NYMEX Light Sweet Crude Oil Future May 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 |
95.41 |
95.55 |
0.14 |
0.1% |
92.20 |
| High |
96.09 |
96.55 |
0.46 |
0.5% |
93.69 |
| Low |
94.98 |
94.97 |
-0.01 |
0.0% |
89.40 |
| Close |
95.78 |
95.37 |
-0.41 |
-0.4% |
93.43 |
| Range |
1.11 |
1.58 |
0.47 |
42.3% |
4.29 |
| ATR |
1.85 |
1.83 |
-0.02 |
-1.1% |
0.00 |
| Volume |
94,155 |
85,518 |
-8,637 |
-9.2% |
427,413 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.37 |
99.45 |
96.24 |
|
| R3 |
98.79 |
97.87 |
95.80 |
|
| R2 |
97.21 |
97.21 |
95.66 |
|
| R1 |
96.29 |
96.29 |
95.51 |
95.96 |
| PP |
95.63 |
95.63 |
95.63 |
95.47 |
| S1 |
94.71 |
94.71 |
95.23 |
94.38 |
| S2 |
94.05 |
94.05 |
95.08 |
|
| S3 |
92.47 |
93.13 |
94.94 |
|
| S4 |
90.89 |
91.55 |
94.50 |
|
|
| 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 |
96.55 |
90.33 |
6.22 |
6.5% |
2.16 |
2.3% |
81% |
True |
False |
112,885 |
| 10 |
96.55 |
89.40 |
7.15 |
7.5% |
1.94 |
2.0% |
83% |
True |
False |
96,983 |
| 20 |
96.55 |
89.40 |
7.15 |
7.5% |
1.83 |
1.9% |
83% |
True |
False |
77,269 |
| 40 |
96.55 |
88.68 |
7.87 |
8.3% |
1.68 |
1.8% |
85% |
True |
False |
48,008 |
| 60 |
96.55 |
82.22 |
14.33 |
15.0% |
1.67 |
1.8% |
92% |
True |
False |
35,745 |
| 80 |
96.55 |
82.22 |
14.33 |
15.0% |
1.58 |
1.7% |
92% |
True |
False |
28,579 |
| 100 |
96.55 |
79.39 |
17.16 |
18.0% |
1.46 |
1.5% |
93% |
True |
False |
24,156 |
| 120 |
96.55 |
75.91 |
20.64 |
21.6% |
1.34 |
1.4% |
94% |
True |
False |
20,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.27 |
|
2.618 |
100.69 |
|
1.618 |
99.11 |
|
1.000 |
98.13 |
|
0.618 |
97.53 |
|
HIGH |
96.55 |
|
0.618 |
95.95 |
|
0.500 |
95.76 |
|
0.382 |
95.57 |
|
LOW |
94.97 |
|
0.618 |
93.99 |
|
1.000 |
93.39 |
|
1.618 |
92.41 |
|
2.618 |
90.83 |
|
4.250 |
88.26 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.76 |
95.76 |
| PP |
95.63 |
95.63 |
| S1 |
95.50 |
95.50 |
|