NYMEX Light Sweet Crude Oil Future May 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 |
93.66 |
95.70 |
2.04 |
2.2% |
92.20 |
| High |
96.40 |
96.22 |
-0.18 |
-0.2% |
93.69 |
| Low |
92.83 |
95.02 |
2.19 |
2.4% |
89.40 |
| Close |
95.82 |
95.42 |
-0.40 |
-0.4% |
93.43 |
| Range |
3.57 |
1.20 |
-2.37 |
-66.4% |
4.29 |
| ATR |
1.96 |
1.91 |
-0.05 |
-2.8% |
0.00 |
| Volume |
171,099 |
97,415 |
-73,684 |
-43.1% |
427,413 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.15 |
98.49 |
96.08 |
|
| R3 |
97.95 |
97.29 |
95.75 |
|
| R2 |
96.75 |
96.75 |
95.64 |
|
| R1 |
96.09 |
96.09 |
95.53 |
95.82 |
| PP |
95.55 |
95.55 |
95.55 |
95.42 |
| S1 |
94.89 |
94.89 |
95.31 |
94.62 |
| S2 |
94.35 |
94.35 |
95.20 |
|
| S3 |
93.15 |
93.69 |
95.09 |
|
| S4 |
91.95 |
92.49 |
94.76 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.04 |
103.53 |
95.79 |
|
| R3 |
100.75 |
99.24 |
94.61 |
|
| R2 |
96.46 |
96.46 |
94.22 |
|
| R1 |
94.95 |
94.95 |
93.82 |
95.71 |
| PP |
92.17 |
92.17 |
92.17 |
92.55 |
| S1 |
90.66 |
90.66 |
93.04 |
91.42 |
| S2 |
87.88 |
87.88 |
92.64 |
|
| S3 |
83.59 |
86.37 |
92.25 |
|
| S4 |
79.30 |
82.08 |
91.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.40 |
89.54 |
6.86 |
7.2% |
2.34 |
2.5% |
86% |
False |
False |
107,466 |
| 10 |
96.40 |
89.40 |
7.00 |
7.3% |
2.06 |
2.2% |
86% |
False |
False |
87,136 |
| 20 |
96.40 |
89.40 |
7.00 |
7.3% |
2.00 |
2.1% |
86% |
False |
False |
71,362 |
| 40 |
96.40 |
88.68 |
7.72 |
8.1% |
1.69 |
1.8% |
87% |
False |
False |
44,613 |
| 60 |
96.40 |
82.22 |
14.18 |
14.9% |
1.66 |
1.7% |
93% |
False |
False |
33,258 |
| 80 |
96.40 |
82.22 |
14.18 |
14.9% |
1.58 |
1.7% |
93% |
False |
False |
26,490 |
| 100 |
96.40 |
79.39 |
17.01 |
17.8% |
1.45 |
1.5% |
94% |
False |
False |
22,476 |
| 120 |
96.40 |
75.91 |
20.49 |
21.5% |
1.34 |
1.4% |
95% |
False |
False |
19,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.32 |
|
2.618 |
99.36 |
|
1.618 |
98.16 |
|
1.000 |
97.42 |
|
0.618 |
96.96 |
|
HIGH |
96.22 |
|
0.618 |
95.76 |
|
0.500 |
95.62 |
|
0.382 |
95.48 |
|
LOW |
95.02 |
|
0.618 |
94.28 |
|
1.000 |
93.82 |
|
1.618 |
93.08 |
|
2.618 |
91.88 |
|
4.250 |
89.92 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.62 |
94.74 |
| PP |
95.55 |
94.05 |
| S1 |
95.49 |
93.37 |
|