NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
86.93 |
87.70 |
0.77 |
0.9% |
89.06 |
| High |
87.90 |
87.77 |
-0.13 |
-0.1% |
89.54 |
| Low |
85.96 |
85.10 |
-0.86 |
-1.0% |
85.10 |
| Close |
86.73 |
85.58 |
-1.15 |
-1.3% |
85.58 |
| Range |
1.94 |
2.67 |
0.73 |
37.6% |
4.44 |
| ATR |
2.20 |
2.23 |
0.03 |
1.5% |
0.00 |
| Volume |
374,340 |
326,739 |
-47,601 |
-12.7% |
1,673,656 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.16 |
92.54 |
87.05 |
|
| R3 |
91.49 |
89.87 |
86.31 |
|
| R2 |
88.82 |
88.82 |
86.07 |
|
| R1 |
87.20 |
87.20 |
85.82 |
86.68 |
| PP |
86.15 |
86.15 |
86.15 |
85.89 |
| S1 |
84.53 |
84.53 |
85.34 |
84.01 |
| S2 |
83.48 |
83.48 |
85.09 |
|
| S3 |
80.81 |
81.86 |
84.85 |
|
| S4 |
78.14 |
79.19 |
84.11 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.06 |
97.26 |
88.02 |
|
| R3 |
95.62 |
92.82 |
86.80 |
|
| R2 |
91.18 |
91.18 |
86.39 |
|
| R1 |
88.38 |
88.38 |
85.99 |
87.56 |
| PP |
86.74 |
86.74 |
86.74 |
86.33 |
| S1 |
83.94 |
83.94 |
85.17 |
83.12 |
| S2 |
82.30 |
82.30 |
84.77 |
|
| S3 |
77.86 |
79.50 |
84.36 |
|
| S4 |
73.42 |
75.06 |
83.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.54 |
85.10 |
4.44 |
5.2% |
2.16 |
2.5% |
11% |
False |
True |
334,731 |
| 10 |
92.84 |
85.10 |
7.74 |
9.0% |
2.42 |
2.8% |
6% |
False |
True |
336,871 |
| 20 |
93.02 |
85.10 |
7.92 |
9.3% |
2.28 |
2.7% |
6% |
False |
True |
336,793 |
| 40 |
93.46 |
85.10 |
8.36 |
9.8% |
2.01 |
2.4% |
6% |
False |
True |
225,978 |
| 60 |
93.46 |
81.41 |
12.05 |
14.1% |
2.01 |
2.3% |
35% |
False |
False |
167,385 |
| 80 |
93.46 |
81.41 |
12.05 |
14.1% |
1.93 |
2.3% |
35% |
False |
False |
131,988 |
| 100 |
93.46 |
78.05 |
15.41 |
18.0% |
1.92 |
2.2% |
49% |
False |
False |
109,564 |
| 120 |
93.46 |
74.29 |
19.17 |
22.4% |
1.87 |
2.2% |
59% |
False |
False |
93,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.12 |
|
2.618 |
94.76 |
|
1.618 |
92.09 |
|
1.000 |
90.44 |
|
0.618 |
89.42 |
|
HIGH |
87.77 |
|
0.618 |
86.75 |
|
0.500 |
86.44 |
|
0.382 |
86.12 |
|
LOW |
85.10 |
|
0.618 |
83.45 |
|
1.000 |
82.43 |
|
1.618 |
80.78 |
|
2.618 |
78.11 |
|
4.250 |
73.75 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.44 |
86.53 |
| PP |
86.15 |
86.21 |
| S1 |
85.87 |
85.90 |
|