NYMEX Light Sweet Crude Oil Future May 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 |
91.29 |
91.35 |
0.06 |
0.1% |
92.35 |
| High |
91.52 |
93.23 |
1.71 |
1.9% |
93.83 |
| Low |
90.39 |
90.94 |
0.55 |
0.6% |
90.27 |
| Close |
91.18 |
92.31 |
1.13 |
1.2% |
92.31 |
| Range |
1.13 |
2.29 |
1.16 |
102.7% |
3.56 |
| ATR |
1.80 |
1.83 |
0.04 |
2.0% |
0.00 |
| Volume |
121,195 |
165,823 |
44,628 |
36.8% |
635,854 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.03 |
97.96 |
93.57 |
|
| R3 |
96.74 |
95.67 |
92.94 |
|
| R2 |
94.45 |
94.45 |
92.73 |
|
| R1 |
93.38 |
93.38 |
92.52 |
93.92 |
| PP |
92.16 |
92.16 |
92.16 |
92.43 |
| S1 |
91.09 |
91.09 |
92.10 |
91.63 |
| S2 |
89.87 |
89.87 |
91.89 |
|
| S3 |
87.58 |
88.80 |
91.68 |
|
| S4 |
85.29 |
86.51 |
91.05 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.82 |
101.12 |
94.27 |
|
| R3 |
99.26 |
97.56 |
93.29 |
|
| R2 |
95.70 |
95.70 |
92.96 |
|
| R1 |
94.00 |
94.00 |
92.64 |
93.07 |
| PP |
92.14 |
92.14 |
92.14 |
91.67 |
| S1 |
90.44 |
90.44 |
91.98 |
89.51 |
| S2 |
88.58 |
88.58 |
91.66 |
|
| S3 |
85.02 |
86.88 |
91.33 |
|
| S4 |
81.46 |
83.32 |
90.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.83 |
90.27 |
3.56 |
3.9% |
1.87 |
2.0% |
57% |
False |
False |
127,170 |
| 10 |
94.64 |
90.27 |
4.37 |
4.7% |
1.75 |
1.9% |
47% |
False |
False |
119,686 |
| 20 |
96.55 |
89.40 |
7.15 |
7.7% |
1.93 |
2.1% |
41% |
False |
False |
106,783 |
| 40 |
96.55 |
89.40 |
7.15 |
7.7% |
1.83 |
2.0% |
41% |
False |
False |
74,435 |
| 60 |
96.55 |
83.21 |
13.34 |
14.5% |
1.73 |
1.9% |
68% |
False |
False |
55,023 |
| 80 |
96.55 |
82.22 |
14.33 |
15.5% |
1.64 |
1.8% |
70% |
False |
False |
43,563 |
| 100 |
96.55 |
81.06 |
15.49 |
16.8% |
1.58 |
1.7% |
73% |
False |
False |
36,132 |
| 120 |
96.55 |
78.63 |
17.92 |
19.4% |
1.44 |
1.6% |
76% |
False |
False |
30,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.96 |
|
2.618 |
99.23 |
|
1.618 |
96.94 |
|
1.000 |
95.52 |
|
0.618 |
94.65 |
|
HIGH |
93.23 |
|
0.618 |
92.36 |
|
0.500 |
92.09 |
|
0.382 |
91.81 |
|
LOW |
90.94 |
|
0.618 |
89.52 |
|
1.000 |
88.65 |
|
1.618 |
87.23 |
|
2.618 |
84.94 |
|
4.250 |
81.21 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.24 |
92.12 |
| PP |
92.16 |
91.94 |
| S1 |
92.09 |
91.75 |
|