NYMEX Light Sweet Crude Oil Future April 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 |
88.12 |
89.00 |
0.88 |
1.0% |
89.10 |
High |
89.25 |
90.96 |
1.71 |
1.9% |
90.96 |
Low |
87.35 |
88.43 |
1.08 |
1.2% |
87.09 |
Close |
88.84 |
89.71 |
0.87 |
1.0% |
89.71 |
Range |
1.90 |
2.53 |
0.63 |
33.2% |
3.87 |
ATR |
2.01 |
2.04 |
0.04 |
1.9% |
0.00 |
Volume |
297,440 |
350,314 |
52,874 |
17.8% |
1,350,996 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.29 |
96.03 |
91.10 |
|
R3 |
94.76 |
93.50 |
90.41 |
|
R2 |
92.23 |
92.23 |
90.17 |
|
R1 |
90.97 |
90.97 |
89.94 |
91.60 |
PP |
89.70 |
89.70 |
89.70 |
90.02 |
S1 |
88.44 |
88.44 |
89.48 |
89.07 |
S2 |
87.17 |
87.17 |
89.25 |
|
S3 |
84.64 |
85.91 |
89.01 |
|
S4 |
82.11 |
83.38 |
88.32 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.86 |
99.16 |
91.84 |
|
R3 |
96.99 |
95.29 |
90.77 |
|
R2 |
93.12 |
93.12 |
90.42 |
|
R1 |
91.42 |
91.42 |
90.06 |
92.27 |
PP |
89.25 |
89.25 |
89.25 |
89.68 |
S1 |
87.55 |
87.55 |
89.36 |
88.40 |
S2 |
85.38 |
85.38 |
89.00 |
|
S3 |
81.51 |
83.68 |
88.65 |
|
S4 |
77.64 |
79.81 |
87.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.96 |
87.09 |
3.87 |
4.3% |
2.10 |
2.3% |
68% |
True |
False |
270,199 |
10 |
92.42 |
87.09 |
5.33 |
5.9% |
2.00 |
2.2% |
49% |
False |
False |
234,488 |
20 |
94.89 |
87.09 |
7.80 |
8.7% |
2.17 |
2.4% |
34% |
False |
False |
198,785 |
40 |
94.89 |
87.09 |
7.80 |
8.7% |
1.98 |
2.2% |
34% |
False |
False |
135,846 |
60 |
94.89 |
82.75 |
12.14 |
13.5% |
1.90 |
2.1% |
57% |
False |
False |
99,509 |
80 |
94.89 |
81.81 |
13.08 |
14.6% |
1.81 |
2.0% |
60% |
False |
False |
77,928 |
100 |
94.89 |
80.28 |
14.61 |
16.3% |
1.77 |
2.0% |
65% |
False |
False |
64,355 |
120 |
94.89 |
77.94 |
16.95 |
18.9% |
1.72 |
1.9% |
69% |
False |
False |
54,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.71 |
2.618 |
97.58 |
1.618 |
95.05 |
1.000 |
93.49 |
0.618 |
92.52 |
HIGH |
90.96 |
0.618 |
89.99 |
0.500 |
89.70 |
0.382 |
89.40 |
LOW |
88.43 |
0.618 |
86.87 |
1.000 |
85.90 |
1.618 |
84.34 |
2.618 |
81.81 |
4.250 |
77.68 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
89.71 |
89.48 |
PP |
89.70 |
89.25 |
S1 |
89.70 |
89.03 |
|