NYMEX Light Sweet Crude Oil Future June 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 |
95.61 |
94.96 |
-0.65 |
-0.7% |
94.80 |
| High |
96.04 |
95.44 |
-0.60 |
-0.6% |
97.68 |
| Low |
94.51 |
93.26 |
-1.25 |
-1.3% |
94.11 |
| Close |
94.70 |
94.89 |
0.19 |
0.2% |
95.32 |
| Range |
1.53 |
2.18 |
0.65 |
42.5% |
3.57 |
| ATR |
1.82 |
1.84 |
0.03 |
1.4% |
0.00 |
| Volume |
59,198 |
55,396 |
-3,802 |
-6.4% |
460,539 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.07 |
100.16 |
96.09 |
|
| R3 |
98.89 |
97.98 |
95.49 |
|
| R2 |
96.71 |
96.71 |
95.29 |
|
| R1 |
95.80 |
95.80 |
95.09 |
95.17 |
| PP |
94.53 |
94.53 |
94.53 |
94.21 |
| S1 |
93.62 |
93.62 |
94.69 |
92.99 |
| S2 |
92.35 |
92.35 |
94.49 |
|
| S3 |
90.17 |
91.44 |
94.29 |
|
| S4 |
87.99 |
89.26 |
93.69 |
|
|
| 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 |
93.26 |
4.42 |
4.7% |
1.77 |
1.9% |
37% |
False |
True |
66,010 |
| 10 |
97.68 |
90.69 |
6.99 |
7.4% |
2.00 |
2.1% |
60% |
False |
False |
82,978 |
| 20 |
97.68 |
90.50 |
7.18 |
7.6% |
1.80 |
1.9% |
61% |
False |
False |
72,379 |
| 40 |
97.68 |
89.24 |
8.44 |
8.9% |
1.69 |
1.8% |
67% |
False |
False |
52,771 |
| 60 |
97.68 |
82.46 |
15.22 |
16.0% |
1.76 |
1.9% |
82% |
False |
False |
45,098 |
| 80 |
97.68 |
82.46 |
15.22 |
16.0% |
1.74 |
1.8% |
82% |
False |
False |
38,516 |
| 100 |
97.68 |
79.39 |
18.29 |
19.3% |
1.73 |
1.8% |
85% |
False |
False |
35,076 |
| 120 |
97.68 |
75.70 |
21.98 |
23.2% |
1.69 |
1.8% |
87% |
False |
False |
31,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.71 |
|
2.618 |
101.15 |
|
1.618 |
98.97 |
|
1.000 |
97.62 |
|
0.618 |
96.79 |
|
HIGH |
95.44 |
|
0.618 |
94.61 |
|
0.500 |
94.35 |
|
0.382 |
94.09 |
|
LOW |
93.26 |
|
0.618 |
91.91 |
|
1.000 |
91.08 |
|
1.618 |
89.73 |
|
2.618 |
87.55 |
|
4.250 |
84.00 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.71 |
95.28 |
| PP |
94.53 |
95.15 |
| S1 |
94.35 |
95.02 |
|