NYMEX Light Sweet Crude Oil Future April 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 |
91.99 |
94.32 |
2.33 |
2.5% |
90.80 |
| High |
94.89 |
94.57 |
-0.32 |
-0.3% |
91.97 |
| Low |
90.89 |
93.19 |
2.30 |
2.5% |
87.83 |
| Close |
94.28 |
93.50 |
-0.78 |
-0.8% |
91.68 |
| Range |
4.00 |
1.38 |
-2.62 |
-65.5% |
4.14 |
| ATR |
2.10 |
2.05 |
-0.05 |
-2.5% |
0.00 |
| Volume |
290,335 |
178,845 |
-111,490 |
-38.4% |
718,590 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.89 |
97.08 |
94.26 |
|
| R3 |
96.51 |
95.70 |
93.88 |
|
| R2 |
95.13 |
95.13 |
93.75 |
|
| R1 |
94.32 |
94.32 |
93.63 |
94.04 |
| PP |
93.75 |
93.75 |
93.75 |
93.61 |
| S1 |
92.94 |
92.94 |
93.37 |
92.66 |
| S2 |
92.37 |
92.37 |
93.25 |
|
| S3 |
90.99 |
91.56 |
93.12 |
|
| S4 |
89.61 |
90.18 |
92.74 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.91 |
101.44 |
93.96 |
|
| R3 |
98.77 |
97.30 |
92.82 |
|
| R2 |
94.63 |
94.63 |
92.44 |
|
| R1 |
93.16 |
93.16 |
92.06 |
93.90 |
| PP |
90.49 |
90.49 |
90.49 |
90.86 |
| S1 |
89.02 |
89.02 |
91.30 |
89.76 |
| S2 |
86.35 |
86.35 |
90.92 |
|
| S3 |
82.21 |
84.88 |
90.54 |
|
| S4 |
78.07 |
80.74 |
89.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.89 |
87.85 |
7.04 |
7.5% |
2.61 |
2.8% |
80% |
False |
False |
188,251 |
| 10 |
94.89 |
87.83 |
7.06 |
7.6% |
2.25 |
2.4% |
80% |
False |
False |
151,734 |
| 20 |
94.89 |
87.83 |
7.06 |
7.6% |
2.13 |
2.3% |
80% |
False |
False |
124,712 |
| 40 |
94.89 |
87.83 |
7.06 |
7.6% |
1.80 |
1.9% |
80% |
False |
False |
76,357 |
| 60 |
94.89 |
81.81 |
13.08 |
14.0% |
1.81 |
1.9% |
89% |
False |
False |
56,118 |
| 80 |
94.89 |
81.81 |
13.08 |
14.0% |
1.74 |
1.9% |
89% |
False |
False |
44,536 |
| 100 |
94.89 |
78.63 |
16.26 |
17.4% |
1.68 |
1.8% |
91% |
False |
False |
37,543 |
| 120 |
94.89 |
74.98 |
19.91 |
21.3% |
1.60 |
1.7% |
93% |
False |
False |
31,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.44 |
|
2.618 |
98.18 |
|
1.618 |
96.80 |
|
1.000 |
95.95 |
|
0.618 |
95.42 |
|
HIGH |
94.57 |
|
0.618 |
94.04 |
|
0.500 |
93.88 |
|
0.382 |
93.72 |
|
LOW |
93.19 |
|
0.618 |
92.34 |
|
1.000 |
91.81 |
|
1.618 |
90.96 |
|
2.618 |
89.58 |
|
4.250 |
87.33 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.88 |
92.81 |
| PP |
93.75 |
92.12 |
| S1 |
93.63 |
91.43 |
|