NYMEX Light Sweet Crude Oil Future December 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 |
96.49 |
97.70 |
1.21 |
1.3% |
98.39 |
| High |
98.02 |
103.31 |
5.29 |
5.4% |
99.73 |
| Low |
95.97 |
97.70 |
1.73 |
1.8% |
95.75 |
| Close |
97.58 |
99.74 |
2.16 |
2.2% |
97.58 |
| Range |
2.05 |
5.61 |
3.56 |
173.7% |
3.98 |
| ATR |
1.80 |
2.08 |
0.28 |
15.6% |
0.00 |
| Volume |
57,057 |
55,422 |
-1,635 |
-2.9% |
247,981 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.08 |
114.02 |
102.83 |
|
| R3 |
111.47 |
108.41 |
101.28 |
|
| R2 |
105.86 |
105.86 |
100.77 |
|
| R1 |
102.80 |
102.80 |
100.25 |
104.33 |
| PP |
100.25 |
100.25 |
100.25 |
101.02 |
| S1 |
97.19 |
97.19 |
99.23 |
98.72 |
| S2 |
94.64 |
94.64 |
98.71 |
|
| S3 |
89.03 |
91.58 |
98.20 |
|
| S4 |
83.42 |
85.97 |
96.65 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.63 |
107.58 |
99.77 |
|
| R3 |
105.65 |
103.60 |
98.67 |
|
| R2 |
101.67 |
101.67 |
98.31 |
|
| R1 |
99.62 |
99.62 |
97.94 |
98.66 |
| PP |
97.69 |
97.69 |
97.69 |
97.20 |
| S1 |
95.64 |
95.64 |
97.22 |
94.68 |
| S2 |
93.71 |
93.71 |
96.85 |
|
| S3 |
89.73 |
91.66 |
96.49 |
|
| S4 |
85.75 |
87.68 |
95.39 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.15 |
|
2.618 |
118.00 |
|
1.618 |
112.39 |
|
1.000 |
108.92 |
|
0.618 |
106.78 |
|
HIGH |
103.31 |
|
0.618 |
101.17 |
|
0.500 |
100.51 |
|
0.382 |
99.84 |
|
LOW |
97.70 |
|
0.618 |
94.23 |
|
1.000 |
92.09 |
|
1.618 |
88.62 |
|
2.618 |
83.01 |
|
4.250 |
73.86 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.51 |
99.67 |
| PP |
100.25 |
99.60 |
| S1 |
100.00 |
99.53 |
|