NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
89.97 |
92.20 |
2.23 |
2.5% |
89.26 |
| High |
92.84 |
92.45 |
-0.39 |
-0.4% |
89.73 |
| Low |
88.40 |
90.44 |
2.04 |
2.3% |
85.11 |
| Close |
92.19 |
90.77 |
-1.42 |
-1.5% |
89.34 |
| Range |
4.44 |
2.01 |
-2.43 |
-54.7% |
4.62 |
| ATR |
2.26 |
2.24 |
-0.02 |
-0.8% |
0.00 |
| Volume |
411,297 |
374,742 |
-36,555 |
-8.9% |
1,887,026 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.25 |
96.02 |
91.88 |
|
| R3 |
95.24 |
94.01 |
91.32 |
|
| R2 |
93.23 |
93.23 |
91.14 |
|
| R1 |
92.00 |
92.00 |
90.95 |
91.61 |
| PP |
91.22 |
91.22 |
91.22 |
91.03 |
| S1 |
89.99 |
89.99 |
90.59 |
89.60 |
| S2 |
89.21 |
89.21 |
90.40 |
|
| S3 |
87.20 |
87.98 |
90.22 |
|
| S4 |
85.19 |
85.97 |
89.66 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.92 |
100.25 |
91.88 |
|
| R3 |
97.30 |
95.63 |
90.61 |
|
| R2 |
92.68 |
92.68 |
90.19 |
|
| R1 |
91.01 |
91.01 |
89.76 |
91.85 |
| PP |
88.06 |
88.06 |
88.06 |
88.48 |
| S1 |
86.39 |
86.39 |
88.92 |
87.23 |
| S2 |
83.44 |
83.44 |
88.49 |
|
| S3 |
78.82 |
81.77 |
88.07 |
|
| S4 |
74.20 |
77.15 |
86.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.84 |
85.11 |
7.73 |
8.5% |
3.01 |
3.3% |
73% |
False |
False |
403,003 |
| 10 |
93.02 |
85.11 |
7.91 |
8.7% |
2.50 |
2.7% |
72% |
False |
False |
368,212 |
| 20 |
93.46 |
85.11 |
8.35 |
9.2% |
2.30 |
2.5% |
68% |
False |
False |
287,741 |
| 40 |
93.46 |
85.11 |
8.35 |
9.2% |
1.92 |
2.1% |
68% |
False |
False |
175,175 |
| 60 |
93.46 |
81.41 |
12.05 |
13.3% |
1.95 |
2.1% |
78% |
False |
False |
128,383 |
| 80 |
93.46 |
81.41 |
12.05 |
13.3% |
1.92 |
2.1% |
78% |
False |
False |
101,561 |
| 100 |
93.46 |
78.05 |
15.41 |
17.0% |
1.86 |
2.0% |
83% |
False |
False |
85,102 |
| 120 |
93.46 |
74.29 |
19.17 |
21.1% |
1.82 |
2.0% |
86% |
False |
False |
72,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.99 |
|
2.618 |
97.71 |
|
1.618 |
95.70 |
|
1.000 |
94.46 |
|
0.618 |
93.69 |
|
HIGH |
92.45 |
|
0.618 |
91.68 |
|
0.500 |
91.45 |
|
0.382 |
91.21 |
|
LOW |
90.44 |
|
0.618 |
89.20 |
|
1.000 |
88.43 |
|
1.618 |
87.19 |
|
2.618 |
85.18 |
|
4.250 |
81.90 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.45 |
90.17 |
| PP |
91.22 |
89.57 |
| S1 |
91.00 |
88.98 |
|