.28 |
|
| R3 |
96.60 |
95.02 |
91.57 |
|
| R2 |
94.02 |
94.02 |
91.33 |
|
| R1 |
92.44 |
92.44 |
91.10 |
91.94 |
| PP |
91.44 |
91.44 |
91.44 |
91.19 |
| S1 |
89.86 |
89.86 |
90.62 |
89.36 |
| S2 |
88.86 |
88.86 |
90.39 |
|
| S3 |
86.28 |
87.28 |
90.15 |
|
| S4 |
83.70 |
84.70 |
89.44 |
|
|
| 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 |
93.83 |
90.44 |
3.39 |
3.7% |
1.73 |
1.9% |
12% |
False |
True |
126,311 |
| 10 |
96.55 |
90.44 |
6.11 |
6.7% |
1.81 |
2.0% |
7% |
False |
True |
103,376 |
| 20 |
96.55 |
89.40 |
7.15 |
7.9% |
1.93 |
2.1% |
20% |
False |
False |
95,256 |
| 40 |
96.55 |
89.40 |
7.15 |
7.9% |
1.79 |
2.0% |
20% |
False |
False |
65,754 |
| 60 |
96.55 |
82.22 |
14.33 |
15.8% |
1.73 |
1.9% |
60% |
False |
False |
48,595 |
| 80 |
96.55 |
82.22 |
14.33 |
15.8% |
1.62 |
1.8% |
60% |
False |
False |
38,705 |
| 100 |
96.55 |
79.84 |
16.71 |
18.4% |
1.55 |
1.7% |
66% |
False |
False |
32,227 |
| 120 |
96.55 |
78.15 |
18.40 |
20.3% |
1.42 |
1.6% |
69% |
False |
False |
27,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.99 |
|
2.618 |
99.77 |
|
1.618 |
97.19 |
|
1.000 |
95.60 |
|
0.618 |
94.61 |
|
HIGH |
93.02 |
|
0.618 |
92.03 |
|
0.500 |
91.73 |
|
0.382 |
91.43 |
|
LOW |
90.44 |
|
0.618 |
88.85 |
|
1.000 |
87.86 |
|
1.618 |
86.27 |
|
2.618 |
83.69 |
|
4.250 |
79.48 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.73 |
92.14 |
| PP |
91.44 |
91.71 |
| S1 |
91.15 |
91.29 |
|