NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
100.88 |
102.60 |
1.72 |
1.7% |
97.70 |
| High |
103.19 |
103.51 |
0.32 |
0.3% |
105.00 |
| Low |
100.54 |
101.03 |
0.49 |
0.5% |
97.70 |
| Close |
101.97 |
101.47 |
-0.50 |
-0.5% |
101.97 |
| Range |
2.65 |
2.48 |
-0.17 |
-6.4% |
7.30 |
| ATR |
2.43 |
2.44 |
0.00 |
0.1% |
0.00 |
| Volume |
104,820 |
60,414 |
-44,406 |
-42.4% |
406,226 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.44 |
107.94 |
102.83 |
|
| R3 |
106.96 |
105.46 |
102.15 |
|
| R2 |
104.48 |
104.48 |
101.92 |
|
| R1 |
102.98 |
102.98 |
101.70 |
102.49 |
| PP |
102.00 |
102.00 |
102.00 |
101.76 |
| S1 |
100.50 |
100.50 |
101.24 |
100.01 |
| S2 |
99.52 |
99.52 |
101.02 |
|
| S3 |
97.04 |
98.02 |
100.79 |
|
| S4 |
94.56 |
95.54 |
100.11 |
|
|
| 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 |
114.05 |
|
2.618 |
110.00 |
|
1.618 |
107.52 |
|
1.000 |
105.99 |
|
0.618 |
105.04 |
|
HIGH |
103.51 |
|
0.618 |
102.56 |
|
0.500 |
102.27 |
|
0.382 |
101.98 |
|
LOW |
101.03 |
|
0.618 |
99.50 |
|
1.000 |
98.55 |
|
1.618 |
97.02 |
|
2.618 |
94.54 |
|
4.250 |
90.49 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
102.27 |
102.26 |
| PP |
102.00 |
102.00 |
| S1 |
101.74 |
101.73 |
|