NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
96.80 |
96.49 |
-0.31 |
-0.3% |
94.80 |
| High |
97.68 |
97.30 |
-0.38 |
-0.4% |
97.68 |
| Low |
96.20 |
94.57 |
-1.63 |
-1.7% |
94.11 |
| Close |
96.66 |
95.32 |
-1.34 |
-1.4% |
95.32 |
| Range |
1.48 |
2.73 |
1.25 |
84.5% |
3.57 |
| ATR |
1.77 |
1.84 |
0.07 |
3.9% |
0.00 |
| Volume |
76,781 |
54,748 |
-22,033 |
-28.7% |
460,539 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.92 |
102.35 |
96.82 |
|
| R3 |
101.19 |
99.62 |
96.07 |
|
| R2 |
98.46 |
98.46 |
95.82 |
|
| R1 |
96.89 |
96.89 |
95.57 |
96.31 |
| PP |
95.73 |
95.73 |
95.73 |
95.44 |
| S1 |
94.16 |
94.16 |
95.07 |
93.58 |
| S2 |
93.00 |
93.00 |
94.82 |
|
| S3 |
90.27 |
91.43 |
94.57 |
|
| S4 |
87.54 |
88.70 |
93.82 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.41 |
104.44 |
97.28 |
|
| R3 |
102.84 |
100.87 |
96.30 |
|
| R2 |
99.27 |
99.27 |
95.97 |
|
| R1 |
97.30 |
97.30 |
95.65 |
98.29 |
| PP |
95.70 |
95.70 |
95.70 |
96.20 |
| S1 |
93.73 |
93.73 |
94.99 |
94.72 |
| S2 |
92.13 |
92.13 |
94.67 |
|
| S3 |
88.56 |
90.16 |
94.34 |
|
| S4 |
84.99 |
86.59 |
93.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.68 |
94.11 |
3.57 |
3.7% |
1.93 |
2.0% |
34% |
False |
False |
92,107 |
| 10 |
97.68 |
90.50 |
7.18 |
7.5% |
2.00 |
2.1% |
67% |
False |
False |
87,405 |
| 20 |
97.68 |
90.50 |
7.18 |
7.5% |
1.80 |
1.9% |
67% |
False |
False |
74,395 |
| 40 |
97.68 |
88.86 |
8.82 |
9.3% |
1.67 |
1.8% |
73% |
False |
False |
51,772 |
| 60 |
97.68 |
82.46 |
15.22 |
16.0% |
1.74 |
1.8% |
84% |
False |
False |
44,077 |
| 80 |
97.68 |
82.46 |
15.22 |
16.0% |
1.73 |
1.8% |
84% |
False |
False |
37,569 |
| 100 |
97.68 |
79.39 |
18.29 |
19.2% |
1.72 |
1.8% |
87% |
False |
False |
34,348 |
| 120 |
97.68 |
75.70 |
21.98 |
23.1% |
1.69 |
1.8% |
89% |
False |
False |
30,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.90 |
|
2.618 |
104.45 |
|
1.618 |
101.72 |
|
1.000 |
100.03 |
|
0.618 |
98.99 |
|
HIGH |
97.30 |
|
0.618 |
96.26 |
|
0.500 |
95.94 |
|
0.382 |
95.61 |
|
LOW |
94.57 |
|
0.618 |
92.88 |
|
1.000 |
91.84 |
|
1.618 |
90.15 |
|
2.618 |
87.42 |
|
4.250 |
82.97 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.94 |
96.13 |
| PP |
95.73 |
95.86 |
| S1 |
95.53 |
95.59 |
|