NYMEX Light Sweet Crude Oil Future November 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 |
103.00 |
103.09 |
0.09 |
0.1% |
98.00 |
| High |
103.00 |
103.09 |
0.09 |
0.1% |
105.07 |
| Low |
100.77 |
101.01 |
0.24 |
0.2% |
98.00 |
| Close |
101.82 |
101.31 |
-0.51 |
-0.5% |
101.82 |
| Range |
2.23 |
2.08 |
-0.15 |
-6.7% |
7.07 |
| ATR |
2.02 |
2.02 |
0.00 |
0.2% |
0.00 |
| Volume |
17,099 |
8,286 |
-8,813 |
-51.5% |
59,733 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.04 |
106.76 |
102.45 |
|
| R3 |
105.96 |
104.68 |
101.88 |
|
| R2 |
103.88 |
103.88 |
101.69 |
|
| R1 |
102.60 |
102.60 |
101.50 |
102.20 |
| PP |
101.80 |
101.80 |
101.80 |
101.61 |
| S1 |
100.52 |
100.52 |
101.12 |
100.12 |
| S2 |
99.72 |
99.72 |
100.93 |
|
| S3 |
97.64 |
98.44 |
100.74 |
|
| S4 |
95.56 |
96.36 |
100.17 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.84 |
119.40 |
105.71 |
|
| R3 |
115.77 |
112.33 |
103.76 |
|
| R2 |
108.70 |
108.70 |
103.12 |
|
| R1 |
105.26 |
105.26 |
102.47 |
106.98 |
| PP |
101.63 |
101.63 |
101.63 |
102.49 |
| S1 |
98.19 |
98.19 |
101.17 |
99.91 |
| S2 |
94.56 |
94.56 |
100.52 |
|
| S3 |
87.49 |
91.12 |
99.88 |
|
| S4 |
80.42 |
84.05 |
97.93 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.93 |
|
2.618 |
108.54 |
|
1.618 |
106.46 |
|
1.000 |
105.17 |
|
0.618 |
104.38 |
|
HIGH |
103.09 |
|
0.618 |
102.30 |
|
0.500 |
102.05 |
|
0.382 |
101.80 |
|
LOW |
101.01 |
|
0.618 |
99.72 |
|
1.000 |
98.93 |
|
1.618 |
97.64 |
|
2.618 |
95.56 |
|
4.250 |
92.17 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.05 |
102.51 |
| PP |
101.80 |
102.11 |
| S1 |
101.56 |
101.71 |
|