NYMEX Light Sweet Crude Oil Future March 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 |
92.20 |
90.51 |
-1.69 |
-1.8% |
89.26 |
High |
92.45 |
91.78 |
-0.67 |
-0.7% |
89.73 |
Low |
90.44 |
90.10 |
-0.34 |
-0.4% |
85.11 |
Close |
90.77 |
90.86 |
0.09 |
0.1% |
89.34 |
Range |
2.01 |
1.68 |
-0.33 |
-16.4% |
4.62 |
ATR |
2.24 |
2.20 |
-0.04 |
-1.8% |
0.00 |
Volume |
374,742 |
297,784 |
-76,958 |
-20.5% |
1,887,026 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.95 |
95.09 |
91.78 |
|
R3 |
94.27 |
93.41 |
91.32 |
|
R2 |
92.59 |
92.59 |
91.17 |
|
R1 |
91.73 |
91.73 |
91.01 |
92.16 |
PP |
90.91 |
90.91 |
90.91 |
91.13 |
S1 |
90.05 |
90.05 |
90.71 |
90.48 |
S2 |
89.23 |
89.23 |
90.55 |
|
S3 |
87.55 |
88.37 |
90.40 |
|
S4 |
85.87 |
86.69 |
89.94 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.92 |
100.25 |
91.88 |
|
R3 |
97.30 |
95.63 |
90.61 |
|
R2 |
92.68 |
92.68 |
90.19 |
|
R1 |
91.01 |
91.01 |
89.76 |
91.85 |
PP |
88.06 |
88.06 |
88.06 |
88.48 |
S1 |
86.39 |
86.39 |
88.92 |
87.23 |
S2 |
83.44 |
83.44 |
88.49 |
|
S3 |
78.82 |
81.77 |
88.07 |
|
S4 |
74.20 |
77.15 |
86.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.84 |
85.11 |
7.73 |
8.5% |
3.00 |
3.3% |
74% |
False |
False |
397,055 |
10 |
92.84 |
85.11 |
7.73 |
8.5% |
2.51 |
2.8% |
74% |
False |
False |
366,981 |
20 |
93.46 |
85.11 |
8.35 |
9.2% |
2.21 |
2.4% |
69% |
False |
False |
298,750 |
40 |
93.46 |
85.11 |
8.35 |
9.2% |
1.93 |
2.1% |
69% |
False |
False |
180,761 |
60 |
93.46 |
81.41 |
12.05 |
13.3% |
1.95 |
2.1% |
78% |
False |
False |
132,819 |
80 |
93.46 |
81.41 |
12.05 |
13.3% |
1.91 |
2.1% |
78% |
False |
False |
105,003 |
100 |
93.46 |
78.05 |
15.41 |
17.0% |
1.86 |
2.1% |
83% |
False |
False |
87,987 |
120 |
93.46 |
74.29 |
19.17 |
21.1% |
1.81 |
2.0% |
86% |
False |
False |
74,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.92 |
2.618 |
96.18 |
1.618 |
94.50 |
1.000 |
93.46 |
0.618 |
92.82 |
HIGH |
91.78 |
0.618 |
91.14 |
0.500 |
90.94 |
0.382 |
90.74 |
LOW |
90.10 |
0.618 |
89.06 |
1.000 |
88.42 |
1.618 |
87.38 |
2.618 |
85.70 |
4.250 |
82.96 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
90.94 |
90.78 |
PP |
90.91 |
90.70 |
S1 |
90.89 |
90.62 |
|