NYMEX Light Sweet Crude Oil Future March 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 |
87.41 |
87.35 |
-0.06 |
-0.1% |
89.97 |
| High |
88.11 |
87.95 |
-0.16 |
-0.2% |
92.84 |
| Low |
85.88 |
86.36 |
0.48 |
0.6% |
88.40 |
| Close |
86.94 |
86.71 |
-0.23 |
-0.3% |
89.03 |
| Range |
2.23 |
1.59 |
-0.64 |
-28.7% |
4.44 |
| ATR |
2.27 |
2.22 |
-0.05 |
-2.1% |
0.00 |
| Volume |
366,793 |
324,981 |
-41,812 |
-11.4% |
1,695,062 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.78 |
90.83 |
87.58 |
|
| R3 |
90.19 |
89.24 |
87.15 |
|
| R2 |
88.60 |
88.60 |
87.00 |
|
| R1 |
87.65 |
87.65 |
86.86 |
87.33 |
| PP |
87.01 |
87.01 |
87.01 |
86.85 |
| S1 |
86.06 |
86.06 |
86.56 |
85.74 |
| S2 |
85.42 |
85.42 |
86.42 |
|
| S3 |
83.83 |
84.47 |
86.27 |
|
| S4 |
82.24 |
82.88 |
85.84 |
|
|
| 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% |
2.29 |
2.6% |
13% |
False |
False |
316,763 |
| 10 |
92.84 |
85.11 |
7.73 |
8.9% |
2.64 |
3.0% |
21% |
False |
False |
356,909 |
| 20 |
93.46 |
85.11 |
8.35 |
9.6% |
2.20 |
2.5% |
19% |
False |
False |
327,005 |
| 40 |
93.46 |
85.11 |
8.35 |
9.6% |
1.98 |
2.3% |
19% |
False |
False |
211,521 |
| 60 |
93.46 |
81.41 |
12.05 |
13.9% |
1.99 |
2.3% |
44% |
False |
False |
156,600 |
| 80 |
93.46 |
81.41 |
12.05 |
13.9% |
1.96 |
2.3% |
44% |
False |
False |
123,669 |
| 100 |
93.46 |
78.05 |
15.41 |
17.8% |
1.91 |
2.2% |
56% |
False |
False |
102,834 |
| 120 |
93.46 |
74.29 |
19.17 |
22.1% |
1.85 |
2.1% |
65% |
False |
False |
87,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.71 |
|
2.618 |
92.11 |
|
1.618 |
90.52 |
|
1.000 |
89.54 |
|
0.618 |
88.93 |
|
HIGH |
87.95 |
|
0.618 |
87.34 |
|
0.500 |
87.16 |
|
0.382 |
86.97 |
|
LOW |
86.36 |
|
0.618 |
85.38 |
|
1.000 |
84.77 |
|
1.618 |
83.79 |
|
2.618 |
82.20 |
|
4.250 |
79.60 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.16 |
87.71 |
| PP |
87.01 |
87.38 |
| S1 |
86.86 |
87.04 |
|