NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
99.98 |
102.50 |
2.52 |
2.5% |
98.39 |
| High |
102.75 |
105.00 |
2.25 |
2.2% |
99.73 |
| Low |
99.32 |
99.52 |
0.20 |
0.2% |
95.75 |
| Close |
101.98 |
100.99 |
-0.99 |
-1.0% |
97.58 |
| Range |
3.43 |
5.48 |
2.05 |
59.8% |
3.98 |
| ATR |
2.18 |
2.42 |
0.24 |
10.8% |
0.00 |
| Volume |
105,899 |
140,085 |
34,186 |
32.3% |
247,981 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.28 |
115.11 |
104.00 |
|
| R3 |
112.80 |
109.63 |
102.50 |
|
| R2 |
107.32 |
107.32 |
101.99 |
|
| R1 |
104.15 |
104.15 |
101.49 |
103.00 |
| PP |
101.84 |
101.84 |
101.84 |
101.26 |
| S1 |
98.67 |
98.67 |
100.49 |
97.52 |
| S2 |
96.36 |
96.36 |
99.99 |
|
| S3 |
90.88 |
93.19 |
99.48 |
|
| S4 |
85.40 |
87.71 |
97.98 |
|
|
| 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 |
128.29 |
|
2.618 |
119.35 |
|
1.618 |
113.87 |
|
1.000 |
110.48 |
|
0.618 |
108.39 |
|
HIGH |
105.00 |
|
0.618 |
102.91 |
|
0.500 |
102.26 |
|
0.382 |
101.61 |
|
LOW |
99.52 |
|
0.618 |
96.13 |
|
1.000 |
94.04 |
|
1.618 |
90.65 |
|
2.618 |
85.17 |
|
4.250 |
76.23 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.26 |
101.35 |
| PP |
101.84 |
101.23 |
| S1 |
101.41 |
101.11 |
|