NYMEX Light Sweet Crude Oil Future July 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 |
94.97 |
98.44 |
3.47 |
3.7% |
95.85 |
| High |
101.15 |
102.40 |
1.25 |
1.2% |
97.11 |
| Low |
94.90 |
97.88 |
2.98 |
3.1% |
93.10 |
| Close |
98.28 |
101.22 |
2.94 |
3.0% |
94.93 |
| Range |
6.25 |
4.52 |
-1.73 |
-27.7% |
4.01 |
| ATR |
1.98 |
2.16 |
0.18 |
9.2% |
0.00 |
| Volume |
32,221 |
62,843 |
30,622 |
95.0% |
150,424 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.06 |
112.16 |
103.71 |
|
| R3 |
109.54 |
107.64 |
102.46 |
|
| R2 |
105.02 |
105.02 |
102.05 |
|
| R1 |
103.12 |
103.12 |
101.63 |
104.07 |
| PP |
100.50 |
100.50 |
100.50 |
100.98 |
| S1 |
98.60 |
98.60 |
100.81 |
99.55 |
| S2 |
95.98 |
95.98 |
100.39 |
|
| S3 |
91.46 |
94.08 |
99.98 |
|
| S4 |
86.94 |
89.56 |
98.73 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.08 |
105.01 |
97.14 |
|
| R3 |
103.07 |
101.00 |
96.03 |
|
| R2 |
99.06 |
99.06 |
95.67 |
|
| R1 |
96.99 |
96.99 |
95.30 |
96.02 |
| PP |
95.05 |
95.05 |
95.05 |
94.56 |
| S1 |
92.98 |
92.98 |
94.56 |
92.01 |
| S2 |
91.04 |
91.04 |
94.19 |
|
| S3 |
87.03 |
88.97 |
93.83 |
|
| S4 |
83.02 |
84.96 |
92.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.40 |
93.10 |
9.30 |
9.2% |
3.04 |
3.0% |
87% |
True |
False |
38,696 |
| 10 |
102.40 |
93.10 |
9.30 |
9.2% |
2.34 |
2.3% |
87% |
True |
False |
33,972 |
| 20 |
102.40 |
91.56 |
10.84 |
10.7% |
2.09 |
2.1% |
89% |
True |
False |
30,750 |
| 40 |
102.40 |
91.28 |
11.12 |
11.0% |
1.82 |
1.8% |
89% |
True |
False |
23,186 |
| 60 |
102.40 |
85.92 |
16.48 |
16.3% |
1.62 |
1.6% |
93% |
True |
False |
17,665 |
| 80 |
102.40 |
83.16 |
19.24 |
19.0% |
1.49 |
1.5% |
94% |
True |
False |
14,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.61 |
|
2.618 |
114.23 |
|
1.618 |
109.71 |
|
1.000 |
106.92 |
|
0.618 |
105.19 |
|
HIGH |
102.40 |
|
0.618 |
100.67 |
|
0.500 |
100.14 |
|
0.382 |
99.61 |
|
LOW |
97.88 |
|
0.618 |
95.09 |
|
1.000 |
93.36 |
|
1.618 |
90.57 |
|
2.618 |
86.05 |
|
4.250 |
78.67 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.86 |
100.15 |
| PP |
100.50 |
99.09 |
| S1 |
100.14 |
98.02 |
|