NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
102.36 |
99.86 |
-2.50 |
-2.4% |
94.97 |
High |
105.33 |
101.68 |
-3.65 |
-3.5% |
105.33 |
Low |
98.51 |
99.20 |
0.69 |
0.7% |
94.90 |
Close |
100.05 |
100.69 |
0.64 |
0.6% |
100.69 |
Range |
6.82 |
2.48 |
-4.34 |
-63.6% |
10.43 |
ATR |
2.49 |
2.49 |
0.00 |
0.0% |
0.00 |
Volume |
61,819 |
53,188 |
-8,631 |
-14.0% |
210,071 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.96 |
106.81 |
102.05 |
|
R3 |
105.48 |
104.33 |
101.37 |
|
R2 |
103.00 |
103.00 |
101.14 |
|
R1 |
101.85 |
101.85 |
100.92 |
102.43 |
PP |
100.52 |
100.52 |
100.52 |
100.81 |
S1 |
99.37 |
99.37 |
100.46 |
99.95 |
S2 |
98.04 |
98.04 |
100.24 |
|
S3 |
95.56 |
96.89 |
100.01 |
|
S4 |
93.08 |
94.41 |
99.33 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.60 |
126.57 |
106.43 |
|
R3 |
121.17 |
116.14 |
103.56 |
|
R2 |
110.74 |
110.74 |
102.60 |
|
R1 |
105.71 |
105.71 |
101.65 |
108.23 |
PP |
100.31 |
100.31 |
100.31 |
101.56 |
S1 |
95.28 |
95.28 |
99.73 |
97.80 |
S2 |
89.88 |
89.88 |
98.78 |
|
S3 |
79.45 |
84.85 |
97.82 |
|
S4 |
69.02 |
74.42 |
94.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.33 |
93.64 |
11.69 |
11.6% |
4.40 |
4.4% |
60% |
False |
False |
50,543 |
10 |
105.33 |
93.10 |
12.23 |
12.1% |
3.04 |
3.0% |
62% |
False |
False |
39,253 |
20 |
105.33 |
93.05 |
12.28 |
12.2% |
2.38 |
2.4% |
62% |
False |
False |
34,493 |
40 |
105.33 |
91.28 |
14.05 |
14.0% |
2.02 |
2.0% |
67% |
False |
False |
25,846 |
60 |
105.33 |
86.78 |
18.55 |
18.4% |
1.72 |
1.7% |
75% |
False |
False |
19,476 |
80 |
105.33 |
83.16 |
22.17 |
22.0% |
1.58 |
1.6% |
79% |
False |
False |
15,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.22 |
2.618 |
108.17 |
1.618 |
105.69 |
1.000 |
104.16 |
0.618 |
103.21 |
HIGH |
101.68 |
0.618 |
100.73 |
0.500 |
100.44 |
0.382 |
100.15 |
LOW |
99.20 |
0.618 |
97.67 |
1.000 |
96.72 |
1.618 |
95.19 |
2.618 |
92.71 |
4.250 |
88.66 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
100.61 |
101.61 |
PP |
100.52 |
101.30 |
S1 |
100.44 |
101.00 |
|