NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
94.24 |
93.45 |
-0.79 |
-0.8% |
93.66 |
| High |
94.64 |
93.84 |
-0.80 |
-0.8% |
96.55 |
| Low |
93.03 |
91.63 |
-1.40 |
-1.5% |
92.83 |
| Close |
93.16 |
93.12 |
-0.04 |
0.0% |
94.00 |
| Range |
1.61 |
2.21 |
0.60 |
37.3% |
3.72 |
| ATR |
1.89 |
1.91 |
0.02 |
1.2% |
0.00 |
| Volume |
71,659 |
87,663 |
16,004 |
22.3% |
511,400 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.49 |
98.52 |
94.34 |
|
| R3 |
97.28 |
96.31 |
93.73 |
|
| R2 |
95.07 |
95.07 |
93.53 |
|
| R1 |
94.10 |
94.10 |
93.32 |
93.48 |
| PP |
92.86 |
92.86 |
92.86 |
92.56 |
| S1 |
91.89 |
91.89 |
92.92 |
91.27 |
| S2 |
90.65 |
90.65 |
92.71 |
|
| S3 |
88.44 |
89.68 |
92.51 |
|
| S4 |
86.23 |
87.47 |
91.90 |
|
|
| 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 |
91.63 |
4.92 |
5.3% |
1.88 |
2.0% |
30% |
False |
True |
80,441 |
| 10 |
96.55 |
89.54 |
7.01 |
7.5% |
2.11 |
2.3% |
51% |
False |
False |
93,954 |
| 20 |
96.55 |
89.40 |
7.15 |
7.7% |
1.88 |
2.0% |
52% |
False |
False |
77,852 |
| 40 |
96.55 |
89.00 |
7.55 |
8.1% |
1.73 |
1.9% |
55% |
False |
False |
52,093 |
| 60 |
96.55 |
82.22 |
14.33 |
15.4% |
1.72 |
1.8% |
76% |
False |
False |
38,882 |
| 80 |
96.55 |
82.22 |
14.33 |
15.4% |
1.63 |
1.8% |
76% |
False |
False |
31,166 |
| 100 |
96.55 |
79.39 |
17.16 |
18.4% |
1.52 |
1.6% |
80% |
False |
False |
26,164 |
| 120 |
96.55 |
75.91 |
20.64 |
22.2% |
1.38 |
1.5% |
83% |
False |
False |
22,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.23 |
|
2.618 |
99.63 |
|
1.618 |
97.42 |
|
1.000 |
96.05 |
|
0.618 |
95.21 |
|
HIGH |
93.84 |
|
0.618 |
93.00 |
|
0.500 |
92.74 |
|
0.382 |
92.47 |
|
LOW |
91.63 |
|
0.618 |
90.26 |
|
1.000 |
89.42 |
|
1.618 |
88.05 |
|
2.618 |
85.84 |
|
4.250 |
82.24 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.99 |
93.90 |
| PP |
92.86 |
93.64 |
| S1 |
92.74 |
93.38 |
|