NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
87.35 |
86.93 |
-0.42 |
-0.5% |
89.97 |
| High |
87.95 |
87.90 |
-0.05 |
-0.1% |
92.84 |
| Low |
86.36 |
85.96 |
-0.40 |
-0.5% |
88.40 |
| Close |
86.71 |
86.73 |
0.02 |
0.0% |
89.03 |
| Range |
1.59 |
1.94 |
0.35 |
22.0% |
4.44 |
| ATR |
2.22 |
2.20 |
-0.02 |
-0.9% |
0.00 |
| Volume |
324,981 |
374,340 |
49,359 |
15.2% |
1,695,062 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.68 |
91.65 |
87.80 |
|
| R3 |
90.74 |
89.71 |
87.26 |
|
| R2 |
88.80 |
88.80 |
87.09 |
|
| R1 |
87.77 |
87.77 |
86.91 |
87.32 |
| PP |
86.86 |
86.86 |
86.86 |
86.64 |
| S1 |
85.83 |
85.83 |
86.55 |
85.38 |
| S2 |
84.92 |
84.92 |
86.37 |
|
| S3 |
82.98 |
83.89 |
86.20 |
|
| S4 |
81.04 |
81.95 |
85.66 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.41 |
100.66 |
91.47 |
|
| R3 |
98.97 |
96.22 |
90.25 |
|
| R2 |
94.53 |
94.53 |
89.84 |
|
| R1 |
91.78 |
91.78 |
89.44 |
90.94 |
| PP |
90.09 |
90.09 |
90.09 |
89.67 |
| S1 |
87.34 |
87.34 |
88.62 |
86.50 |
| S2 |
85.65 |
85.65 |
88.22 |
|
| S3 |
81.21 |
82.90 |
87.81 |
|
| S4 |
76.77 |
78.46 |
86.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.67 |
85.88 |
5.79 |
6.7% |
2.27 |
2.6% |
15% |
False |
False |
336,283 |
| 10 |
92.84 |
85.11 |
7.73 |
8.9% |
2.61 |
3.0% |
21% |
False |
False |
359,529 |
| 20 |
93.27 |
85.11 |
8.16 |
9.4% |
2.22 |
2.6% |
20% |
False |
False |
331,727 |
| 40 |
93.46 |
85.11 |
8.35 |
9.6% |
2.00 |
2.3% |
19% |
False |
False |
219,296 |
| 60 |
93.46 |
81.41 |
12.05 |
13.9% |
2.01 |
2.3% |
44% |
False |
False |
162,320 |
| 80 |
93.46 |
81.41 |
12.05 |
13.9% |
1.94 |
2.2% |
44% |
False |
False |
128,116 |
| 100 |
93.46 |
78.05 |
15.41 |
17.8% |
1.91 |
2.2% |
56% |
False |
False |
106,433 |
| 120 |
93.46 |
74.29 |
19.17 |
22.1% |
1.86 |
2.1% |
65% |
False |
False |
90,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.15 |
|
2.618 |
92.98 |
|
1.618 |
91.04 |
|
1.000 |
89.84 |
|
0.618 |
89.10 |
|
HIGH |
87.90 |
|
0.618 |
87.16 |
|
0.500 |
86.93 |
|
0.382 |
86.70 |
|
LOW |
85.96 |
|
0.618 |
84.76 |
|
1.000 |
84.02 |
|
1.618 |
82.82 |
|
2.618 |
80.88 |
|
4.250 |
77.72 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.93 |
87.00 |
| PP |
86.86 |
86.91 |
| S1 |
86.80 |
86.82 |
|