NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
90.65 |
90.33 |
-0.32 |
-0.4% |
91.99 |
High |
91.09 |
90.97 |
-0.12 |
-0.1% |
94.89 |
Low |
89.67 |
89.30 |
-0.37 |
-0.4% |
90.89 |
Close |
90.10 |
89.94 |
-0.16 |
-0.2% |
91.85 |
Range |
1.42 |
1.67 |
0.25 |
17.6% |
4.00 |
ATR |
2.03 |
2.00 |
-0.03 |
-1.3% |
0.00 |
Volume |
218,966 |
219,018 |
52 |
0.0% |
912,230 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.08 |
94.18 |
90.86 |
|
R3 |
93.41 |
92.51 |
90.40 |
|
R2 |
91.74 |
91.74 |
90.25 |
|
R1 |
90.84 |
90.84 |
90.09 |
90.46 |
PP |
90.07 |
90.07 |
90.07 |
89.88 |
S1 |
89.17 |
89.17 |
89.79 |
88.79 |
S2 |
88.40 |
88.40 |
89.63 |
|
S3 |
86.73 |
87.50 |
89.48 |
|
S4 |
85.06 |
85.83 |
89.02 |
|
|
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 |
94.22 |
89.01 |
5.21 |
5.8% |
2.07 |
2.3% |
18% |
False |
False |
174,045 |
10 |
94.89 |
87.96 |
6.93 |
7.7% |
2.30 |
2.6% |
29% |
False |
False |
183,875 |
20 |
94.89 |
87.83 |
7.06 |
7.8% |
2.01 |
2.2% |
30% |
False |
False |
152,597 |
40 |
94.89 |
87.83 |
7.06 |
7.8% |
1.86 |
2.1% |
30% |
False |
False |
100,959 |
60 |
94.89 |
81.81 |
13.08 |
14.5% |
1.88 |
2.1% |
62% |
False |
False |
74,035 |
80 |
94.89 |
81.81 |
13.08 |
14.5% |
1.78 |
2.0% |
62% |
False |
False |
58,570 |
100 |
94.89 |
78.63 |
16.26 |
18.1% |
1.73 |
1.9% |
70% |
False |
False |
48,825 |
120 |
94.89 |
74.98 |
19.91 |
22.1% |
1.64 |
1.8% |
75% |
False |
False |
41,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.07 |
2.618 |
95.34 |
1.618 |
93.67 |
1.000 |
92.64 |
0.618 |
92.00 |
HIGH |
90.97 |
0.618 |
90.33 |
0.500 |
90.14 |
0.382 |
89.94 |
LOW |
89.30 |
0.618 |
88.27 |
1.000 |
87.63 |
1.618 |
86.60 |
2.618 |
84.93 |
4.250 |
82.20 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
90.14 |
90.13 |
PP |
90.07 |
90.06 |
S1 |
90.01 |
90.00 |
|