NYMEX Light Sweet Crude Oil Future November 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 |
98.32 |
98.09 |
-0.23 |
-0.2% |
97.28 |
| High |
98.32 |
98.39 |
0.07 |
0.1% |
100.39 |
| Low |
97.53 |
96.70 |
-0.83 |
-0.9% |
97.01 |
| Close |
97.82 |
98.19 |
0.37 |
0.4% |
98.22 |
| Range |
0.79 |
1.69 |
0.90 |
113.9% |
3.38 |
| ATR |
|
|
|
|
|
| Volume |
8,875 |
4,307 |
-4,568 |
-51.5% |
45,670 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.83 |
102.20 |
99.12 |
|
| R3 |
101.14 |
100.51 |
98.65 |
|
| R2 |
99.45 |
99.45 |
98.50 |
|
| R1 |
98.82 |
98.82 |
98.34 |
99.14 |
| PP |
97.76 |
97.76 |
97.76 |
97.92 |
| S1 |
97.13 |
97.13 |
98.04 |
97.45 |
| S2 |
96.07 |
96.07 |
97.88 |
|
| S3 |
94.38 |
95.44 |
97.73 |
|
| S4 |
92.69 |
93.75 |
97.26 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.68 |
106.83 |
100.08 |
|
| R3 |
105.30 |
103.45 |
99.15 |
|
| R2 |
101.92 |
101.92 |
98.84 |
|
| R1 |
100.07 |
100.07 |
98.53 |
101.00 |
| PP |
98.54 |
98.54 |
98.54 |
99.00 |
| S1 |
96.69 |
96.69 |
97.91 |
97.62 |
| S2 |
95.16 |
95.16 |
97.60 |
|
| S3 |
91.78 |
93.31 |
97.29 |
|
| S4 |
88.40 |
89.93 |
96.36 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.57 |
|
2.618 |
102.81 |
|
1.618 |
101.12 |
|
1.000 |
100.08 |
|
0.618 |
99.43 |
|
HIGH |
98.39 |
|
0.618 |
97.74 |
|
0.500 |
97.55 |
|
0.382 |
97.35 |
|
LOW |
96.70 |
|
0.618 |
95.66 |
|
1.000 |
95.01 |
|
1.618 |
93.97 |
|
2.618 |
92.28 |
|
4.250 |
89.52 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.98 |
98.16 |
| PP |
97.76 |
98.13 |
| S1 |
97.55 |
98.11 |
|