NYMEX Light Sweet Crude Oil Future June 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 |
92.89 |
93.27 |
0.38 |
0.4% |
95.61 |
| High |
93.48 |
93.28 |
-0.20 |
-0.2% |
96.04 |
| Low |
92.10 |
91.97 |
-0.13 |
-0.1% |
93.26 |
| Close |
92.82 |
92.74 |
-0.08 |
-0.1% |
94.14 |
| Range |
1.38 |
1.31 |
-0.07 |
-5.1% |
2.78 |
| ATR |
1.78 |
1.74 |
-0.03 |
-1.9% |
0.00 |
| Volume |
88,035 |
92,808 |
4,773 |
5.4% |
405,308 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.59 |
95.98 |
93.46 |
|
| R3 |
95.28 |
94.67 |
93.10 |
|
| R2 |
93.97 |
93.97 |
92.98 |
|
| R1 |
93.36 |
93.36 |
92.86 |
93.01 |
| PP |
92.66 |
92.66 |
92.66 |
92.49 |
| S1 |
92.05 |
92.05 |
92.62 |
91.70 |
| S2 |
91.35 |
91.35 |
92.50 |
|
| S3 |
90.04 |
90.74 |
92.38 |
|
| S4 |
88.73 |
89.43 |
92.02 |
|
|
| 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 |
91.97 |
3.83 |
4.1% |
1.75 |
1.9% |
20% |
False |
True |
88,661 |
| 10 |
97.30 |
91.97 |
5.33 |
5.7% |
1.75 |
1.9% |
14% |
False |
True |
79,291 |
| 20 |
97.68 |
90.50 |
7.18 |
7.7% |
1.79 |
1.9% |
31% |
False |
False |
84,659 |
| 40 |
97.68 |
90.50 |
7.18 |
7.7% |
1.74 |
1.9% |
31% |
False |
False |
63,230 |
| 60 |
97.68 |
82.46 |
15.22 |
16.4% |
1.72 |
1.9% |
68% |
False |
False |
52,736 |
| 80 |
97.68 |
82.46 |
15.22 |
16.4% |
1.68 |
1.8% |
68% |
False |
False |
44,655 |
| 100 |
97.68 |
80.18 |
17.50 |
18.9% |
1.72 |
1.9% |
72% |
False |
False |
40,038 |
| 120 |
97.68 |
78.80 |
18.88 |
20.4% |
1.69 |
1.8% |
74% |
False |
False |
36,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.85 |
|
2.618 |
96.71 |
|
1.618 |
95.40 |
|
1.000 |
94.59 |
|
0.618 |
94.09 |
|
HIGH |
93.28 |
|
0.618 |
92.78 |
|
0.500 |
92.63 |
|
0.382 |
92.47 |
|
LOW |
91.97 |
|
0.618 |
91.16 |
|
1.000 |
90.66 |
|
1.618 |
89.85 |
|
2.618 |
88.54 |
|
4.250 |
86.40 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.70 |
93.44 |
| PP |
92.66 |
93.20 |
| S1 |
92.63 |
92.97 |
|