NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
89.06 |
87.41 |
-1.65 |
-1.9% |
89.97 |
| High |
89.54 |
88.11 |
-1.43 |
-1.6% |
92.84 |
| Low |
87.18 |
85.88 |
-1.30 |
-1.5% |
88.40 |
| Close |
87.48 |
86.94 |
-0.54 |
-0.6% |
89.03 |
| Range |
2.36 |
2.23 |
-0.13 |
-5.5% |
4.44 |
| ATR |
2.27 |
2.27 |
0.00 |
-0.1% |
0.00 |
| Volume |
280,803 |
366,793 |
85,990 |
30.6% |
1,695,062 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.67 |
92.53 |
88.17 |
|
| R3 |
91.44 |
90.30 |
87.55 |
|
| R2 |
89.21 |
89.21 |
87.35 |
|
| R1 |
88.07 |
88.07 |
87.14 |
87.53 |
| PP |
86.98 |
86.98 |
86.98 |
86.70 |
| S1 |
85.84 |
85.84 |
86.74 |
85.30 |
| S2 |
84.75 |
84.75 |
86.53 |
|
| S3 |
82.52 |
83.61 |
86.33 |
|
| S4 |
80.29 |
81.38 |
85.71 |
|
|
| 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 |
92.05 |
85.88 |
6.17 |
7.1% |
2.31 |
2.7% |
17% |
False |
True |
311,323 |
| 10 |
92.84 |
85.11 |
7.73 |
8.9% |
2.66 |
3.1% |
24% |
False |
False |
357,163 |
| 20 |
93.46 |
85.11 |
8.35 |
9.6% |
2.24 |
2.6% |
22% |
False |
False |
322,437 |
| 40 |
93.46 |
85.11 |
8.35 |
9.6% |
1.99 |
2.3% |
22% |
False |
False |
204,688 |
| 60 |
93.46 |
81.41 |
12.05 |
13.9% |
2.01 |
2.3% |
46% |
False |
False |
151,846 |
| 80 |
93.46 |
81.41 |
12.05 |
13.9% |
1.96 |
2.3% |
46% |
False |
False |
119,842 |
| 100 |
93.46 |
78.05 |
15.41 |
17.7% |
1.92 |
2.2% |
58% |
False |
False |
99,736 |
| 120 |
93.46 |
74.29 |
19.17 |
22.0% |
1.85 |
2.1% |
66% |
False |
False |
85,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.59 |
|
2.618 |
93.95 |
|
1.618 |
91.72 |
|
1.000 |
90.34 |
|
0.618 |
89.49 |
|
HIGH |
88.11 |
|
0.618 |
87.26 |
|
0.500 |
87.00 |
|
0.382 |
86.73 |
|
LOW |
85.88 |
|
0.618 |
84.50 |
|
1.000 |
83.65 |
|
1.618 |
82.27 |
|
2.618 |
80.04 |
|
4.250 |
76.40 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.00 |
88.78 |
| PP |
86.98 |
88.16 |
| S1 |
86.96 |
87.55 |
|