NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
93.94 |
94.97 |
1.03 |
1.1% |
95.85 |
| High |
95.57 |
101.15 |
5.58 |
5.8% |
97.11 |
| Low |
93.64 |
94.90 |
1.26 |
1.3% |
93.10 |
| Close |
94.93 |
98.28 |
3.35 |
3.5% |
94.93 |
| Range |
1.93 |
6.25 |
4.32 |
223.8% |
4.01 |
| ATR |
1.65 |
1.98 |
0.33 |
20.0% |
0.00 |
| Volume |
42,647 |
32,221 |
-10,426 |
-24.4% |
150,424 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.86 |
113.82 |
101.72 |
|
| R3 |
110.61 |
107.57 |
100.00 |
|
| R2 |
104.36 |
104.36 |
99.43 |
|
| R1 |
101.32 |
101.32 |
98.85 |
102.84 |
| PP |
98.11 |
98.11 |
98.11 |
98.87 |
| S1 |
95.07 |
95.07 |
97.71 |
96.59 |
| S2 |
91.86 |
91.86 |
97.13 |
|
| S3 |
85.61 |
88.82 |
96.56 |
|
| S4 |
79.36 |
82.57 |
94.84 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.08 |
105.01 |
97.14 |
|
| R3 |
103.07 |
101.00 |
96.03 |
|
| R2 |
99.06 |
99.06 |
95.67 |
|
| R1 |
96.99 |
96.99 |
95.30 |
96.02 |
| PP |
95.05 |
95.05 |
95.05 |
94.56 |
| S1 |
92.98 |
92.98 |
94.56 |
92.01 |
| S2 |
91.04 |
91.04 |
94.19 |
|
| S3 |
87.03 |
88.97 |
93.83 |
|
| S4 |
83.02 |
84.96 |
92.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.15 |
93.10 |
8.05 |
8.2% |
2.68 |
2.7% |
64% |
True |
False |
30,915 |
| 10 |
101.15 |
93.10 |
8.05 |
8.2% |
2.11 |
2.1% |
64% |
True |
False |
29,669 |
| 20 |
101.15 |
91.36 |
9.79 |
10.0% |
1.94 |
2.0% |
71% |
True |
False |
29,123 |
| 40 |
101.15 |
91.28 |
9.87 |
10.0% |
1.73 |
1.8% |
71% |
True |
False |
21,696 |
| 60 |
101.15 |
85.21 |
15.94 |
16.2% |
1.56 |
1.6% |
82% |
True |
False |
16,668 |
| 80 |
101.15 |
83.16 |
17.99 |
18.3% |
1.44 |
1.5% |
84% |
True |
False |
13,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.71 |
|
2.618 |
117.51 |
|
1.618 |
111.26 |
|
1.000 |
107.40 |
|
0.618 |
105.01 |
|
HIGH |
101.15 |
|
0.618 |
98.76 |
|
0.500 |
98.03 |
|
0.382 |
97.29 |
|
LOW |
94.90 |
|
0.618 |
91.04 |
|
1.000 |
88.65 |
|
1.618 |
84.79 |
|
2.618 |
78.54 |
|
4.250 |
68.34 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.20 |
97.90 |
| PP |
98.11 |
97.51 |
| S1 |
98.03 |
97.13 |
|