NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
90.51 |
90.93 |
0.42 |
0.5% |
89.26 |
High |
91.78 |
92.05 |
0.27 |
0.3% |
89.73 |
Low |
90.10 |
90.00 |
-0.10 |
-0.1% |
85.11 |
Close |
90.86 |
90.54 |
-0.32 |
-0.4% |
89.34 |
Range |
1.68 |
2.05 |
0.37 |
22.0% |
4.62 |
ATR |
2.20 |
2.19 |
-0.01 |
-0.5% |
0.00 |
Volume |
297,784 |
276,739 |
-21,045 |
-7.1% |
1,887,026 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.01 |
95.83 |
91.67 |
|
R3 |
94.96 |
93.78 |
91.10 |
|
R2 |
92.91 |
92.91 |
90.92 |
|
R1 |
91.73 |
91.73 |
90.73 |
91.30 |
PP |
90.86 |
90.86 |
90.86 |
90.65 |
S1 |
89.68 |
89.68 |
90.35 |
89.25 |
S2 |
88.81 |
88.81 |
90.16 |
|
S3 |
86.76 |
87.63 |
89.98 |
|
S4 |
84.71 |
85.58 |
89.41 |
|
|
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% |
2.96 |
3.3% |
70% |
False |
False |
382,775 |
10 |
92.84 |
85.11 |
7.73 |
8.5% |
2.42 |
2.7% |
70% |
False |
False |
351,929 |
20 |
93.46 |
85.11 |
8.35 |
9.2% |
2.17 |
2.4% |
65% |
False |
False |
305,273 |
40 |
93.46 |
85.11 |
8.35 |
9.2% |
1.92 |
2.1% |
65% |
False |
False |
186,075 |
60 |
93.46 |
81.41 |
12.05 |
13.3% |
1.96 |
2.2% |
76% |
False |
False |
136,904 |
80 |
93.46 |
81.41 |
12.05 |
13.3% |
1.92 |
2.1% |
76% |
False |
False |
108,207 |
100 |
93.46 |
78.05 |
15.41 |
17.0% |
1.87 |
2.1% |
81% |
False |
False |
90,527 |
120 |
93.46 |
74.29 |
19.17 |
21.2% |
1.82 |
2.0% |
85% |
False |
False |
76,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.76 |
2.618 |
97.42 |
1.618 |
95.37 |
1.000 |
94.10 |
0.618 |
93.32 |
HIGH |
92.05 |
0.618 |
91.27 |
0.500 |
91.03 |
0.382 |
90.78 |
LOW |
90.00 |
0.618 |
88.73 |
1.000 |
87.95 |
1.618 |
86.68 |
2.618 |
84.63 |
4.250 |
81.29 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
91.03 |
91.23 |
PP |
90.86 |
91.00 |
S1 |
90.70 |
90.77 |
|