NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
93.17 |
93.53 |
0.36 |
0.4% |
90.80 |
| High |
94.28 |
94.64 |
0.36 |
0.4% |
91.97 |
| Low |
92.88 |
92.83 |
-0.05 |
-0.1% |
87.83 |
| Close |
93.68 |
93.24 |
-0.44 |
-0.5% |
91.68 |
| Range |
1.40 |
1.81 |
0.41 |
29.3% |
4.14 |
| ATR |
2.00 |
1.99 |
-0.01 |
-0.7% |
0.00 |
| Volume |
169,495 |
146,368 |
-23,127 |
-13.6% |
718,590 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.00 |
97.93 |
94.24 |
|
| R3 |
97.19 |
96.12 |
93.74 |
|
| R2 |
95.38 |
95.38 |
93.57 |
|
| R1 |
94.31 |
94.31 |
93.41 |
93.94 |
| PP |
93.57 |
93.57 |
93.57 |
93.39 |
| S1 |
92.50 |
92.50 |
93.07 |
92.13 |
| S2 |
91.76 |
91.76 |
92.91 |
|
| S3 |
89.95 |
90.69 |
92.74 |
|
| S4 |
88.14 |
88.88 |
92.24 |
|
|
| 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 |
87.96 |
6.93 |
7.4% |
2.52 |
2.7% |
76% |
False |
False |
193,706 |
| 10 |
94.89 |
87.83 |
7.06 |
7.6% |
2.16 |
2.3% |
77% |
False |
False |
167,065 |
| 20 |
94.89 |
87.83 |
7.06 |
7.6% |
1.98 |
2.1% |
77% |
False |
False |
135,357 |
| 40 |
94.89 |
87.83 |
7.06 |
7.6% |
1.79 |
1.9% |
77% |
False |
False |
82,544 |
| 60 |
94.89 |
81.81 |
13.08 |
14.0% |
1.83 |
2.0% |
87% |
False |
False |
60,786 |
| 80 |
94.89 |
81.81 |
13.08 |
14.0% |
1.74 |
1.9% |
87% |
False |
False |
48,203 |
| 100 |
94.89 |
78.63 |
16.26 |
17.4% |
1.69 |
1.8% |
90% |
False |
False |
40,542 |
| 120 |
94.89 |
74.98 |
19.91 |
21.4% |
1.60 |
1.7% |
92% |
False |
False |
34,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.33 |
|
2.618 |
99.38 |
|
1.618 |
97.57 |
|
1.000 |
96.45 |
|
0.618 |
95.76 |
|
HIGH |
94.64 |
|
0.618 |
93.95 |
|
0.500 |
93.74 |
|
0.382 |
93.52 |
|
LOW |
92.83 |
|
0.618 |
91.71 |
|
1.000 |
91.02 |
|
1.618 |
89.90 |
|
2.618 |
88.09 |
|
4.250 |
85.14 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.74 |
93.74 |
| PP |
93.57 |
93.57 |
| S1 |
93.41 |
93.41 |
|