NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
91.07 |
91.29 |
0.22 |
0.2% |
94.24 |
| High |
91.81 |
91.52 |
-0.29 |
-0.3% |
94.64 |
| Low |
90.27 |
90.39 |
0.12 |
0.1% |
91.63 |
| Close |
90.96 |
91.18 |
0.22 |
0.2% |
92.35 |
| Range |
1.54 |
1.13 |
-0.41 |
-26.6% |
3.01 |
| ATR |
1.85 |
1.80 |
-0.05 |
-2.8% |
0.00 |
| Volume |
118,961 |
121,195 |
2,234 |
1.9% |
561,006 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.42 |
93.93 |
91.80 |
|
| R3 |
93.29 |
92.80 |
91.49 |
|
| R2 |
92.16 |
92.16 |
91.39 |
|
| R1 |
91.67 |
91.67 |
91.28 |
91.35 |
| PP |
91.03 |
91.03 |
91.03 |
90.87 |
| S1 |
90.54 |
90.54 |
91.08 |
90.22 |
| S2 |
89.90 |
89.90 |
90.97 |
|
| S3 |
88.77 |
89.41 |
90.87 |
|
| S4 |
87.64 |
88.28 |
90.56 |
|
|
| 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% |
1.77 |
1.9% |
26% |
False |
False |
125,408 |
| 10 |
96.17 |
90.27 |
5.90 |
6.5% |
1.80 |
2.0% |
15% |
False |
False |
109,425 |
| 20 |
96.55 |
89.40 |
7.15 |
7.8% |
1.87 |
2.1% |
25% |
False |
False |
103,204 |
| 40 |
96.55 |
89.40 |
7.15 |
7.8% |
1.79 |
2.0% |
25% |
False |
False |
70,674 |
| 60 |
96.55 |
82.22 |
14.33 |
15.7% |
1.72 |
1.9% |
63% |
False |
False |
52,386 |
| 80 |
96.55 |
82.22 |
14.33 |
15.7% |
1.62 |
1.8% |
63% |
False |
False |
41,578 |
| 100 |
96.55 |
80.80 |
15.75 |
17.3% |
1.57 |
1.7% |
66% |
False |
False |
34,517 |
| 120 |
96.55 |
78.63 |
17.92 |
19.7% |
1.42 |
1.6% |
70% |
False |
False |
29,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.32 |
|
2.618 |
94.48 |
|
1.618 |
93.35 |
|
1.000 |
92.65 |
|
0.618 |
92.22 |
|
HIGH |
91.52 |
|
0.618 |
91.09 |
|
0.500 |
90.96 |
|
0.382 |
90.82 |
|
LOW |
90.39 |
|
0.618 |
89.69 |
|
1.000 |
89.26 |
|
1.618 |
88.56 |
|
2.618 |
87.43 |
|
4.250 |
85.59 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.11 |
91.65 |
| PP |
91.03 |
91.49 |
| S1 |
90.96 |
91.34 |
|