NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
92.43 |
96.95 |
4.52 |
4.9% |
92.35 |
| High |
99.84 |
101.43 |
1.59 |
1.6% |
93.83 |
| Low |
92.29 |
96.45 |
4.16 |
4.5% |
90.27 |
| Close |
96.50 |
99.82 |
3.32 |
3.4% |
92.31 |
| Range |
7.55 |
4.98 |
-2.57 |
-34.0% |
3.56 |
| ATR |
2.24 |
2.44 |
0.20 |
8.7% |
0.00 |
| Volume |
0 |
153,848 |
153,848 |
|
635,854 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.17 |
111.98 |
102.56 |
|
| R3 |
109.19 |
107.00 |
101.19 |
|
| R2 |
104.21 |
104.21 |
100.73 |
|
| R1 |
102.02 |
102.02 |
100.28 |
103.12 |
| PP |
99.23 |
99.23 |
99.23 |
99.78 |
| S1 |
97.04 |
97.04 |
99.36 |
98.14 |
| S2 |
94.25 |
94.25 |
98.91 |
|
| S3 |
89.27 |
92.06 |
98.45 |
|
| S4 |
84.29 |
87.08 |
97.08 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.82 |
101.12 |
94.27 |
|
| R3 |
99.26 |
97.56 |
93.29 |
|
| R2 |
95.70 |
95.70 |
92.96 |
|
| R1 |
94.00 |
94.00 |
92.64 |
93.07 |
| PP |
92.14 |
92.14 |
92.14 |
91.67 |
| S1 |
90.44 |
90.44 |
91.98 |
89.51 |
| S2 |
88.58 |
88.58 |
91.66 |
|
| S3 |
85.02 |
86.88 |
91.33 |
|
| S4 |
81.46 |
83.32 |
90.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.43 |
90.27 |
11.16 |
11.2% |
3.50 |
3.5% |
86% |
True |
False |
111,965 |
| 10 |
101.43 |
90.27 |
11.16 |
11.2% |
2.62 |
2.6% |
86% |
True |
False |
119,138 |
| 20 |
101.43 |
89.54 |
11.89 |
11.9% |
2.36 |
2.4% |
86% |
True |
False |
106,546 |
| 40 |
101.43 |
89.40 |
12.03 |
12.1% |
2.08 |
2.1% |
87% |
True |
False |
77,346 |
| 60 |
101.43 |
85.11 |
16.32 |
16.3% |
1.87 |
1.9% |
90% |
True |
False |
57,214 |
| 80 |
101.43 |
82.22 |
19.21 |
19.2% |
1.78 |
1.8% |
92% |
True |
False |
45,344 |
| 100 |
101.43 |
82.22 |
19.21 |
19.2% |
1.69 |
1.7% |
92% |
True |
False |
37,555 |
| 120 |
101.43 |
79.35 |
22.08 |
22.1% |
1.53 |
1.5% |
93% |
True |
False |
32,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.60 |
|
2.618 |
114.47 |
|
1.618 |
109.49 |
|
1.000 |
106.41 |
|
0.618 |
104.51 |
|
HIGH |
101.43 |
|
0.618 |
99.53 |
|
0.500 |
98.94 |
|
0.382 |
98.35 |
|
LOW |
96.45 |
|
0.618 |
93.37 |
|
1.000 |
91.47 |
|
1.618 |
88.39 |
|
2.618 |
83.41 |
|
4.250 |
75.29 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.53 |
98.61 |
| PP |
99.23 |
97.40 |
| S1 |
98.94 |
96.19 |
|