NYMEX Light Sweet Crude Oil Future November 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 |
97.03 |
96.20 |
-0.83 |
-0.9% |
97.73 |
| High |
97.03 |
97.43 |
0.40 |
0.4% |
99.29 |
| Low |
95.74 |
95.86 |
0.12 |
0.1% |
95.74 |
| Close |
96.02 |
97.20 |
1.18 |
1.2% |
97.20 |
| Range |
1.29 |
1.57 |
0.28 |
21.7% |
3.55 |
| ATR |
1.33 |
1.35 |
0.02 |
1.3% |
0.00 |
| Volume |
8,874 |
11,177 |
2,303 |
26.0% |
34,523 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.54 |
100.94 |
98.06 |
|
| R3 |
99.97 |
99.37 |
97.63 |
|
| R2 |
98.40 |
98.40 |
97.49 |
|
| R1 |
97.80 |
97.80 |
97.34 |
98.10 |
| PP |
96.83 |
96.83 |
96.83 |
96.98 |
| S1 |
96.23 |
96.23 |
97.06 |
96.53 |
| S2 |
95.26 |
95.26 |
96.91 |
|
| S3 |
93.69 |
94.66 |
96.77 |
|
| S4 |
92.12 |
93.09 |
96.34 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.06 |
106.18 |
99.15 |
|
| R3 |
104.51 |
102.63 |
98.18 |
|
| R2 |
100.96 |
100.96 |
97.85 |
|
| R1 |
99.08 |
99.08 |
97.53 |
98.25 |
| PP |
97.41 |
97.41 |
97.41 |
96.99 |
| S1 |
95.53 |
95.53 |
96.87 |
94.70 |
| S2 |
93.86 |
93.86 |
96.55 |
|
| S3 |
90.31 |
91.98 |
96.22 |
|
| S4 |
86.76 |
88.43 |
95.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.10 |
|
2.618 |
101.54 |
|
1.618 |
99.97 |
|
1.000 |
99.00 |
|
0.618 |
98.40 |
|
HIGH |
97.43 |
|
0.618 |
96.83 |
|
0.500 |
96.65 |
|
0.382 |
96.46 |
|
LOW |
95.86 |
|
0.618 |
94.89 |
|
1.000 |
94.29 |
|
1.618 |
93.32 |
|
2.618 |
91.75 |
|
4.250 |
89.19 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.02 |
97.00 |
| PP |
96.83 |
96.79 |
| S1 |
96.65 |
96.59 |
|