NYMEX Light Sweet Crude Oil Future June 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 |
95.17 |
95.23 |
0.06 |
0.1% |
94.80 |
| High |
95.44 |
95.50 |
0.06 |
0.1% |
97.68 |
| Low |
94.48 |
94.19 |
-0.29 |
-0.3% |
94.11 |
| Close |
95.13 |
94.68 |
-0.45 |
-0.5% |
95.32 |
| Range |
0.96 |
1.31 |
0.35 |
36.5% |
3.57 |
| ATR |
1.78 |
1.75 |
-0.03 |
-1.9% |
0.00 |
| Volume |
79,012 |
101,255 |
22,243 |
28.2% |
460,539 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.72 |
98.01 |
95.40 |
|
| R3 |
97.41 |
96.70 |
95.04 |
|
| R2 |
96.10 |
96.10 |
94.92 |
|
| R1 |
95.39 |
95.39 |
94.80 |
95.09 |
| PP |
94.79 |
94.79 |
94.79 |
94.64 |
| S1 |
94.08 |
94.08 |
94.56 |
93.78 |
| S2 |
93.48 |
93.48 |
94.44 |
|
| S3 |
92.17 |
92.77 |
94.32 |
|
| S4 |
90.86 |
91.46 |
93.96 |
|
|
| 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 |
97.30 |
93.26 |
4.04 |
4.3% |
1.74 |
1.8% |
35% |
False |
False |
69,921 |
| 10 |
97.68 |
91.90 |
5.78 |
6.1% |
1.86 |
2.0% |
48% |
False |
False |
86,091 |
| 20 |
97.68 |
90.50 |
7.18 |
7.6% |
1.74 |
1.8% |
58% |
False |
False |
75,890 |
| 40 |
97.68 |
89.24 |
8.44 |
8.9% |
1.68 |
1.8% |
64% |
False |
False |
55,941 |
| 60 |
97.68 |
82.46 |
15.22 |
16.1% |
1.74 |
1.8% |
80% |
False |
False |
47,306 |
| 80 |
97.68 |
82.46 |
15.22 |
16.1% |
1.71 |
1.8% |
80% |
False |
False |
40,265 |
| 100 |
97.68 |
79.39 |
18.29 |
19.3% |
1.72 |
1.8% |
84% |
False |
False |
36,559 |
| 120 |
97.68 |
75.70 |
21.98 |
23.2% |
1.69 |
1.8% |
86% |
False |
False |
32,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.07 |
|
2.618 |
98.93 |
|
1.618 |
97.62 |
|
1.000 |
96.81 |
|
0.618 |
96.31 |
|
HIGH |
95.50 |
|
0.618 |
95.00 |
|
0.500 |
94.85 |
|
0.382 |
94.69 |
|
LOW |
94.19 |
|
0.618 |
93.38 |
|
1.000 |
92.88 |
|
1.618 |
92.07 |
|
2.618 |
90.76 |
|
4.250 |
88.62 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.85 |
94.58 |
| PP |
94.79 |
94.48 |
| S1 |
94.74 |
94.38 |
|