NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
93.38 |
93.41 |
0.03 |
0.0% |
93.66 |
| High |
93.83 |
93.78 |
-0.05 |
-0.1% |
96.55 |
| Low |
92.73 |
92.38 |
-0.35 |
-0.4% |
92.83 |
| Close |
93.19 |
92.92 |
-0.27 |
-0.3% |
94.00 |
| Range |
1.10 |
1.40 |
0.30 |
27.3% |
3.72 |
| ATR |
1.85 |
1.82 |
-0.03 |
-1.7% |
0.00 |
| Volume |
113,549 |
131,123 |
17,574 |
15.5% |
511,400 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.23 |
96.47 |
93.69 |
|
| R3 |
95.83 |
95.07 |
93.31 |
|
| R2 |
94.43 |
94.43 |
93.18 |
|
| R1 |
93.67 |
93.67 |
93.05 |
93.35 |
| PP |
93.03 |
93.03 |
93.03 |
92.87 |
| S1 |
92.27 |
92.27 |
92.79 |
91.95 |
| S2 |
91.63 |
91.63 |
92.66 |
|
| S3 |
90.23 |
90.87 |
92.54 |
|
| S4 |
88.83 |
89.47 |
92.15 |
|
|
| 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 |
96.17 |
91.63 |
4.54 |
4.9% |
1.84 |
2.0% |
28% |
False |
False |
93,441 |
| 10 |
96.55 |
90.33 |
6.22 |
6.7% |
2.00 |
2.2% |
42% |
False |
False |
103,163 |
| 20 |
96.55 |
89.40 |
7.15 |
7.7% |
1.83 |
2.0% |
49% |
False |
False |
85,226 |
| 40 |
96.55 |
89.00 |
7.55 |
8.1% |
1.73 |
1.9% |
52% |
False |
False |
57,492 |
| 60 |
96.55 |
82.22 |
14.33 |
15.4% |
1.71 |
1.8% |
75% |
False |
False |
42,636 |
| 80 |
96.55 |
82.22 |
14.33 |
15.4% |
1.62 |
1.7% |
75% |
False |
False |
34,106 |
| 100 |
96.55 |
79.39 |
17.16 |
18.5% |
1.52 |
1.6% |
79% |
False |
False |
28,521 |
| 120 |
96.55 |
75.91 |
20.64 |
22.2% |
1.38 |
1.5% |
82% |
False |
False |
24,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.73 |
|
2.618 |
97.45 |
|
1.618 |
96.05 |
|
1.000 |
95.18 |
|
0.618 |
94.65 |
|
HIGH |
93.78 |
|
0.618 |
93.25 |
|
0.500 |
93.08 |
|
0.382 |
92.91 |
|
LOW |
92.38 |
|
0.618 |
91.51 |
|
1.000 |
90.98 |
|
1.618 |
90.11 |
|
2.618 |
88.71 |
|
4.250 |
86.43 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.08 |
92.86 |
| PP |
93.03 |
92.80 |
| S1 |
92.97 |
92.74 |
|