NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
90.04 |
95.68 |
5.64 |
6.3% |
89.10 |
| High |
98.48 |
100.00 |
1.52 |
1.5% |
90.96 |
| Low |
89.77 |
95.14 |
5.37 |
6.0% |
87.09 |
| Close |
95.18 |
98.10 |
2.92 |
3.1% |
89.71 |
| Range |
8.71 |
4.86 |
-3.85 |
-44.2% |
3.87 |
| ATR |
2.52 |
2.69 |
0.17 |
6.6% |
0.00 |
| Volume |
0 |
463,186 |
463,186 |
|
1,350,996 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.33 |
110.07 |
100.77 |
|
| R3 |
107.47 |
105.21 |
99.44 |
|
| R2 |
102.61 |
102.61 |
98.99 |
|
| R1 |
100.35 |
100.35 |
98.55 |
101.48 |
| PP |
97.75 |
97.75 |
97.75 |
98.31 |
| S1 |
95.49 |
95.49 |
97.65 |
96.62 |
| S2 |
92.89 |
92.89 |
97.21 |
|
| S3 |
88.03 |
90.63 |
96.76 |
|
| S4 |
83.17 |
85.77 |
95.43 |
|
|
| 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 |
100.00 |
87.09 |
12.91 |
13.2% |
3.94 |
4.0% |
85% |
True |
False |
269,379 |
| 10 |
100.00 |
87.09 |
12.91 |
13.2% |
2.94 |
3.0% |
85% |
True |
False |
250,301 |
| 20 |
100.00 |
87.09 |
12.91 |
13.2% |
2.65 |
2.7% |
85% |
True |
False |
209,618 |
| 40 |
100.00 |
87.09 |
12.91 |
13.2% |
2.26 |
2.3% |
85% |
True |
False |
146,250 |
| 60 |
100.00 |
84.86 |
15.14 |
15.4% |
2.05 |
2.1% |
87% |
True |
False |
106,648 |
| 80 |
100.00 |
81.81 |
18.19 |
18.5% |
1.94 |
2.0% |
90% |
True |
False |
83,429 |
| 100 |
100.00 |
81.81 |
18.19 |
18.5% |
1.87 |
1.9% |
90% |
True |
False |
68,784 |
| 120 |
100.00 |
78.63 |
21.37 |
21.8% |
1.80 |
1.8% |
91% |
True |
False |
58,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.66 |
|
2.618 |
112.72 |
|
1.618 |
107.86 |
|
1.000 |
104.86 |
|
0.618 |
103.00 |
|
HIGH |
100.00 |
|
0.618 |
98.14 |
|
0.500 |
97.57 |
|
0.382 |
97.00 |
|
LOW |
95.14 |
|
0.618 |
92.14 |
|
1.000 |
90.28 |
|
1.618 |
87.28 |
|
2.618 |
82.42 |
|
4.250 |
74.49 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.92 |
96.81 |
| PP |
97.75 |
95.51 |
| S1 |
97.57 |
94.22 |
|