NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
96.60 |
97.03 |
0.43 |
0.4% |
98.32 |
| High |
96.76 |
97.03 |
0.27 |
0.3% |
98.75 |
| Low |
96.18 |
95.74 |
-0.44 |
-0.5% |
96.70 |
| Close |
96.52 |
96.02 |
-0.50 |
-0.5% |
97.33 |
| Range |
0.58 |
1.29 |
0.71 |
122.4% |
2.05 |
| ATR |
1.34 |
1.33 |
0.00 |
-0.3% |
0.00 |
| Volume |
3,260 |
8,874 |
5,614 |
172.2% |
33,405 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.13 |
99.37 |
96.73 |
|
| R3 |
98.84 |
98.08 |
96.37 |
|
| R2 |
97.55 |
97.55 |
96.26 |
|
| R1 |
96.79 |
96.79 |
96.14 |
96.53 |
| PP |
96.26 |
96.26 |
96.26 |
96.13 |
| S1 |
95.50 |
95.50 |
95.90 |
95.24 |
| S2 |
94.97 |
94.97 |
95.78 |
|
| S3 |
93.68 |
94.21 |
95.67 |
|
| S4 |
92.39 |
92.92 |
95.31 |
|
|
| 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 |
102.51 |
|
2.618 |
100.41 |
|
1.618 |
99.12 |
|
1.000 |
98.32 |
|
0.618 |
97.83 |
|
HIGH |
97.03 |
|
0.618 |
96.54 |
|
0.500 |
96.39 |
|
0.382 |
96.23 |
|
LOW |
95.74 |
|
0.618 |
94.94 |
|
1.000 |
94.45 |
|
1.618 |
93.65 |
|
2.618 |
92.36 |
|
4.250 |
90.26 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.39 |
97.05 |
| PP |
96.26 |
96.71 |
| S1 |
96.14 |
96.36 |
|