NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
93.23 |
92.01 |
-1.22 |
-1.3% |
91.99 |
High |
94.22 |
92.42 |
-1.80 |
-1.9% |
94.89 |
Low |
91.19 |
90.41 |
-0.78 |
-0.9% |
90.89 |
Close |
91.85 |
90.64 |
-1.21 |
-1.3% |
91.85 |
Range |
3.03 |
2.01 |
-1.02 |
-33.7% |
4.00 |
ATR |
2.06 |
2.06 |
0.00 |
-0.2% |
0.00 |
Volume |
127,187 |
146,776 |
19,589 |
15.4% |
912,230 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.19 |
95.92 |
91.75 |
|
R3 |
95.18 |
93.91 |
91.19 |
|
R2 |
93.17 |
93.17 |
91.01 |
|
R1 |
91.90 |
91.90 |
90.82 |
91.53 |
PP |
91.16 |
91.16 |
91.16 |
90.97 |
S1 |
89.89 |
89.89 |
90.46 |
89.52 |
S2 |
89.15 |
89.15 |
90.27 |
|
S3 |
87.14 |
87.88 |
90.09 |
|
S4 |
85.13 |
85.87 |
89.53 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.54 |
102.20 |
94.05 |
|
R3 |
100.54 |
98.20 |
92.95 |
|
R2 |
96.54 |
96.54 |
92.58 |
|
R1 |
94.20 |
94.20 |
92.22 |
93.37 |
PP |
92.54 |
92.54 |
92.54 |
92.13 |
S1 |
90.20 |
90.20 |
91.48 |
89.37 |
S2 |
88.54 |
88.54 |
91.12 |
|
S3 |
84.54 |
86.20 |
90.75 |
|
S4 |
80.54 |
82.20 |
89.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.64 |
90.41 |
4.23 |
4.7% |
1.93 |
2.1% |
5% |
False |
True |
153,734 |
10 |
94.89 |
87.83 |
7.06 |
7.8% |
2.31 |
2.5% |
40% |
False |
False |
167,271 |
20 |
94.89 |
87.83 |
7.06 |
7.8% |
2.02 |
2.2% |
40% |
False |
False |
138,730 |
40 |
94.89 |
87.83 |
7.06 |
7.8% |
1.84 |
2.0% |
40% |
False |
False |
87,768 |
60 |
94.89 |
81.81 |
13.08 |
14.4% |
1.86 |
2.0% |
68% |
False |
False |
64,914 |
80 |
94.89 |
81.81 |
13.08 |
14.4% |
1.78 |
2.0% |
68% |
False |
False |
51,399 |
100 |
94.89 |
78.63 |
16.26 |
17.9% |
1.72 |
1.9% |
74% |
False |
False |
43,127 |
120 |
94.89 |
74.98 |
19.91 |
22.0% |
1.63 |
1.8% |
79% |
False |
False |
36,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.96 |
2.618 |
97.68 |
1.618 |
95.67 |
1.000 |
94.43 |
0.618 |
93.66 |
HIGH |
92.42 |
0.618 |
91.65 |
0.500 |
91.42 |
0.382 |
91.18 |
LOW |
90.41 |
0.618 |
89.17 |
1.000 |
88.40 |
1.618 |
87.16 |
2.618 |
85.15 |
4.250 |
81.87 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
91.42 |
92.53 |
PP |
91.16 |
91.90 |
S1 |
90.90 |
91.27 |
|