NYMEX Light Sweet Crude Oil Future December 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 |
98.39 |
98.49 |
0.10 |
0.1% |
98.90 |
| High |
99.73 |
98.77 |
-0.96 |
-1.0% |
99.42 |
| Low |
97.76 |
96.13 |
-1.63 |
-1.7% |
96.77 |
| Close |
98.24 |
96.60 |
-1.64 |
-1.7% |
97.70 |
| Range |
1.97 |
2.64 |
0.67 |
34.0% |
2.65 |
| ATR |
1.78 |
1.84 |
0.06 |
3.5% |
0.00 |
| Volume |
38,508 |
50,818 |
12,310 |
32.0% |
232,075 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.09 |
103.48 |
98.05 |
|
| R3 |
102.45 |
100.84 |
97.33 |
|
| R2 |
99.81 |
99.81 |
97.08 |
|
| R1 |
98.20 |
98.20 |
96.84 |
97.69 |
| PP |
97.17 |
97.17 |
97.17 |
96.91 |
| S1 |
95.56 |
95.56 |
96.36 |
95.05 |
| S2 |
94.53 |
94.53 |
96.12 |
|
| S3 |
91.89 |
92.92 |
95.87 |
|
| S4 |
89.25 |
90.28 |
95.15 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.91 |
104.46 |
99.16 |
|
| R3 |
103.26 |
101.81 |
98.43 |
|
| R2 |
100.61 |
100.61 |
98.19 |
|
| R1 |
99.16 |
99.16 |
97.94 |
98.56 |
| PP |
97.96 |
97.96 |
97.96 |
97.67 |
| S1 |
96.51 |
96.51 |
97.46 |
95.91 |
| S2 |
95.31 |
95.31 |
97.21 |
|
| S3 |
92.66 |
93.86 |
96.97 |
|
| S4 |
90.01 |
91.21 |
96.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.99 |
|
2.618 |
105.68 |
|
1.618 |
103.04 |
|
1.000 |
101.41 |
|
0.618 |
100.40 |
|
HIGH |
98.77 |
|
0.618 |
97.76 |
|
0.500 |
97.45 |
|
0.382 |
97.14 |
|
LOW |
96.13 |
|
0.618 |
94.50 |
|
1.000 |
93.49 |
|
1.618 |
91.86 |
|
2.618 |
89.22 |
|
4.250 |
84.91 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.45 |
97.93 |
| PP |
97.17 |
97.49 |
| S1 |
96.88 |
97.04 |
|