NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
93.45 |
93.38 |
-0.07 |
-0.1% |
93.66 |
| High |
93.84 |
93.83 |
-0.01 |
0.0% |
96.55 |
| Low |
91.63 |
92.73 |
1.10 |
1.2% |
92.83 |
| Close |
93.12 |
93.19 |
0.07 |
0.1% |
94.00 |
| Range |
2.21 |
1.10 |
-1.11 |
-50.2% |
3.72 |
| ATR |
1.91 |
1.85 |
-0.06 |
-3.0% |
0.00 |
| Volume |
87,663 |
113,549 |
25,886 |
29.5% |
511,400 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.55 |
95.97 |
93.80 |
|
| R3 |
95.45 |
94.87 |
93.49 |
|
| R2 |
94.35 |
94.35 |
93.39 |
|
| R1 |
93.77 |
93.77 |
93.29 |
93.51 |
| PP |
93.25 |
93.25 |
93.25 |
93.12 |
| S1 |
92.67 |
92.67 |
93.09 |
92.41 |
| S2 |
92.15 |
92.15 |
92.99 |
|
| S3 |
91.05 |
91.57 |
92.89 |
|
| S4 |
89.95 |
90.47 |
92.59 |
|
|
| 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% |
32% |
False |
False |
84,320 |
| 10 |
96.55 |
90.07 |
6.48 |
7.0% |
2.01 |
2.2% |
48% |
False |
False |
98,287 |
| 20 |
96.55 |
89.40 |
7.15 |
7.7% |
1.83 |
2.0% |
53% |
False |
False |
81,077 |
| 40 |
96.55 |
89.00 |
7.55 |
8.1% |
1.72 |
1.8% |
55% |
False |
False |
54,646 |
| 60 |
96.55 |
82.22 |
14.33 |
15.4% |
1.71 |
1.8% |
77% |
False |
False |
40,571 |
| 80 |
96.55 |
82.22 |
14.33 |
15.4% |
1.63 |
1.7% |
77% |
False |
False |
32,537 |
| 100 |
96.55 |
79.39 |
17.16 |
18.4% |
1.52 |
1.6% |
80% |
False |
False |
27,256 |
| 120 |
96.55 |
75.91 |
20.64 |
22.1% |
1.37 |
1.5% |
84% |
False |
False |
23,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.51 |
|
2.618 |
96.71 |
|
1.618 |
95.61 |
|
1.000 |
94.93 |
|
0.618 |
94.51 |
|
HIGH |
93.83 |
|
0.618 |
93.41 |
|
0.500 |
93.28 |
|
0.382 |
93.15 |
|
LOW |
92.73 |
|
0.618 |
92.05 |
|
1.000 |
91.63 |
|
1.618 |
90.95 |
|
2.618 |
89.85 |
|
4.250 |
88.06 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.28 |
93.17 |
| PP |
93.25 |
93.15 |
| S1 |
93.22 |
93.14 |
|