NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
95.24 |
94.24 |
-1.00 |
-1.0% |
93.66 |
| High |
96.17 |
94.64 |
-1.53 |
-1.6% |
96.55 |
| Low |
93.29 |
93.03 |
-0.26 |
-0.3% |
92.83 |
| Close |
94.00 |
93.16 |
-0.84 |
-0.9% |
94.00 |
| Range |
2.88 |
1.61 |
-1.27 |
-44.1% |
3.72 |
| ATR |
1.91 |
1.89 |
-0.02 |
-1.1% |
0.00 |
| Volume |
63,213 |
71,659 |
8,446 |
13.4% |
511,400 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.44 |
97.41 |
94.05 |
|
| R3 |
96.83 |
95.80 |
93.60 |
|
| R2 |
95.22 |
95.22 |
93.46 |
|
| R1 |
94.19 |
94.19 |
93.31 |
93.90 |
| PP |
93.61 |
93.61 |
93.61 |
93.47 |
| S1 |
92.58 |
92.58 |
93.01 |
92.29 |
| S2 |
92.00 |
92.00 |
92.86 |
|
| S3 |
90.39 |
90.97 |
92.72 |
|
| S4 |
88.78 |
89.36 |
92.27 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.62 |
103.53 |
96.05 |
|
| R3 |
101.90 |
99.81 |
95.02 |
|
| R2 |
98.18 |
98.18 |
94.68 |
|
| R1 |
96.09 |
96.09 |
94.34 |
97.14 |
| PP |
94.46 |
94.46 |
94.46 |
94.98 |
| S1 |
92.37 |
92.37 |
93.66 |
93.42 |
| S2 |
90.74 |
90.74 |
93.32 |
|
| S3 |
87.02 |
88.65 |
92.98 |
|
| S4 |
83.30 |
84.93 |
91.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.55 |
93.03 |
3.52 |
3.8% |
1.68 |
1.8% |
4% |
False |
True |
82,392 |
| 10 |
96.55 |
89.40 |
7.15 |
7.7% |
2.06 |
2.2% |
53% |
False |
False |
94,494 |
| 20 |
96.55 |
89.40 |
7.15 |
7.7% |
1.86 |
2.0% |
53% |
False |
False |
77,122 |
| 40 |
96.55 |
88.68 |
7.87 |
8.4% |
1.72 |
1.8% |
57% |
False |
False |
50,311 |
| 60 |
96.55 |
82.22 |
14.33 |
15.4% |
1.70 |
1.8% |
76% |
False |
False |
37,670 |
| 80 |
96.55 |
82.22 |
14.33 |
15.4% |
1.61 |
1.7% |
76% |
False |
False |
30,136 |
| 100 |
96.55 |
79.39 |
17.16 |
18.4% |
1.50 |
1.6% |
80% |
False |
False |
25,364 |
| 120 |
96.55 |
75.91 |
20.64 |
22.2% |
1.37 |
1.5% |
84% |
False |
False |
21,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.48 |
|
2.618 |
98.85 |
|
1.618 |
97.24 |
|
1.000 |
96.25 |
|
0.618 |
95.63 |
|
HIGH |
94.64 |
|
0.618 |
94.02 |
|
0.500 |
93.84 |
|
0.382 |
93.65 |
|
LOW |
93.03 |
|
0.618 |
92.04 |
|
1.000 |
91.42 |
|
1.618 |
90.43 |
|
2.618 |
88.82 |
|
4.250 |
86.19 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.84 |
94.79 |
| PP |
93.61 |
94.25 |
| S1 |
93.39 |
93.70 |
|