NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
97.05 |
97.26 |
0.21 |
0.2% |
94.13 |
| High |
97.94 |
98.00 |
0.06 |
0.1% |
95.69 |
| Low |
96.79 |
97.14 |
0.35 |
0.4% |
91.36 |
| Close |
97.33 |
97.91 |
0.58 |
0.6% |
95.57 |
| Range |
1.15 |
0.86 |
-0.29 |
-25.2% |
4.33 |
| ATR |
1.66 |
1.61 |
-0.06 |
-3.5% |
0.00 |
| Volume |
28,237 |
26,591 |
-1,646 |
-5.8% |
139,036 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.26 |
99.95 |
98.38 |
|
| R3 |
99.40 |
99.09 |
98.15 |
|
| R2 |
98.54 |
98.54 |
98.07 |
|
| R1 |
98.23 |
98.23 |
97.99 |
98.39 |
| PP |
97.68 |
97.68 |
97.68 |
97.76 |
| S1 |
97.37 |
97.37 |
97.83 |
97.53 |
| S2 |
96.82 |
96.82 |
97.75 |
|
| S3 |
95.96 |
96.51 |
97.67 |
|
| S4 |
95.10 |
95.65 |
97.44 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.20 |
105.71 |
97.95 |
|
| R3 |
102.87 |
101.38 |
96.76 |
|
| R2 |
98.54 |
98.54 |
96.36 |
|
| R1 |
97.05 |
97.05 |
95.97 |
97.80 |
| PP |
94.21 |
94.21 |
94.21 |
94.58 |
| S1 |
92.72 |
92.72 |
95.17 |
93.47 |
| S2 |
89.88 |
89.88 |
94.78 |
|
| S3 |
85.55 |
88.39 |
94.38 |
|
| S4 |
81.22 |
84.06 |
93.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.00 |
92.70 |
5.30 |
5.4% |
1.73 |
1.8% |
98% |
True |
False |
34,059 |
| 10 |
98.00 |
91.36 |
6.64 |
6.8% |
1.69 |
1.7% |
99% |
True |
False |
27,146 |
| 20 |
98.00 |
91.28 |
6.72 |
6.9% |
1.65 |
1.7% |
99% |
True |
False |
23,145 |
| 40 |
98.00 |
89.17 |
8.83 |
9.0% |
1.44 |
1.5% |
99% |
True |
False |
15,002 |
| 60 |
98.00 |
83.16 |
14.84 |
15.2% |
1.39 |
1.4% |
99% |
True |
False |
11,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.66 |
|
2.618 |
100.25 |
|
1.618 |
99.39 |
|
1.000 |
98.86 |
|
0.618 |
98.53 |
|
HIGH |
98.00 |
|
0.618 |
97.67 |
|
0.500 |
97.57 |
|
0.382 |
97.47 |
|
LOW |
97.14 |
|
0.618 |
96.61 |
|
1.000 |
96.28 |
|
1.618 |
95.75 |
|
2.618 |
94.89 |
|
4.250 |
93.49 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.80 |
97.46 |
| PP |
97.68 |
97.01 |
| S1 |
97.57 |
96.56 |
|