NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
92.80 |
93.75 |
0.95 |
1.0% |
94.36 |
| High |
94.57 |
100.67 |
6.10 |
6.5% |
95.80 |
| Low |
92.44 |
93.75 |
1.31 |
1.4% |
91.97 |
| Close |
93.82 |
97.34 |
3.52 |
3.8% |
93.82 |
| Range |
2.13 |
6.92 |
4.79 |
224.9% |
3.83 |
| ATR |
1.77 |
2.14 |
0.37 |
20.8% |
0.00 |
| Volume |
118,722 |
0 |
-118,722 |
-100.0% |
451,582 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.01 |
114.60 |
101.15 |
|
| R3 |
111.09 |
107.68 |
99.24 |
|
| R2 |
104.17 |
104.17 |
98.61 |
|
| R1 |
100.76 |
100.76 |
97.97 |
102.47 |
| PP |
97.25 |
97.25 |
97.25 |
98.11 |
| S1 |
93.84 |
93.84 |
96.71 |
95.55 |
| S2 |
90.33 |
90.33 |
96.07 |
|
| S3 |
83.41 |
86.92 |
95.44 |
|
| S4 |
76.49 |
80.00 |
93.53 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.35 |
103.42 |
95.93 |
|
| R3 |
101.52 |
99.59 |
94.87 |
|
| R2 |
97.69 |
97.69 |
94.52 |
|
| R1 |
95.76 |
95.76 |
94.17 |
94.81 |
| PP |
93.86 |
93.86 |
93.86 |
93.39 |
| S1 |
91.93 |
91.93 |
93.47 |
90.98 |
| S2 |
90.03 |
90.03 |
93.12 |
|
| S3 |
86.20 |
88.10 |
92.77 |
|
| S4 |
82.37 |
84.27 |
91.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.67 |
91.97 |
8.70 |
8.9% |
2.89 |
3.0% |
62% |
True |
False |
75,352 |
| 10 |
100.67 |
91.97 |
8.70 |
8.9% |
2.22 |
2.3% |
62% |
True |
False |
79,769 |
| 20 |
100.67 |
90.50 |
10.17 |
10.4% |
2.09 |
2.1% |
67% |
True |
False |
83,096 |
| 40 |
100.67 |
90.50 |
10.17 |
10.4% |
1.92 |
2.0% |
67% |
True |
False |
65,000 |
| 60 |
100.67 |
84.81 |
15.86 |
16.3% |
1.79 |
1.8% |
79% |
True |
False |
54,003 |
| 80 |
100.67 |
82.46 |
18.21 |
18.7% |
1.76 |
1.8% |
82% |
True |
False |
45,863 |
| 100 |
100.67 |
82.46 |
18.21 |
18.7% |
1.78 |
1.8% |
82% |
True |
False |
40,890 |
| 120 |
100.67 |
79.10 |
21.57 |
22.2% |
1.74 |
1.8% |
85% |
True |
False |
36,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.08 |
|
2.618 |
118.79 |
|
1.618 |
111.87 |
|
1.000 |
107.59 |
|
0.618 |
104.95 |
|
HIGH |
100.67 |
|
0.618 |
98.03 |
|
0.500 |
97.21 |
|
0.382 |
96.39 |
|
LOW |
93.75 |
|
0.618 |
89.47 |
|
1.000 |
86.83 |
|
1.618 |
82.55 |
|
2.618 |
75.63 |
|
4.250 |
64.34 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.30 |
97.00 |
| PP |
97.25 |
96.66 |
| S1 |
97.21 |
96.32 |
|