NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
98.36 |
96.60 |
-1.76 |
-1.8% |
98.32 |
| High |
98.36 |
96.76 |
-1.60 |
-1.6% |
98.75 |
| Low |
96.42 |
96.18 |
-0.24 |
-0.2% |
96.70 |
| Close |
96.22 |
96.52 |
0.30 |
0.3% |
97.33 |
| Range |
1.94 |
0.58 |
-1.36 |
-70.1% |
2.05 |
| ATR |
1.40 |
1.34 |
-0.06 |
-4.2% |
0.00 |
| Volume |
5,536 |
3,260 |
-2,276 |
-41.1% |
33,405 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.23 |
97.95 |
96.84 |
|
| R3 |
97.65 |
97.37 |
96.68 |
|
| R2 |
97.07 |
97.07 |
96.63 |
|
| R1 |
96.79 |
96.79 |
96.57 |
96.64 |
| PP |
96.49 |
96.49 |
96.49 |
96.41 |
| S1 |
96.21 |
96.21 |
96.47 |
96.06 |
| S2 |
95.91 |
95.91 |
96.41 |
|
| S3 |
95.33 |
95.63 |
96.36 |
|
| S4 |
94.75 |
95.05 |
96.20 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.74 |
102.59 |
98.46 |
|
| R3 |
101.69 |
100.54 |
97.89 |
|
| R2 |
99.64 |
99.64 |
97.71 |
|
| R1 |
98.49 |
98.49 |
97.52 |
98.04 |
| PP |
97.59 |
97.59 |
97.59 |
97.37 |
| S1 |
96.44 |
96.44 |
97.14 |
95.99 |
| S2 |
95.54 |
95.54 |
96.95 |
|
| S3 |
93.49 |
94.39 |
96.77 |
|
| S4 |
91.44 |
92.34 |
96.20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.23 |
|
2.618 |
98.28 |
|
1.618 |
97.70 |
|
1.000 |
97.34 |
|
0.618 |
97.12 |
|
HIGH |
96.76 |
|
0.618 |
96.54 |
|
0.500 |
96.47 |
|
0.382 |
96.40 |
|
LOW |
96.18 |
|
0.618 |
95.82 |
|
1.000 |
95.60 |
|
1.618 |
95.24 |
|
2.618 |
94.66 |
|
4.250 |
93.72 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.50 |
97.74 |
| PP |
96.49 |
97.33 |
| S1 |
96.47 |
96.93 |
|