NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
90.93 |
90.63 |
-0.30 |
-0.3% |
89.97 |
High |
92.05 |
91.67 |
-0.38 |
-0.4% |
92.84 |
Low |
90.00 |
88.45 |
-1.55 |
-1.7% |
88.40 |
Close |
90.54 |
89.03 |
-1.51 |
-1.7% |
89.03 |
Range |
2.05 |
3.22 |
1.17 |
57.1% |
4.44 |
ATR |
2.19 |
2.26 |
0.07 |
3.4% |
0.00 |
Volume |
276,739 |
334,500 |
57,761 |
20.9% |
1,695,062 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.38 |
97.42 |
90.80 |
|
R3 |
96.16 |
94.20 |
89.92 |
|
R2 |
92.94 |
92.94 |
89.62 |
|
R1 |
90.98 |
90.98 |
89.33 |
90.35 |
PP |
89.72 |
89.72 |
89.72 |
89.40 |
S1 |
87.76 |
87.76 |
88.73 |
87.13 |
S2 |
86.50 |
86.50 |
88.44 |
|
S3 |
83.28 |
84.54 |
88.14 |
|
S4 |
80.06 |
81.32 |
87.26 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.41 |
100.66 |
91.47 |
|
R3 |
98.97 |
96.22 |
90.25 |
|
R2 |
94.53 |
94.53 |
89.84 |
|
R1 |
91.78 |
91.78 |
89.44 |
90.94 |
PP |
90.09 |
90.09 |
90.09 |
89.67 |
S1 |
87.34 |
87.34 |
88.62 |
86.50 |
S2 |
85.65 |
85.65 |
88.22 |
|
S3 |
81.21 |
82.90 |
87.81 |
|
S4 |
76.77 |
78.46 |
86.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.84 |
88.40 |
4.44 |
5.0% |
2.68 |
3.0% |
14% |
False |
False |
339,012 |
10 |
92.84 |
85.11 |
7.73 |
8.7% |
2.61 |
2.9% |
51% |
False |
False |
358,208 |
20 |
93.46 |
85.11 |
8.35 |
9.4% |
2.20 |
2.5% |
47% |
False |
False |
314,021 |
40 |
93.46 |
85.11 |
8.35 |
9.4% |
1.96 |
2.2% |
47% |
False |
False |
191,999 |
60 |
93.46 |
81.41 |
12.05 |
13.5% |
1.98 |
2.2% |
63% |
False |
False |
142,127 |
80 |
93.46 |
81.41 |
12.05 |
13.5% |
1.94 |
2.2% |
63% |
False |
False |
112,203 |
100 |
93.46 |
78.05 |
15.41 |
17.3% |
1.90 |
2.1% |
71% |
False |
False |
93,647 |
120 |
93.46 |
74.29 |
19.17 |
21.5% |
1.84 |
2.1% |
77% |
False |
False |
79,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.36 |
2.618 |
100.10 |
1.618 |
96.88 |
1.000 |
94.89 |
0.618 |
93.66 |
HIGH |
91.67 |
0.618 |
90.44 |
0.500 |
90.06 |
0.382 |
89.68 |
LOW |
88.45 |
0.618 |
86.46 |
1.000 |
85.23 |
1.618 |
83.24 |
2.618 |
80.02 |
4.250 |
74.77 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
90.06 |
90.25 |
PP |
89.72 |
89.84 |
S1 |
89.37 |
89.44 |
|