NYMEX Light Sweet Crude Oil Future November 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 |
98.00 |
99.78 |
1.78 |
1.8% |
97.73 |
| High |
102.78 |
102.69 |
-0.09 |
-0.1% |
99.29 |
| Low |
98.00 |
99.78 |
1.78 |
1.8% |
95.74 |
| Close |
99.52 |
101.92 |
2.40 |
2.4% |
97.20 |
| Range |
4.78 |
2.91 |
-1.87 |
-39.1% |
3.55 |
| ATR |
1.65 |
1.76 |
0.11 |
6.6% |
0.00 |
| Volume |
9,543 |
12,982 |
3,439 |
36.0% |
34,523 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.19 |
108.97 |
103.52 |
|
| R3 |
107.28 |
106.06 |
102.72 |
|
| R2 |
104.37 |
104.37 |
102.45 |
|
| R1 |
103.15 |
103.15 |
102.19 |
103.76 |
| PP |
101.46 |
101.46 |
101.46 |
101.77 |
| S1 |
100.24 |
100.24 |
101.65 |
100.85 |
| S2 |
98.55 |
98.55 |
101.39 |
|
| S3 |
95.64 |
97.33 |
101.12 |
|
| S4 |
92.73 |
94.42 |
100.32 |
|
|
| 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 |
115.06 |
|
2.618 |
110.31 |
|
1.618 |
107.40 |
|
1.000 |
105.60 |
|
0.618 |
104.49 |
|
HIGH |
102.69 |
|
0.618 |
101.58 |
|
0.500 |
101.24 |
|
0.382 |
100.89 |
|
LOW |
99.78 |
|
0.618 |
97.98 |
|
1.000 |
96.87 |
|
1.618 |
95.07 |
|
2.618 |
92.16 |
|
4.250 |
87.41 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.69 |
101.05 |
| PP |
101.46 |
100.19 |
| S1 |
101.24 |
99.32 |
|