NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
90.60 |
90.65 |
0.05 |
0.1% |
91.99 |
High |
91.24 |
91.09 |
-0.15 |
-0.2% |
94.89 |
Low |
89.01 |
89.67 |
0.66 |
0.7% |
90.89 |
Close |
90.24 |
90.10 |
-0.14 |
-0.2% |
91.85 |
Range |
2.23 |
1.42 |
-0.81 |
-36.3% |
4.00 |
ATR |
2.07 |
2.03 |
-0.05 |
-2.2% |
0.00 |
Volume |
158,279 |
218,966 |
60,687 |
38.3% |
912,230 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.55 |
93.74 |
90.88 |
|
R3 |
93.13 |
92.32 |
90.49 |
|
R2 |
91.71 |
91.71 |
90.36 |
|
R1 |
90.90 |
90.90 |
90.23 |
90.60 |
PP |
90.29 |
90.29 |
90.29 |
90.13 |
S1 |
89.48 |
89.48 |
89.97 |
89.18 |
S2 |
88.87 |
88.87 |
89.84 |
|
S3 |
87.45 |
88.06 |
89.71 |
|
S4 |
86.03 |
86.64 |
89.32 |
|
|
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% |
19% |
False |
False |
159,515 |
10 |
94.89 |
87.96 |
6.93 |
7.7% |
2.30 |
2.5% |
31% |
False |
False |
177,089 |
20 |
94.89 |
87.83 |
7.06 |
7.8% |
2.00 |
2.2% |
32% |
False |
False |
146,762 |
40 |
94.89 |
87.83 |
7.06 |
7.8% |
1.84 |
2.0% |
32% |
False |
False |
96,149 |
60 |
94.89 |
81.81 |
13.08 |
14.5% |
1.87 |
2.1% |
63% |
False |
False |
70,597 |
80 |
94.89 |
81.81 |
13.08 |
14.5% |
1.78 |
2.0% |
63% |
False |
False |
55,941 |
100 |
94.89 |
78.63 |
16.26 |
18.0% |
1.73 |
1.9% |
71% |
False |
False |
46,716 |
120 |
94.89 |
74.98 |
19.91 |
22.1% |
1.63 |
1.8% |
76% |
False |
False |
39,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.13 |
2.618 |
94.81 |
1.618 |
93.39 |
1.000 |
92.51 |
0.618 |
91.97 |
HIGH |
91.09 |
0.618 |
90.55 |
0.500 |
90.38 |
0.382 |
90.21 |
LOW |
89.67 |
0.618 |
88.79 |
1.000 |
88.25 |
1.618 |
87.37 |
2.618 |
85.95 |
4.250 |
83.64 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
90.38 |
90.72 |
PP |
90.29 |
90.51 |
S1 |
90.19 |
90.31 |
|