NYMEX Light Sweet Crude Oil Future June 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 |
93.75 |
97.90 |
4.15 |
4.4% |
94.36 |
| High |
100.67 |
102.04 |
1.37 |
1.4% |
95.80 |
| Low |
93.75 |
97.24 |
3.49 |
3.7% |
91.97 |
| Close |
97.34 |
100.64 |
3.30 |
3.4% |
93.82 |
| Range |
6.92 |
4.80 |
-2.12 |
-30.6% |
3.83 |
| ATR |
2.14 |
2.33 |
0.19 |
8.9% |
0.00 |
| Volume |
0 |
135,408 |
135,408 |
|
451,582 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.37 |
112.31 |
103.28 |
|
| R3 |
109.57 |
107.51 |
101.96 |
|
| R2 |
104.77 |
104.77 |
101.52 |
|
| R1 |
102.71 |
102.71 |
101.08 |
103.74 |
| PP |
99.97 |
99.97 |
99.97 |
100.49 |
| S1 |
97.91 |
97.91 |
100.20 |
98.94 |
| S2 |
95.17 |
95.17 |
99.76 |
|
| S3 |
90.37 |
93.11 |
99.32 |
|
| S4 |
85.57 |
88.31 |
98.00 |
|
|
| 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 |
102.04 |
91.97 |
10.07 |
10.0% |
3.31 |
3.3% |
86% |
True |
False |
86,994 |
| 10 |
102.04 |
91.97 |
10.07 |
10.0% |
2.49 |
2.5% |
86% |
True |
False |
87,770 |
| 20 |
102.04 |
90.69 |
11.35 |
11.3% |
2.24 |
2.2% |
88% |
True |
False |
85,374 |
| 40 |
102.04 |
90.50 |
11.54 |
11.5% |
2.01 |
2.0% |
88% |
True |
False |
68,004 |
| 60 |
102.04 |
85.31 |
16.73 |
16.6% |
1.84 |
1.8% |
92% |
True |
False |
55,930 |
| 80 |
102.04 |
82.46 |
19.58 |
19.5% |
1.81 |
1.8% |
93% |
True |
False |
47,390 |
| 100 |
102.04 |
82.46 |
19.58 |
19.5% |
1.81 |
1.8% |
93% |
True |
False |
41,990 |
| 120 |
102.04 |
79.39 |
22.65 |
22.5% |
1.77 |
1.8% |
94% |
True |
False |
37,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.44 |
|
2.618 |
114.61 |
|
1.618 |
109.81 |
|
1.000 |
106.84 |
|
0.618 |
105.01 |
|
HIGH |
102.04 |
|
0.618 |
100.21 |
|
0.500 |
99.64 |
|
0.382 |
99.07 |
|
LOW |
97.24 |
|
0.618 |
94.27 |
|
1.000 |
92.44 |
|
1.618 |
89.47 |
|
2.618 |
84.67 |
|
4.250 |
76.84 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.31 |
99.51 |
| PP |
99.97 |
98.37 |
| S1 |
99.64 |
97.24 |
|