NYMEX Light Sweet Crude Oil Future June 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 |
95.10 |
94.36 |
-0.74 |
-0.8% |
95.61 |
| High |
95.32 |
95.80 |
0.48 |
0.5% |
96.04 |
| Low |
93.81 |
93.95 |
0.14 |
0.1% |
93.26 |
| Close |
94.14 |
94.24 |
0.10 |
0.1% |
94.14 |
| Range |
1.51 |
1.85 |
0.34 |
22.5% |
2.78 |
| ATR |
1.73 |
1.74 |
0.01 |
0.5% |
0.00 |
| Volume |
110,447 |
74,820 |
-35,627 |
-32.3% |
405,308 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.21 |
99.08 |
95.26 |
|
| R3 |
98.36 |
97.23 |
94.75 |
|
| R2 |
96.51 |
96.51 |
94.58 |
|
| R1 |
95.38 |
95.38 |
94.41 |
95.02 |
| PP |
94.66 |
94.66 |
94.66 |
94.49 |
| S1 |
93.53 |
93.53 |
94.07 |
93.17 |
| S2 |
92.81 |
92.81 |
93.90 |
|
| S3 |
90.96 |
91.68 |
93.73 |
|
| S4 |
89.11 |
89.83 |
93.22 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.82 |
101.26 |
95.67 |
|
| R3 |
100.04 |
98.48 |
94.90 |
|
| R2 |
97.26 |
97.26 |
94.65 |
|
| R1 |
95.70 |
95.70 |
94.39 |
95.09 |
| PP |
94.48 |
94.48 |
94.48 |
94.18 |
| S1 |
92.92 |
92.92 |
93.89 |
92.31 |
| S2 |
91.70 |
91.70 |
93.63 |
|
| S3 |
88.92 |
90.14 |
93.38 |
|
| S4 |
86.14 |
87.36 |
92.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.80 |
93.26 |
2.54 |
2.7% |
1.56 |
1.7% |
39% |
True |
False |
84,186 |
| 10 |
97.68 |
93.26 |
4.42 |
4.7% |
1.57 |
1.7% |
22% |
False |
False |
78,502 |
| 20 |
97.68 |
90.50 |
7.18 |
7.6% |
1.78 |
1.9% |
52% |
False |
False |
78,924 |
| 40 |
97.68 |
90.04 |
7.64 |
8.1% |
1.70 |
1.8% |
55% |
False |
False |
59,220 |
| 60 |
97.68 |
82.46 |
15.22 |
16.2% |
1.72 |
1.8% |
77% |
False |
False |
49,691 |
| 80 |
97.68 |
82.46 |
15.22 |
16.2% |
1.68 |
1.8% |
77% |
False |
False |
42,066 |
| 100 |
97.68 |
79.39 |
18.29 |
19.4% |
1.72 |
1.8% |
81% |
False |
False |
38,060 |
| 120 |
97.68 |
75.70 |
21.98 |
23.3% |
1.69 |
1.8% |
84% |
False |
False |
34,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.66 |
|
2.618 |
100.64 |
|
1.618 |
98.79 |
|
1.000 |
97.65 |
|
0.618 |
96.94 |
|
HIGH |
95.80 |
|
0.618 |
95.09 |
|
0.500 |
94.88 |
|
0.382 |
94.66 |
|
LOW |
93.95 |
|
0.618 |
92.81 |
|
1.000 |
92.10 |
|
1.618 |
90.96 |
|
2.618 |
89.11 |
|
4.250 |
86.09 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.88 |
94.81 |
| PP |
94.66 |
94.62 |
| S1 |
94.45 |
94.43 |
|