NYMEX Light Sweet Crude Oil Future July 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 |
96.02 |
96.42 |
0.40 |
0.4% |
95.75 |
| High |
96.65 |
96.62 |
-0.03 |
0.0% |
98.57 |
| Low |
95.61 |
95.36 |
-0.25 |
-0.3% |
95.12 |
| Close |
96.40 |
95.87 |
-0.53 |
-0.5% |
96.24 |
| Range |
1.04 |
1.26 |
0.22 |
21.2% |
3.45 |
| ATR |
1.63 |
1.60 |
-0.03 |
-1.6% |
0.00 |
| Volume |
26,728 |
35,469 |
8,741 |
32.7% |
146,803 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.73 |
99.06 |
96.56 |
|
| R3 |
98.47 |
97.80 |
96.22 |
|
| R2 |
97.21 |
97.21 |
96.10 |
|
| R1 |
96.54 |
96.54 |
95.99 |
96.25 |
| PP |
95.95 |
95.95 |
95.95 |
95.80 |
| S1 |
95.28 |
95.28 |
95.75 |
94.99 |
| S2 |
94.69 |
94.69 |
95.64 |
|
| S3 |
93.43 |
94.02 |
95.52 |
|
| S4 |
92.17 |
92.76 |
95.18 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.99 |
105.07 |
98.14 |
|
| R3 |
103.54 |
101.62 |
97.19 |
|
| R2 |
100.09 |
100.09 |
96.87 |
|
| R1 |
98.17 |
98.17 |
96.56 |
99.13 |
| PP |
96.64 |
96.64 |
96.64 |
97.13 |
| S1 |
94.72 |
94.72 |
95.92 |
95.68 |
| S2 |
93.19 |
93.19 |
95.61 |
|
| S3 |
89.74 |
91.27 |
95.29 |
|
| S4 |
86.29 |
87.82 |
94.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.12 |
94.33 |
3.79 |
4.0% |
1.70 |
1.8% |
41% |
False |
False |
23,833 |
| 10 |
98.57 |
93.05 |
5.52 |
5.8% |
1.72 |
1.8% |
51% |
False |
False |
29,734 |
| 20 |
98.57 |
91.36 |
7.21 |
7.5% |
1.58 |
1.7% |
63% |
False |
False |
24,403 |
| 40 |
98.57 |
89.63 |
8.94 |
9.3% |
1.49 |
1.6% |
70% |
False |
False |
17,477 |
| 60 |
98.57 |
83.16 |
15.41 |
16.1% |
1.45 |
1.5% |
82% |
False |
False |
13,575 |
| 80 |
98.57 |
83.16 |
15.41 |
16.1% |
1.32 |
1.4% |
82% |
False |
False |
11,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.98 |
|
2.618 |
99.92 |
|
1.618 |
98.66 |
|
1.000 |
97.88 |
|
0.618 |
97.40 |
|
HIGH |
96.62 |
|
0.618 |
96.14 |
|
0.500 |
95.99 |
|
0.382 |
95.84 |
|
LOW |
95.36 |
|
0.618 |
94.58 |
|
1.000 |
94.10 |
|
1.618 |
93.32 |
|
2.618 |
92.06 |
|
4.250 |
90.01 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.99 |
95.74 |
| PP |
95.95 |
95.62 |
| S1 |
95.91 |
95.49 |
|