NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
90.33 |
90.81 |
0.48 |
0.5% |
92.01 |
High |
90.97 |
90.91 |
-0.06 |
-0.1% |
92.42 |
Low |
89.30 |
88.70 |
-0.60 |
-0.7% |
88.70 |
Close |
89.94 |
89.13 |
-0.81 |
-0.9% |
89.13 |
Range |
1.67 |
2.21 |
0.54 |
32.3% |
3.72 |
ATR |
2.00 |
2.02 |
0.01 |
0.7% |
0.00 |
Volume |
219,018 |
250,851 |
31,833 |
14.5% |
993,890 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.21 |
94.88 |
90.35 |
|
R3 |
94.00 |
92.67 |
89.74 |
|
R2 |
91.79 |
91.79 |
89.54 |
|
R1 |
90.46 |
90.46 |
89.33 |
90.02 |
PP |
89.58 |
89.58 |
89.58 |
89.36 |
S1 |
88.25 |
88.25 |
88.93 |
87.81 |
S2 |
87.37 |
87.37 |
88.72 |
|
S3 |
85.16 |
86.04 |
88.52 |
|
S4 |
82.95 |
83.83 |
87.91 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.24 |
98.91 |
91.18 |
|
R3 |
97.52 |
95.19 |
90.15 |
|
R2 |
93.80 |
93.80 |
89.81 |
|
R1 |
91.47 |
91.47 |
89.47 |
90.78 |
PP |
90.08 |
90.08 |
90.08 |
89.74 |
S1 |
87.75 |
87.75 |
88.79 |
87.06 |
S2 |
86.36 |
86.36 |
88.45 |
|
S3 |
82.64 |
84.03 |
88.11 |
|
S4 |
78.92 |
80.31 |
87.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.42 |
88.70 |
3.72 |
4.2% |
1.91 |
2.1% |
12% |
False |
True |
198,778 |
10 |
94.89 |
88.70 |
6.19 |
6.9% |
2.12 |
2.4% |
7% |
False |
True |
190,612 |
20 |
94.89 |
87.83 |
7.06 |
7.9% |
2.05 |
2.3% |
18% |
False |
False |
160,062 |
40 |
94.89 |
87.83 |
7.06 |
7.9% |
1.86 |
2.1% |
18% |
False |
False |
106,652 |
60 |
94.89 |
81.81 |
13.08 |
14.7% |
1.88 |
2.1% |
56% |
False |
False |
78,058 |
80 |
94.89 |
81.81 |
13.08 |
14.7% |
1.77 |
2.0% |
56% |
False |
False |
61,616 |
100 |
94.89 |
78.63 |
16.26 |
18.2% |
1.73 |
1.9% |
65% |
False |
False |
51,256 |
120 |
94.89 |
74.98 |
19.91 |
22.3% |
1.66 |
1.9% |
71% |
False |
False |
43,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.30 |
2.618 |
96.70 |
1.618 |
94.49 |
1.000 |
93.12 |
0.618 |
92.28 |
HIGH |
90.91 |
0.618 |
90.07 |
0.500 |
89.81 |
0.382 |
89.54 |
LOW |
88.70 |
0.618 |
87.33 |
1.000 |
86.49 |
1.618 |
85.12 |
2.618 |
82.91 |
4.250 |
79.31 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
89.81 |
89.90 |
PP |
89.58 |
89.64 |
S1 |
89.36 |
89.39 |
|