NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
98.49 |
96.87 |
-1.62 |
-1.6% |
98.90 |
| High |
98.77 |
97.41 |
-1.36 |
-1.4% |
99.42 |
| Low |
96.13 |
96.20 |
0.07 |
0.1% |
96.77 |
| Close |
96.60 |
96.90 |
0.30 |
0.3% |
97.70 |
| Range |
2.64 |
1.21 |
-1.43 |
-54.2% |
2.65 |
| ATR |
1.84 |
1.79 |
-0.04 |
-2.4% |
0.00 |
| Volume |
50,818 |
46,657 |
-4,161 |
-8.2% |
232,075 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.47 |
99.89 |
97.57 |
|
| R3 |
99.26 |
98.68 |
97.23 |
|
| R2 |
98.05 |
98.05 |
97.12 |
|
| R1 |
97.47 |
97.47 |
97.01 |
97.76 |
| PP |
96.84 |
96.84 |
96.84 |
96.98 |
| S1 |
96.26 |
96.26 |
96.79 |
96.55 |
| S2 |
95.63 |
95.63 |
96.68 |
|
| S3 |
94.42 |
95.05 |
96.57 |
|
| S4 |
93.21 |
93.84 |
96.23 |
|
|
| 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 |
102.55 |
|
2.618 |
100.58 |
|
1.618 |
99.37 |
|
1.000 |
98.62 |
|
0.618 |
98.16 |
|
HIGH |
97.41 |
|
0.618 |
96.95 |
|
0.500 |
96.81 |
|
0.382 |
96.66 |
|
LOW |
96.20 |
|
0.618 |
95.45 |
|
1.000 |
94.99 |
|
1.618 |
94.24 |
|
2.618 |
93.03 |
|
4.250 |
91.06 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.87 |
97.93 |
| PP |
96.84 |
97.59 |
| S1 |
96.81 |
97.24 |
|