NYMEX Light Sweet Crude Oil Future June 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 |
97.90 |
101.47 |
3.57 |
3.6% |
94.36 |
High |
102.04 |
105.55 |
3.51 |
3.4% |
95.80 |
Low |
97.24 |
97.92 |
0.68 |
0.7% |
91.97 |
Close |
100.64 |
99.44 |
-1.20 |
-1.2% |
93.82 |
Range |
4.80 |
7.63 |
2.83 |
59.0% |
3.83 |
ATR |
2.33 |
2.71 |
0.38 |
16.3% |
0.00 |
Volume |
135,408 |
126,157 |
-9,251 |
-6.8% |
451,582 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.86 |
119.28 |
103.64 |
|
R3 |
116.23 |
111.65 |
101.54 |
|
R2 |
108.60 |
108.60 |
100.84 |
|
R1 |
104.02 |
104.02 |
100.14 |
102.50 |
PP |
100.97 |
100.97 |
100.97 |
100.21 |
S1 |
96.39 |
96.39 |
98.74 |
94.87 |
S2 |
93.34 |
93.34 |
98.04 |
|
S3 |
85.71 |
88.76 |
97.34 |
|
S4 |
78.08 |
81.13 |
95.24 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.35 |
103.42 |
95.93 |
|
R3 |
101.52 |
99.59 |
94.87 |
|
R2 |
97.69 |
97.69 |
94.52 |
|
R1 |
95.76 |
95.76 |
94.17 |
94.81 |
PP |
93.86 |
93.86 |
93.86 |
93.39 |
S1 |
91.93 |
91.93 |
93.47 |
90.98 |
S2 |
90.03 |
90.03 |
93.12 |
|
S3 |
86.20 |
88.10 |
92.77 |
|
S4 |
82.37 |
84.27 |
91.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.55 |
91.97 |
13.58 |
13.7% |
4.56 |
4.6% |
55% |
True |
False |
94,619 |
10 |
105.55 |
91.97 |
13.58 |
13.7% |
3.15 |
3.2% |
55% |
True |
False |
92,484 |
20 |
105.55 |
91.55 |
14.00 |
14.1% |
2.51 |
2.5% |
56% |
True |
False |
88,236 |
40 |
105.55 |
90.50 |
15.05 |
15.1% |
2.18 |
2.2% |
59% |
True |
False |
70,921 |
60 |
105.55 |
85.31 |
20.24 |
20.4% |
1.94 |
1.9% |
70% |
True |
False |
57,802 |
80 |
105.55 |
82.46 |
23.09 |
23.2% |
1.89 |
1.9% |
74% |
True |
False |
48,781 |
100 |
105.55 |
82.46 |
23.09 |
23.2% |
1.87 |
1.9% |
74% |
True |
False |
42,957 |
120 |
105.55 |
79.39 |
26.16 |
26.3% |
1.82 |
1.8% |
77% |
True |
False |
38,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.98 |
2.618 |
125.53 |
1.618 |
117.90 |
1.000 |
113.18 |
0.618 |
110.27 |
HIGH |
105.55 |
0.618 |
102.64 |
0.500 |
101.74 |
0.382 |
100.83 |
LOW |
97.92 |
0.618 |
93.20 |
1.000 |
90.29 |
1.618 |
85.57 |
2.618 |
77.94 |
4.250 |
65.49 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
101.74 |
99.65 |
PP |
100.97 |
99.58 |
S1 |
100.21 |
99.51 |
|