NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
96.00 |
96.02 |
0.02 |
0.0% |
95.75 |
| High |
96.47 |
96.65 |
0.18 |
0.2% |
98.57 |
| Low |
94.33 |
95.61 |
1.28 |
1.4% |
95.12 |
| Close |
96.08 |
96.40 |
0.32 |
0.3% |
96.24 |
| Range |
2.14 |
1.04 |
-1.10 |
-51.4% |
3.45 |
| ATR |
1.67 |
1.63 |
-0.05 |
-2.7% |
0.00 |
| Volume |
19,814 |
26,728 |
6,914 |
34.9% |
146,803 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.34 |
98.91 |
96.97 |
|
| R3 |
98.30 |
97.87 |
96.69 |
|
| R2 |
97.26 |
97.26 |
96.59 |
|
| R1 |
96.83 |
96.83 |
96.50 |
97.05 |
| PP |
96.22 |
96.22 |
96.22 |
96.33 |
| S1 |
95.79 |
95.79 |
96.30 |
96.01 |
| S2 |
95.18 |
95.18 |
96.21 |
|
| S3 |
94.14 |
94.75 |
96.11 |
|
| S4 |
93.10 |
93.71 |
95.83 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.99 |
105.07 |
98.14 |
|
| R3 |
103.54 |
101.62 |
97.19 |
|
| R2 |
100.09 |
100.09 |
96.87 |
|
| R1 |
98.17 |
98.17 |
96.56 |
99.13 |
| PP |
96.64 |
96.64 |
96.64 |
97.13 |
| S1 |
94.72 |
94.72 |
95.92 |
95.68 |
| S2 |
93.19 |
93.19 |
95.61 |
|
| S3 |
89.74 |
91.27 |
95.29 |
|
| S4 |
86.29 |
87.82 |
94.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.57 |
94.33 |
4.24 |
4.4% |
1.70 |
1.8% |
49% |
False |
False |
22,691 |
| 10 |
98.57 |
92.70 |
5.87 |
6.1% |
1.71 |
1.8% |
63% |
False |
False |
28,375 |
| 20 |
98.57 |
91.36 |
7.21 |
7.5% |
1.59 |
1.6% |
70% |
False |
False |
23,317 |
| 40 |
98.57 |
89.63 |
8.94 |
9.3% |
1.48 |
1.5% |
76% |
False |
False |
16,795 |
| 60 |
98.57 |
83.16 |
15.41 |
16.0% |
1.44 |
1.5% |
86% |
False |
False |
13,050 |
| 80 |
98.57 |
83.16 |
15.41 |
16.0% |
1.33 |
1.4% |
86% |
False |
False |
10,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.07 |
|
2.618 |
99.37 |
|
1.618 |
98.33 |
|
1.000 |
97.69 |
|
0.618 |
97.29 |
|
HIGH |
96.65 |
|
0.618 |
96.25 |
|
0.500 |
96.13 |
|
0.382 |
96.01 |
|
LOW |
95.61 |
|
0.618 |
94.97 |
|
1.000 |
94.57 |
|
1.618 |
93.93 |
|
2.618 |
92.89 |
|
4.250 |
91.19 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.31 |
96.15 |
| PP |
96.22 |
95.91 |
| S1 |
96.13 |
95.66 |
|