NYMEX Light Sweet Crude Oil Future September 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 |
101.88 |
100.83 |
-1.05 |
-1.0% |
96.58 |
| High |
106.00 |
102.03 |
-3.97 |
-3.7% |
106.00 |
| Low |
99.45 |
100.12 |
0.67 |
0.7% |
96.58 |
| Close |
100.67 |
101.39 |
0.72 |
0.7% |
101.39 |
| Range |
6.55 |
1.91 |
-4.64 |
-70.8% |
9.42 |
| ATR |
2.25 |
2.22 |
-0.02 |
-1.1% |
0.00 |
| Volume |
37,625 |
37,316 |
-309 |
-0.8% |
116,751 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.91 |
106.06 |
102.44 |
|
| R3 |
105.00 |
104.15 |
101.92 |
|
| R2 |
103.09 |
103.09 |
101.74 |
|
| R1 |
102.24 |
102.24 |
101.57 |
102.67 |
| PP |
101.18 |
101.18 |
101.18 |
101.39 |
| S1 |
100.33 |
100.33 |
101.21 |
100.76 |
| S2 |
99.27 |
99.27 |
101.04 |
|
| S3 |
97.36 |
98.42 |
100.86 |
|
| S4 |
95.45 |
96.51 |
100.34 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.58 |
124.91 |
106.57 |
|
| R3 |
120.16 |
115.49 |
103.98 |
|
| R2 |
110.74 |
110.74 |
103.12 |
|
| R1 |
106.07 |
106.07 |
102.25 |
108.41 |
| PP |
101.32 |
101.32 |
101.32 |
102.49 |
| S1 |
96.65 |
96.65 |
100.53 |
98.99 |
| S2 |
91.90 |
91.90 |
99.66 |
|
| S3 |
82.48 |
87.23 |
98.80 |
|
| S4 |
73.06 |
77.81 |
96.21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.15 |
|
2.618 |
107.03 |
|
1.618 |
105.12 |
|
1.000 |
103.94 |
|
0.618 |
103.21 |
|
HIGH |
102.03 |
|
0.618 |
101.30 |
|
0.500 |
101.08 |
|
0.382 |
100.85 |
|
LOW |
100.12 |
|
0.618 |
98.94 |
|
1.000 |
98.21 |
|
1.618 |
97.03 |
|
2.618 |
95.12 |
|
4.250 |
92.00 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.29 |
102.45 |
| PP |
101.18 |
102.10 |
| S1 |
101.08 |
101.74 |
|