NYMEX Light Sweet Crude Oil Future April 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 |
92.01 |
90.60 |
-1.41 |
-1.5% |
91.99 |
High |
92.42 |
91.24 |
-1.18 |
-1.3% |
94.89 |
Low |
90.41 |
89.01 |
-1.40 |
-1.5% |
90.89 |
Close |
90.64 |
90.24 |
-0.40 |
-0.4% |
91.85 |
Range |
2.01 |
2.23 |
0.22 |
10.9% |
4.00 |
ATR |
2.06 |
2.07 |
0.01 |
0.6% |
0.00 |
Volume |
146,776 |
158,279 |
11,503 |
7.8% |
912,230 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.85 |
95.78 |
91.47 |
|
R3 |
94.62 |
93.55 |
90.85 |
|
R2 |
92.39 |
92.39 |
90.65 |
|
R1 |
91.32 |
91.32 |
90.44 |
90.74 |
PP |
90.16 |
90.16 |
90.16 |
89.88 |
S1 |
89.09 |
89.09 |
90.04 |
88.51 |
S2 |
87.93 |
87.93 |
89.83 |
|
S3 |
85.70 |
86.86 |
89.63 |
|
S4 |
83.47 |
84.63 |
89.01 |
|
|
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 |
89.01 |
5.63 |
6.2% |
2.10 |
2.3% |
22% |
False |
True |
149,621 |
10 |
94.89 |
87.85 |
7.04 |
7.8% |
2.36 |
2.6% |
34% |
False |
False |
168,936 |
20 |
94.89 |
87.83 |
7.06 |
7.8% |
2.04 |
2.3% |
34% |
False |
False |
139,934 |
40 |
94.89 |
87.83 |
7.06 |
7.8% |
1.85 |
2.1% |
34% |
False |
False |
91,109 |
60 |
94.89 |
81.81 |
13.08 |
14.5% |
1.88 |
2.1% |
64% |
False |
False |
67,244 |
80 |
94.89 |
81.81 |
13.08 |
14.5% |
1.78 |
2.0% |
64% |
False |
False |
53,286 |
100 |
94.89 |
78.63 |
16.26 |
18.0% |
1.73 |
1.9% |
71% |
False |
False |
44,610 |
120 |
94.89 |
74.98 |
19.91 |
22.1% |
1.64 |
1.8% |
77% |
False |
False |
38,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.72 |
2.618 |
97.08 |
1.618 |
94.85 |
1.000 |
93.47 |
0.618 |
92.62 |
HIGH |
91.24 |
0.618 |
90.39 |
0.500 |
90.13 |
0.382 |
89.86 |
LOW |
89.01 |
0.618 |
87.63 |
1.000 |
86.78 |
1.618 |
85.40 |
2.618 |
83.17 |
4.250 |
79.53 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
90.20 |
91.62 |
PP |
90.16 |
91.16 |
S1 |
90.13 |
90.70 |
|