NYMEX Light Sweet Crude Oil Future May 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 |
92.32 |
91.07 |
-1.25 |
-1.4% |
94.24 |
| High |
93.02 |
91.81 |
-1.21 |
-1.3% |
94.64 |
| Low |
90.44 |
90.27 |
-0.17 |
-0.2% |
91.63 |
| Close |
90.86 |
90.96 |
0.10 |
0.1% |
92.35 |
| Range |
2.58 |
1.54 |
-1.04 |
-40.3% |
3.01 |
| ATR |
1.87 |
1.85 |
-0.02 |
-1.3% |
0.00 |
| Volume |
112,551 |
118,961 |
6,410 |
5.7% |
561,006 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.63 |
94.84 |
91.81 |
|
| R3 |
94.09 |
93.30 |
91.38 |
|
| R2 |
92.55 |
92.55 |
91.24 |
|
| R1 |
91.76 |
91.76 |
91.10 |
91.39 |
| PP |
91.01 |
91.01 |
91.01 |
90.83 |
| S1 |
90.22 |
90.22 |
90.82 |
89.85 |
| S2 |
89.47 |
89.47 |
90.68 |
|
| S3 |
87.93 |
88.68 |
90.54 |
|
| S4 |
86.39 |
87.14 |
90.11 |
|
|
| 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 |
90.27 |
3.56 |
3.9% |
1.82 |
2.0% |
19% |
False |
True |
127,394 |
| 10 |
96.55 |
90.27 |
6.28 |
6.9% |
1.85 |
2.0% |
11% |
False |
True |
105,857 |
| 20 |
96.55 |
89.40 |
7.15 |
7.9% |
1.94 |
2.1% |
22% |
False |
False |
99,248 |
| 40 |
96.55 |
89.40 |
7.15 |
7.9% |
1.78 |
2.0% |
22% |
False |
False |
68,186 |
| 60 |
96.55 |
82.22 |
14.33 |
15.8% |
1.73 |
1.9% |
61% |
False |
False |
50,488 |
| 80 |
96.55 |
82.22 |
14.33 |
15.8% |
1.62 |
1.8% |
61% |
False |
False |
40,125 |
| 100 |
96.55 |
79.84 |
16.71 |
18.4% |
1.56 |
1.7% |
67% |
False |
False |
33,361 |
| 120 |
96.55 |
78.34 |
18.21 |
20.0% |
1.43 |
1.6% |
69% |
False |
False |
28,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.36 |
|
2.618 |
95.84 |
|
1.618 |
94.30 |
|
1.000 |
93.35 |
|
0.618 |
92.76 |
|
HIGH |
91.81 |
|
0.618 |
91.22 |
|
0.500 |
91.04 |
|
0.382 |
90.86 |
|
LOW |
90.27 |
|
0.618 |
89.32 |
|
1.000 |
88.73 |
|
1.618 |
87.78 |
|
2.618 |
86.24 |
|
4.250 |
83.73 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.04 |
92.05 |
| PP |
91.01 |
91.69 |
| S1 |
90.99 |
91.32 |
|