NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
95.68 |
98.97 |
3.29 |
3.4% |
89.10 |
High |
100.00 |
103.41 |
3.41 |
3.4% |
90.96 |
Low |
95.14 |
95.62 |
0.48 |
0.5% |
87.09 |
Close |
98.10 |
97.28 |
-0.82 |
-0.8% |
89.71 |
Range |
4.86 |
7.79 |
2.93 |
60.3% |
3.87 |
ATR |
2.69 |
3.06 |
0.36 |
13.5% |
0.00 |
Volume |
463,186 |
486,845 |
23,659 |
5.1% |
1,350,996 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.14 |
117.50 |
101.56 |
|
R3 |
114.35 |
109.71 |
99.42 |
|
R2 |
106.56 |
106.56 |
98.71 |
|
R1 |
101.92 |
101.92 |
97.99 |
100.35 |
PP |
98.77 |
98.77 |
98.77 |
97.98 |
S1 |
94.13 |
94.13 |
96.57 |
92.56 |
S2 |
90.98 |
90.98 |
95.85 |
|
S3 |
83.19 |
86.34 |
95.14 |
|
S4 |
75.40 |
78.55 |
93.00 |
|
|
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 |
103.41 |
87.35 |
16.06 |
16.5% |
5.16 |
5.3% |
62% |
True |
False |
319,557 |
10 |
103.41 |
87.09 |
16.32 |
16.8% |
3.57 |
3.7% |
62% |
True |
False |
277,089 |
20 |
103.41 |
87.09 |
16.32 |
16.8% |
2.93 |
3.0% |
62% |
True |
False |
227,089 |
40 |
103.41 |
87.09 |
16.32 |
16.8% |
2.44 |
2.5% |
62% |
True |
False |
158,103 |
60 |
103.41 |
84.86 |
18.55 |
19.1% |
2.14 |
2.2% |
67% |
True |
False |
114,633 |
80 |
103.41 |
81.81 |
21.60 |
22.2% |
2.02 |
2.1% |
72% |
True |
False |
89,399 |
100 |
103.41 |
81.81 |
21.60 |
22.2% |
1.94 |
2.0% |
72% |
True |
False |
73,548 |
120 |
103.41 |
78.63 |
24.78 |
25.5% |
1.85 |
1.9% |
75% |
True |
False |
62,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.52 |
2.618 |
123.80 |
1.618 |
116.01 |
1.000 |
111.20 |
0.618 |
108.22 |
HIGH |
103.41 |
0.618 |
100.43 |
0.500 |
99.52 |
0.382 |
98.60 |
LOW |
95.62 |
0.618 |
90.81 |
1.000 |
87.83 |
1.618 |
83.02 |
2.618 |
75.23 |
4.250 |
62.51 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
99.52 |
97.05 |
PP |
98.77 |
96.82 |
S1 |
98.03 |
96.59 |
|