NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
97.73 |
98.36 |
0.63 |
0.6% |
98.32 |
| High |
99.29 |
98.36 |
-0.93 |
-0.9% |
98.75 |
| Low |
97.59 |
96.42 |
-1.17 |
-1.2% |
96.70 |
| Close |
97.85 |
96.22 |
-1.63 |
-1.7% |
97.33 |
| Range |
1.70 |
1.94 |
0.24 |
14.1% |
2.05 |
| ATR |
1.35 |
1.40 |
0.04 |
3.1% |
0.00 |
| Volume |
5,676 |
5,536 |
-140 |
-2.5% |
33,405 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.82 |
101.46 |
97.29 |
|
| R3 |
100.88 |
99.52 |
96.75 |
|
| R2 |
98.94 |
98.94 |
96.58 |
|
| R1 |
97.58 |
97.58 |
96.40 |
97.29 |
| PP |
97.00 |
97.00 |
97.00 |
96.86 |
| S1 |
95.64 |
95.64 |
96.04 |
95.35 |
| S2 |
95.06 |
95.06 |
95.86 |
|
| S3 |
93.12 |
93.70 |
95.69 |
|
| S4 |
91.18 |
91.76 |
95.15 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.74 |
102.59 |
98.46 |
|
| R3 |
101.69 |
100.54 |
97.89 |
|
| R2 |
99.64 |
99.64 |
97.71 |
|
| R1 |
98.49 |
98.49 |
97.52 |
98.04 |
| PP |
97.59 |
97.59 |
97.59 |
97.37 |
| S1 |
96.44 |
96.44 |
97.14 |
95.99 |
| S2 |
95.54 |
95.54 |
96.95 |
|
| S3 |
93.49 |
94.39 |
96.77 |
|
| S4 |
91.44 |
92.34 |
96.20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.61 |
|
2.618 |
103.44 |
|
1.618 |
101.50 |
|
1.000 |
100.30 |
|
0.618 |
99.56 |
|
HIGH |
98.36 |
|
0.618 |
97.62 |
|
0.500 |
97.39 |
|
0.382 |
97.16 |
|
LOW |
96.42 |
|
0.618 |
95.22 |
|
1.000 |
94.48 |
|
1.618 |
93.28 |
|
2.618 |
91.34 |
|
4.250 |
88.18 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.39 |
97.86 |
| PP |
97.00 |
97.31 |
| S1 |
96.61 |
96.77 |
|