NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
94.95 |
95.22 |
0.27 |
0.3% |
97.34 |
High |
95.45 |
95.44 |
-0.01 |
0.0% |
97.54 |
Low |
94.32 |
93.92 |
-0.40 |
-0.4% |
95.35 |
Close |
94.97 |
94.54 |
-0.43 |
-0.5% |
96.05 |
Range |
1.13 |
1.52 |
0.39 |
34.5% |
2.19 |
ATR |
1.52 |
1.52 |
0.00 |
0.0% |
0.00 |
Volume |
13,019 |
17,621 |
4,602 |
35.3% |
75,948 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.19 |
98.39 |
95.38 |
|
R3 |
97.67 |
96.87 |
94.96 |
|
R2 |
96.15 |
96.15 |
94.82 |
|
R1 |
95.35 |
95.35 |
94.68 |
94.99 |
PP |
94.63 |
94.63 |
94.63 |
94.46 |
S1 |
93.83 |
93.83 |
94.40 |
93.47 |
S2 |
93.11 |
93.11 |
94.26 |
|
S3 |
91.59 |
92.31 |
94.12 |
|
S4 |
90.07 |
90.79 |
93.70 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.88 |
101.66 |
97.25 |
|
R3 |
100.69 |
99.47 |
96.65 |
|
R2 |
98.50 |
98.50 |
96.45 |
|
R1 |
97.28 |
97.28 |
96.25 |
96.80 |
PP |
96.31 |
96.31 |
96.31 |
96.07 |
S1 |
95.09 |
95.09 |
95.85 |
94.61 |
S2 |
94.12 |
94.12 |
95.65 |
|
S3 |
91.93 |
92.90 |
95.45 |
|
S4 |
89.74 |
90.71 |
94.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.88 |
93.92 |
3.96 |
4.2% |
1.64 |
1.7% |
16% |
False |
True |
14,640 |
10 |
98.73 |
93.92 |
4.81 |
5.1% |
1.58 |
1.7% |
13% |
False |
True |
14,564 |
20 |
99.15 |
91.88 |
7.27 |
7.7% |
1.52 |
1.6% |
37% |
False |
False |
15,914 |
40 |
99.15 |
91.78 |
7.37 |
7.8% |
1.44 |
1.5% |
37% |
False |
False |
11,295 |
60 |
99.15 |
83.43 |
15.72 |
16.6% |
1.37 |
1.4% |
71% |
False |
False |
8,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.90 |
2.618 |
99.42 |
1.618 |
97.90 |
1.000 |
96.96 |
0.618 |
96.38 |
HIGH |
95.44 |
0.618 |
94.86 |
0.500 |
94.68 |
0.382 |
94.50 |
LOW |
93.92 |
0.618 |
92.98 |
1.000 |
92.40 |
1.618 |
91.46 |
2.618 |
89.94 |
4.250 |
87.46 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
94.68 |
95.42 |
PP |
94.63 |
95.13 |
S1 |
94.59 |
94.83 |
|