NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
96.20 |
98.00 |
1.80 |
1.9% |
97.73 |
| High |
97.43 |
102.78 |
5.35 |
5.5% |
99.29 |
| Low |
95.86 |
98.00 |
2.14 |
2.2% |
95.74 |
| Close |
97.20 |
99.52 |
2.32 |
2.4% |
97.20 |
| Range |
1.57 |
4.78 |
3.21 |
204.5% |
3.55 |
| ATR |
1.35 |
1.65 |
0.30 |
22.4% |
0.00 |
| Volume |
11,177 |
9,543 |
-1,634 |
-14.6% |
34,523 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.44 |
111.76 |
102.15 |
|
| R3 |
109.66 |
106.98 |
100.83 |
|
| R2 |
104.88 |
104.88 |
100.40 |
|
| R1 |
102.20 |
102.20 |
99.96 |
103.54 |
| PP |
100.10 |
100.10 |
100.10 |
100.77 |
| S1 |
97.42 |
97.42 |
99.08 |
98.76 |
| S2 |
95.32 |
95.32 |
98.64 |
|
| S3 |
90.54 |
92.64 |
98.21 |
|
| S4 |
85.76 |
87.86 |
96.89 |
|
|
| 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 |
123.10 |
|
2.618 |
115.29 |
|
1.618 |
110.51 |
|
1.000 |
107.56 |
|
0.618 |
105.73 |
|
HIGH |
102.78 |
|
0.618 |
100.95 |
|
0.500 |
100.39 |
|
0.382 |
99.83 |
|
LOW |
98.00 |
|
0.618 |
95.05 |
|
1.000 |
93.22 |
|
1.618 |
90.27 |
|
2.618 |
85.49 |
|
4.250 |
77.69 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.39 |
99.43 |
| PP |
100.10 |
99.35 |
| S1 |
99.81 |
99.26 |
|