NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
94.47 |
92.89 |
-1.58 |
-1.7% |
95.61 |
| High |
94.90 |
93.48 |
-1.42 |
-1.5% |
96.04 |
| Low |
92.21 |
92.10 |
-0.11 |
-0.1% |
93.26 |
| Close |
92.68 |
92.82 |
0.14 |
0.2% |
94.14 |
| Range |
2.69 |
1.38 |
-1.31 |
-48.7% |
2.78 |
| ATR |
1.81 |
1.78 |
-0.03 |
-1.7% |
0.00 |
| Volume |
77,197 |
88,035 |
10,838 |
14.0% |
405,308 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.94 |
96.26 |
93.58 |
|
| R3 |
95.56 |
94.88 |
93.20 |
|
| R2 |
94.18 |
94.18 |
93.07 |
|
| R1 |
93.50 |
93.50 |
92.95 |
93.15 |
| PP |
92.80 |
92.80 |
92.80 |
92.63 |
| S1 |
92.12 |
92.12 |
92.69 |
91.77 |
| S2 |
91.42 |
91.42 |
92.57 |
|
| S3 |
90.04 |
90.74 |
92.44 |
|
| S4 |
88.66 |
89.36 |
92.06 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.82 |
101.26 |
95.67 |
|
| R3 |
100.04 |
98.48 |
94.90 |
|
| R2 |
97.26 |
97.26 |
94.65 |
|
| R1 |
95.70 |
95.70 |
94.39 |
95.09 |
| PP |
94.48 |
94.48 |
94.48 |
94.18 |
| S1 |
92.92 |
92.92 |
93.89 |
92.31 |
| S2 |
91.70 |
91.70 |
93.63 |
|
| S3 |
88.92 |
90.14 |
93.38 |
|
| S4 |
86.14 |
87.36 |
92.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.80 |
92.10 |
3.70 |
4.0% |
1.75 |
1.9% |
19% |
False |
True |
90,350 |
| 10 |
97.68 |
92.10 |
5.58 |
6.0% |
1.76 |
1.9% |
13% |
False |
True |
77,688 |
| 20 |
97.68 |
90.50 |
7.18 |
7.7% |
1.85 |
2.0% |
32% |
False |
False |
82,172 |
| 40 |
97.68 |
90.50 |
7.18 |
7.7% |
1.73 |
1.9% |
32% |
False |
False |
61,483 |
| 60 |
97.68 |
82.46 |
15.22 |
16.4% |
1.73 |
1.9% |
68% |
False |
False |
51,526 |
| 80 |
97.68 |
82.46 |
15.22 |
16.4% |
1.68 |
1.8% |
68% |
False |
False |
43,615 |
| 100 |
97.68 |
80.00 |
17.68 |
19.0% |
1.73 |
1.9% |
73% |
False |
False |
39,332 |
| 120 |
97.68 |
78.44 |
19.24 |
20.7% |
1.70 |
1.8% |
75% |
False |
False |
35,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.35 |
|
2.618 |
97.09 |
|
1.618 |
95.71 |
|
1.000 |
94.86 |
|
0.618 |
94.33 |
|
HIGH |
93.48 |
|
0.618 |
92.95 |
|
0.500 |
92.79 |
|
0.382 |
92.63 |
|
LOW |
92.10 |
|
0.618 |
91.25 |
|
1.000 |
90.72 |
|
1.618 |
89.87 |
|
2.618 |
88.49 |
|
4.250 |
86.24 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.81 |
93.95 |
| PP |
92.80 |
93.57 |
| S1 |
92.79 |
93.20 |
|