NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
90.81 |
89.10 |
-1.71 |
-1.9% |
92.01 |
High |
90.91 |
90.40 |
-0.51 |
-0.6% |
92.42 |
Low |
88.70 |
88.50 |
-0.20 |
-0.2% |
88.70 |
Close |
89.13 |
88.73 |
-0.40 |
-0.4% |
89.13 |
Range |
2.21 |
1.90 |
-0.31 |
-14.0% |
3.72 |
ATR |
2.02 |
2.01 |
-0.01 |
-0.4% |
0.00 |
Volume |
250,851 |
248,656 |
-2,195 |
-0.9% |
993,890 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.91 |
93.72 |
89.78 |
|
R3 |
93.01 |
91.82 |
89.25 |
|
R2 |
91.11 |
91.11 |
89.08 |
|
R1 |
89.92 |
89.92 |
88.90 |
89.57 |
PP |
89.21 |
89.21 |
89.21 |
89.03 |
S1 |
88.02 |
88.02 |
88.56 |
87.67 |
S2 |
87.31 |
87.31 |
88.38 |
|
S3 |
85.41 |
86.12 |
88.21 |
|
S4 |
83.51 |
84.22 |
87.69 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.24 |
98.91 |
91.18 |
|
R3 |
97.52 |
95.19 |
90.15 |
|
R2 |
93.80 |
93.80 |
89.81 |
|
R1 |
91.47 |
91.47 |
89.47 |
90.78 |
PP |
90.08 |
90.08 |
90.08 |
89.74 |
S1 |
87.75 |
87.75 |
88.79 |
87.06 |
S2 |
86.36 |
86.36 |
88.45 |
|
S3 |
82.64 |
84.03 |
88.11 |
|
S4 |
78.92 |
80.31 |
87.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.24 |
88.50 |
2.74 |
3.1% |
1.89 |
2.1% |
8% |
False |
True |
219,154 |
10 |
94.64 |
88.50 |
6.14 |
6.9% |
1.91 |
2.1% |
4% |
False |
True |
186,444 |
20 |
94.89 |
87.83 |
7.06 |
8.0% |
2.08 |
2.3% |
13% |
False |
False |
166,828 |
40 |
94.89 |
87.83 |
7.06 |
8.0% |
1.89 |
2.1% |
13% |
False |
False |
112,045 |
60 |
94.89 |
81.81 |
13.08 |
14.7% |
1.87 |
2.1% |
53% |
False |
False |
81,951 |
80 |
94.89 |
81.81 |
13.08 |
14.7% |
1.77 |
2.0% |
53% |
False |
False |
64,603 |
100 |
94.89 |
78.63 |
16.26 |
18.3% |
1.74 |
2.0% |
62% |
False |
False |
53,642 |
120 |
94.89 |
74.98 |
19.91 |
22.4% |
1.67 |
1.9% |
69% |
False |
False |
45,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.48 |
2.618 |
95.37 |
1.618 |
93.47 |
1.000 |
92.30 |
0.618 |
91.57 |
HIGH |
90.40 |
0.618 |
89.67 |
0.500 |
89.45 |
0.382 |
89.23 |
LOW |
88.50 |
0.618 |
87.33 |
1.000 |
86.60 |
1.618 |
85.43 |
2.618 |
83.53 |
4.250 |
80.43 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
89.45 |
89.74 |
PP |
89.21 |
89.40 |
S1 |
88.97 |
89.07 |
|