NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
95.55 |
95.24 |
-0.31 |
-0.3% |
93.66 |
| High |
96.55 |
96.17 |
-0.38 |
-0.4% |
96.55 |
| Low |
94.97 |
93.29 |
-1.68 |
-1.8% |
92.83 |
| Close |
95.37 |
94.00 |
-1.37 |
-1.4% |
94.00 |
| Range |
1.58 |
2.88 |
1.30 |
82.3% |
3.72 |
| ATR |
1.83 |
1.91 |
0.07 |
4.1% |
0.00 |
| Volume |
85,518 |
63,213 |
-22,305 |
-26.1% |
511,400 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.13 |
101.44 |
95.58 |
|
| R3 |
100.25 |
98.56 |
94.79 |
|
| R2 |
97.37 |
97.37 |
94.53 |
|
| R1 |
95.68 |
95.68 |
94.26 |
95.09 |
| PP |
94.49 |
94.49 |
94.49 |
94.19 |
| S1 |
92.80 |
92.80 |
93.74 |
92.21 |
| S2 |
91.61 |
91.61 |
93.47 |
|
| S3 |
88.73 |
89.92 |
93.21 |
|
| S4 |
85.85 |
87.04 |
92.42 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.62 |
103.53 |
96.05 |
|
| R3 |
101.90 |
99.81 |
95.02 |
|
| R2 |
98.18 |
98.18 |
94.68 |
|
| R1 |
96.09 |
96.09 |
94.34 |
97.14 |
| PP |
94.46 |
94.46 |
94.46 |
94.98 |
| S1 |
92.37 |
92.37 |
93.66 |
93.42 |
| S2 |
90.74 |
90.74 |
93.32 |
|
| S3 |
87.02 |
88.65 |
92.98 |
|
| S4 |
83.30 |
84.93 |
91.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.55 |
92.83 |
3.72 |
4.0% |
2.07 |
2.2% |
31% |
False |
False |
102,280 |
| 10 |
96.55 |
89.40 |
7.15 |
7.6% |
2.11 |
2.2% |
64% |
False |
False |
93,881 |
| 20 |
96.55 |
89.40 |
7.15 |
7.6% |
1.87 |
2.0% |
64% |
False |
False |
77,633 |
| 40 |
96.55 |
88.68 |
7.87 |
8.4% |
1.72 |
1.8% |
68% |
False |
False |
49,008 |
| 60 |
96.55 |
82.22 |
14.33 |
15.2% |
1.70 |
1.8% |
82% |
False |
False |
36,632 |
| 80 |
96.55 |
82.22 |
14.33 |
15.2% |
1.61 |
1.7% |
82% |
False |
False |
29,302 |
| 100 |
96.55 |
79.39 |
17.16 |
18.3% |
1.48 |
1.6% |
85% |
False |
False |
24,698 |
| 120 |
96.55 |
75.91 |
20.64 |
22.0% |
1.36 |
1.4% |
88% |
False |
False |
21,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.41 |
|
2.618 |
103.71 |
|
1.618 |
100.83 |
|
1.000 |
99.05 |
|
0.618 |
97.95 |
|
HIGH |
96.17 |
|
0.618 |
95.07 |
|
0.500 |
94.73 |
|
0.382 |
94.39 |
|
LOW |
93.29 |
|
0.618 |
91.51 |
|
1.000 |
90.41 |
|
1.618 |
88.63 |
|
2.618 |
85.75 |
|
4.250 |
81.05 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.73 |
94.92 |
| PP |
94.49 |
94.61 |
| S1 |
94.24 |
94.31 |
|