NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
97.16 |
99.70 |
2.54 |
2.6% |
97.24 |
| High |
102.38 |
102.55 |
0.17 |
0.2% |
98.84 |
| Low |
97.14 |
99.70 |
2.56 |
2.6% |
95.00 |
| Close |
99.26 |
101.79 |
2.53 |
2.5% |
96.74 |
| Range |
5.24 |
2.85 |
-2.39 |
-45.6% |
3.84 |
| ATR |
1.67 |
1.79 |
0.12 |
6.9% |
0.00 |
| Volume |
8,679 |
15,049 |
6,370 |
73.4% |
42,436 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.90 |
108.69 |
103.36 |
|
| R3 |
107.05 |
105.84 |
102.57 |
|
| R2 |
104.20 |
104.20 |
102.31 |
|
| R1 |
102.99 |
102.99 |
102.05 |
103.60 |
| PP |
101.35 |
101.35 |
101.35 |
101.65 |
| S1 |
100.14 |
100.14 |
101.53 |
100.75 |
| S2 |
98.50 |
98.50 |
101.27 |
|
| S3 |
95.65 |
97.29 |
101.01 |
|
| S4 |
92.80 |
94.44 |
100.22 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.38 |
106.40 |
98.85 |
|
| R3 |
104.54 |
102.56 |
97.80 |
|
| R2 |
100.70 |
100.70 |
97.44 |
|
| R1 |
98.72 |
98.72 |
97.09 |
97.79 |
| PP |
96.86 |
96.86 |
96.86 |
96.40 |
| S1 |
94.88 |
94.88 |
96.39 |
93.95 |
| S2 |
93.02 |
93.02 |
96.04 |
|
| S3 |
89.18 |
91.04 |
95.68 |
|
| S4 |
85.34 |
87.20 |
94.63 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.66 |
|
2.618 |
110.01 |
|
1.618 |
107.16 |
|
1.000 |
105.40 |
|
0.618 |
104.31 |
|
HIGH |
102.55 |
|
0.618 |
101.46 |
|
0.500 |
101.13 |
|
0.382 |
100.79 |
|
LOW |
99.70 |
|
0.618 |
97.94 |
|
1.000 |
96.85 |
|
1.618 |
95.09 |
|
2.618 |
92.24 |
|
4.250 |
87.59 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.57 |
100.89 |
| PP |
101.35 |
99.99 |
| S1 |
101.13 |
99.09 |
|