NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
102.50 |
100.88 |
-1.62 |
-1.6% |
97.70 |
| High |
105.00 |
103.19 |
-1.81 |
-1.7% |
105.00 |
| Low |
99.52 |
100.54 |
1.02 |
1.0% |
97.70 |
| Close |
100.99 |
101.97 |
0.98 |
1.0% |
101.97 |
| Range |
5.48 |
2.65 |
-2.83 |
-51.6% |
7.30 |
| ATR |
2.42 |
2.43 |
0.02 |
0.7% |
0.00 |
| Volume |
140,085 |
104,820 |
-35,265 |
-25.2% |
406,226 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.85 |
108.56 |
103.43 |
|
| R3 |
107.20 |
105.91 |
102.70 |
|
| R2 |
104.55 |
104.55 |
102.46 |
|
| R1 |
103.26 |
103.26 |
102.21 |
103.91 |
| PP |
101.90 |
101.90 |
101.90 |
102.22 |
| S1 |
100.61 |
100.61 |
101.73 |
101.26 |
| S2 |
99.25 |
99.25 |
101.48 |
|
| S3 |
96.60 |
97.96 |
101.24 |
|
| S4 |
93.95 |
95.31 |
100.51 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.46 |
120.01 |
105.99 |
|
| R3 |
116.16 |
112.71 |
103.98 |
|
| R2 |
108.86 |
108.86 |
103.31 |
|
| R1 |
105.41 |
105.41 |
102.64 |
107.14 |
| PP |
101.56 |
101.56 |
101.56 |
102.42 |
| S1 |
98.11 |
98.11 |
101.30 |
99.84 |
| S2 |
94.26 |
94.26 |
100.63 |
|
| S3 |
86.96 |
90.81 |
99.96 |
|
| S4 |
79.66 |
83.51 |
97.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.45 |
|
2.618 |
110.13 |
|
1.618 |
107.48 |
|
1.000 |
105.84 |
|
0.618 |
104.83 |
|
HIGH |
103.19 |
|
0.618 |
102.18 |
|
0.500 |
101.87 |
|
0.382 |
101.55 |
|
LOW |
100.54 |
|
0.618 |
98.90 |
|
1.000 |
97.89 |
|
1.618 |
96.25 |
|
2.618 |
93.60 |
|
4.250 |
89.28 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.94 |
102.16 |
| PP |
101.90 |
102.10 |
| S1 |
101.87 |
102.03 |
|