NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
97.40 |
96.49 |
-0.91 |
-0.9% |
98.39 |
| High |
97.42 |
98.02 |
0.60 |
0.6% |
99.73 |
| Low |
95.75 |
95.97 |
0.22 |
0.2% |
95.75 |
| Close |
96.41 |
97.58 |
1.17 |
1.2% |
97.58 |
| Range |
1.67 |
2.05 |
0.38 |
22.8% |
3.98 |
| ATR |
1.78 |
1.80 |
0.02 |
1.1% |
0.00 |
| Volume |
54,941 |
57,057 |
2,116 |
3.9% |
247,981 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.34 |
102.51 |
98.71 |
|
| R3 |
101.29 |
100.46 |
98.14 |
|
| R2 |
99.24 |
99.24 |
97.96 |
|
| R1 |
98.41 |
98.41 |
97.77 |
98.83 |
| PP |
97.19 |
97.19 |
97.19 |
97.40 |
| S1 |
96.36 |
96.36 |
97.39 |
96.78 |
| S2 |
95.14 |
95.14 |
97.20 |
|
| S3 |
93.09 |
94.31 |
97.02 |
|
| S4 |
91.04 |
92.26 |
96.45 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.63 |
107.58 |
99.77 |
|
| R3 |
105.65 |
103.60 |
98.67 |
|
| R2 |
101.67 |
101.67 |
98.31 |
|
| R1 |
99.62 |
99.62 |
97.94 |
98.66 |
| PP |
97.69 |
97.69 |
97.69 |
97.20 |
| S1 |
95.64 |
95.64 |
97.22 |
94.68 |
| S2 |
93.71 |
93.71 |
96.85 |
|
| S3 |
89.73 |
91.66 |
96.49 |
|
| S4 |
85.75 |
87.68 |
95.39 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.73 |
|
2.618 |
103.39 |
|
1.618 |
101.34 |
|
1.000 |
100.07 |
|
0.618 |
99.29 |
|
HIGH |
98.02 |
|
0.618 |
97.24 |
|
0.500 |
97.00 |
|
0.382 |
96.75 |
|
LOW |
95.97 |
|
0.618 |
94.70 |
|
1.000 |
93.92 |
|
1.618 |
92.65 |
|
2.618 |
90.60 |
|
4.250 |
87.26 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.39 |
97.35 |
| PP |
97.19 |
97.12 |
| S1 |
97.00 |
96.89 |
|