NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
98.44 |
102.36 |
3.92 |
4.0% |
95.85 |
| High |
102.40 |
105.33 |
2.93 |
2.9% |
97.11 |
| Low |
97.88 |
98.51 |
0.63 |
0.6% |
93.10 |
| Close |
101.22 |
100.05 |
-1.17 |
-1.2% |
94.93 |
| Range |
4.52 |
6.82 |
2.30 |
50.9% |
4.01 |
| ATR |
2.16 |
2.49 |
0.33 |
15.4% |
0.00 |
| Volume |
62,843 |
61,819 |
-1,024 |
-1.6% |
150,424 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.76 |
117.72 |
103.80 |
|
| R3 |
114.94 |
110.90 |
101.93 |
|
| R2 |
108.12 |
108.12 |
101.30 |
|
| R1 |
104.08 |
104.08 |
100.68 |
102.69 |
| PP |
101.30 |
101.30 |
101.30 |
100.60 |
| S1 |
97.26 |
97.26 |
99.42 |
95.87 |
| S2 |
94.48 |
94.48 |
98.80 |
|
| S3 |
87.66 |
90.44 |
98.17 |
|
| S4 |
80.84 |
83.62 |
96.30 |
|
|
| 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 |
105.33 |
93.10 |
12.23 |
12.2% |
4.16 |
4.2% |
57% |
True |
False |
45,813 |
| 10 |
105.33 |
93.10 |
12.23 |
12.2% |
2.92 |
2.9% |
57% |
True |
False |
37,481 |
| 20 |
105.33 |
92.70 |
12.63 |
12.6% |
2.32 |
2.3% |
58% |
True |
False |
32,928 |
| 40 |
105.33 |
91.28 |
14.05 |
14.0% |
1.98 |
2.0% |
62% |
True |
False |
24,645 |
| 60 |
105.33 |
85.92 |
19.41 |
19.4% |
1.70 |
1.7% |
73% |
True |
False |
18,670 |
| 80 |
105.33 |
83.16 |
22.17 |
22.2% |
1.57 |
1.6% |
76% |
True |
False |
14,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.32 |
|
2.618 |
123.18 |
|
1.618 |
116.36 |
|
1.000 |
112.15 |
|
0.618 |
109.54 |
|
HIGH |
105.33 |
|
0.618 |
102.72 |
|
0.500 |
101.92 |
|
0.382 |
101.12 |
|
LOW |
98.51 |
|
0.618 |
94.30 |
|
1.000 |
91.69 |
|
1.618 |
87.48 |
|
2.618 |
80.66 |
|
4.250 |
69.53 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.92 |
100.12 |
| PP |
101.30 |
100.09 |
| S1 |
100.67 |
100.07 |
|