NYMEX Light Sweet Crude Oil Future September 2011
Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
95.45 |
95.21 |
-0.24 |
-0.3% |
97.32 |
High |
95.78 |
96.76 |
0.98 |
1.0% |
98.42 |
Low |
94.50 |
95.05 |
0.55 |
0.6% |
94.50 |
Close |
95.09 |
96.24 |
1.15 |
1.2% |
96.24 |
Range |
1.28 |
1.71 |
0.43 |
33.6% |
3.92 |
ATR |
1.46 |
1.48 |
0.02 |
1.2% |
0.00 |
Volume |
13,570 |
19,135 |
5,565 |
41.0% |
70,111 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.15 |
100.40 |
97.18 |
|
R3 |
99.44 |
98.69 |
96.71 |
|
R2 |
97.73 |
97.73 |
96.55 |
|
R1 |
96.98 |
96.98 |
96.40 |
97.36 |
PP |
96.02 |
96.02 |
96.02 |
96.20 |
S1 |
95.27 |
95.27 |
96.08 |
95.65 |
S2 |
94.31 |
94.31 |
95.93 |
|
S3 |
92.60 |
93.56 |
95.77 |
|
S4 |
90.89 |
91.85 |
95.30 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.15 |
106.11 |
98.40 |
|
R3 |
104.23 |
102.19 |
97.32 |
|
R2 |
100.31 |
100.31 |
96.96 |
|
R1 |
98.27 |
98.27 |
96.60 |
97.33 |
PP |
96.39 |
96.39 |
96.39 |
95.92 |
S1 |
94.35 |
94.35 |
95.88 |
93.41 |
S2 |
92.47 |
92.47 |
95.52 |
|
S3 |
88.55 |
90.43 |
95.16 |
|
S4 |
84.63 |
86.51 |
94.08 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.03 |
2.618 |
101.24 |
1.618 |
99.53 |
1.000 |
98.47 |
0.618 |
97.82 |
HIGH |
96.76 |
0.618 |
96.11 |
0.500 |
95.91 |
0.382 |
95.70 |
LOW |
95.05 |
0.618 |
93.99 |
1.000 |
93.34 |
1.618 |
92.28 |
2.618 |
90.57 |
4.250 |
87.78 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
96.13 |
96.04 |
PP |
96.02 |
95.83 |
S1 |
95.91 |
95.63 |
|