NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
100.80 |
102.80 |
2.00 |
2.0% |
95.94 |
| High |
101.25 |
102.80 |
1.55 |
1.5% |
105.49 |
| Low |
99.83 |
100.40 |
0.57 |
0.6% |
95.94 |
| Close |
101.10 |
100.54 |
-0.56 |
-0.6% |
101.10 |
| Range |
1.42 |
2.40 |
0.98 |
69.0% |
9.55 |
| ATR |
2.21 |
2.22 |
0.01 |
0.6% |
0.00 |
| Volume |
36,041 |
14,913 |
-21,128 |
-58.6% |
134,829 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.45 |
106.89 |
101.86 |
|
| R3 |
106.05 |
104.49 |
101.20 |
|
| R2 |
103.65 |
103.65 |
100.98 |
|
| R1 |
102.09 |
102.09 |
100.76 |
101.67 |
| PP |
101.25 |
101.25 |
101.25 |
101.04 |
| S1 |
99.69 |
99.69 |
100.32 |
99.27 |
| S2 |
98.85 |
98.85 |
100.10 |
|
| S3 |
96.45 |
97.29 |
99.88 |
|
| S4 |
94.05 |
94.89 |
99.22 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.49 |
124.85 |
106.35 |
|
| R3 |
119.94 |
115.30 |
103.73 |
|
| R2 |
110.39 |
110.39 |
102.85 |
|
| R1 |
105.75 |
105.75 |
101.98 |
108.07 |
| PP |
100.84 |
100.84 |
100.84 |
102.01 |
| S1 |
96.20 |
96.20 |
100.22 |
98.52 |
| S2 |
91.29 |
91.29 |
99.35 |
|
| S3 |
81.74 |
86.65 |
98.47 |
|
| S4 |
72.19 |
77.10 |
95.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.49 |
95.94 |
9.55 |
9.5% |
3.81 |
3.8% |
48% |
False |
False |
29,948 |
| 10 |
105.49 |
93.92 |
11.57 |
11.5% |
2.80 |
2.8% |
57% |
False |
False |
22,910 |
| 20 |
105.49 |
93.92 |
11.57 |
11.5% |
2.11 |
2.1% |
57% |
False |
False |
19,878 |
| 40 |
105.49 |
91.78 |
13.71 |
13.6% |
1.83 |
1.8% |
64% |
False |
False |
15,086 |
| 60 |
105.49 |
88.53 |
16.96 |
16.9% |
1.57 |
1.6% |
71% |
False |
False |
11,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.00 |
|
2.618 |
109.08 |
|
1.618 |
106.68 |
|
1.000 |
105.20 |
|
0.618 |
104.28 |
|
HIGH |
102.80 |
|
0.618 |
101.88 |
|
0.500 |
101.60 |
|
0.382 |
101.32 |
|
LOW |
100.40 |
|
0.618 |
98.92 |
|
1.000 |
98.00 |
|
1.618 |
96.52 |
|
2.618 |
94.12 |
|
4.250 |
90.20 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.60 |
102.66 |
| PP |
101.25 |
101.95 |
| S1 |
100.89 |
101.25 |
|