NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
99.86 |
101.95 |
2.09 |
2.1% |
94.97 |
| High |
101.68 |
102.54 |
0.86 |
0.8% |
105.33 |
| Low |
99.20 |
99.89 |
0.69 |
0.7% |
94.90 |
| Close |
100.69 |
100.11 |
-0.58 |
-0.6% |
100.69 |
| Range |
2.48 |
2.65 |
0.17 |
6.9% |
10.43 |
| ATR |
2.49 |
2.50 |
0.01 |
0.5% |
0.00 |
| Volume |
53,188 |
31,021 |
-22,167 |
-41.7% |
210,071 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.80 |
107.10 |
101.57 |
|
| R3 |
106.15 |
104.45 |
100.84 |
|
| R2 |
103.50 |
103.50 |
100.60 |
|
| R1 |
101.80 |
101.80 |
100.35 |
101.33 |
| PP |
100.85 |
100.85 |
100.85 |
100.61 |
| S1 |
99.15 |
99.15 |
99.87 |
98.68 |
| S2 |
98.20 |
98.20 |
99.62 |
|
| S3 |
95.55 |
96.50 |
99.38 |
|
| S4 |
92.90 |
93.85 |
98.65 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.60 |
126.57 |
106.43 |
|
| R3 |
121.17 |
116.14 |
103.56 |
|
| R2 |
110.74 |
110.74 |
102.60 |
|
| R1 |
105.71 |
105.71 |
101.65 |
108.23 |
| PP |
100.31 |
100.31 |
100.31 |
101.56 |
| S1 |
95.28 |
95.28 |
99.73 |
97.80 |
| S2 |
89.88 |
89.88 |
98.78 |
|
| S3 |
79.45 |
84.85 |
97.82 |
|
| S4 |
69.02 |
74.42 |
94.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.33 |
94.90 |
10.43 |
10.4% |
4.54 |
4.5% |
50% |
False |
False |
48,218 |
| 10 |
105.33 |
93.10 |
12.23 |
12.2% |
3.17 |
3.2% |
57% |
False |
False |
39,151 |
| 20 |
105.33 |
93.10 |
12.23 |
12.2% |
2.38 |
2.4% |
57% |
False |
False |
33,643 |
| 40 |
105.33 |
91.28 |
14.05 |
14.0% |
2.04 |
2.0% |
63% |
False |
False |
26,430 |
| 60 |
105.33 |
88.27 |
17.06 |
17.0% |
1.73 |
1.7% |
69% |
False |
False |
19,939 |
| 80 |
105.33 |
83.16 |
22.17 |
22.1% |
1.61 |
1.6% |
76% |
False |
False |
15,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.80 |
|
2.618 |
109.48 |
|
1.618 |
106.83 |
|
1.000 |
105.19 |
|
0.618 |
104.18 |
|
HIGH |
102.54 |
|
0.618 |
101.53 |
|
0.500 |
101.22 |
|
0.382 |
100.90 |
|
LOW |
99.89 |
|
0.618 |
98.25 |
|
1.000 |
97.24 |
|
1.618 |
95.60 |
|
2.618 |
92.95 |
|
4.250 |
88.63 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.22 |
101.92 |
| PP |
100.85 |
101.32 |
| S1 |
100.48 |
100.71 |
|