NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
94.80 |
96.53 |
1.73 |
1.8% |
93.11 |
| High |
97.36 |
97.20 |
-0.16 |
-0.2% |
94.91 |
| Low |
94.11 |
95.97 |
1.86 |
2.0% |
90.50 |
| Close |
96.78 |
96.52 |
-0.26 |
-0.3% |
94.64 |
| Range |
3.25 |
1.23 |
-2.02 |
-62.2% |
4.41 |
| ATR |
1.91 |
1.86 |
-0.05 |
-2.5% |
0.00 |
| Volume |
155,640 |
89,440 |
-66,200 |
-42.5% |
413,519 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.25 |
99.62 |
97.20 |
|
| R3 |
99.02 |
98.39 |
96.86 |
|
| R2 |
97.79 |
97.79 |
96.75 |
|
| R1 |
97.16 |
97.16 |
96.63 |
96.86 |
| PP |
96.56 |
96.56 |
96.56 |
96.42 |
| S1 |
95.93 |
95.93 |
96.41 |
95.63 |
| S2 |
95.33 |
95.33 |
96.29 |
|
| S3 |
94.10 |
94.70 |
96.18 |
|
| S4 |
92.87 |
93.47 |
95.84 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.58 |
105.02 |
97.07 |
|
| R3 |
102.17 |
100.61 |
95.85 |
|
| R2 |
97.76 |
97.76 |
95.45 |
|
| R1 |
96.20 |
96.20 |
95.04 |
96.98 |
| PP |
93.35 |
93.35 |
93.35 |
93.74 |
| S1 |
91.79 |
91.79 |
94.24 |
92.57 |
| S2 |
88.94 |
88.94 |
93.83 |
|
| S3 |
84.53 |
87.38 |
93.43 |
|
| S4 |
80.12 |
82.97 |
92.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.36 |
90.69 |
6.67 |
6.9% |
2.22 |
2.3% |
87% |
False |
False |
99,945 |
| 10 |
97.36 |
90.50 |
6.86 |
7.1% |
1.97 |
2.0% |
88% |
False |
False |
82,343 |
| 20 |
97.36 |
90.50 |
6.86 |
7.1% |
1.94 |
2.0% |
88% |
False |
False |
71,118 |
| 40 |
97.36 |
88.86 |
8.50 |
8.8% |
1.66 |
1.7% |
90% |
False |
False |
50,296 |
| 60 |
97.36 |
82.46 |
14.90 |
15.4% |
1.73 |
1.8% |
94% |
False |
False |
41,765 |
| 80 |
97.36 |
82.46 |
14.90 |
15.4% |
1.73 |
1.8% |
94% |
False |
False |
35,574 |
| 100 |
97.36 |
79.39 |
17.97 |
18.6% |
1.70 |
1.8% |
95% |
False |
False |
32,756 |
| 120 |
97.36 |
75.70 |
21.66 |
22.4% |
1.68 |
1.7% |
96% |
False |
False |
29,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.43 |
|
2.618 |
100.42 |
|
1.618 |
99.19 |
|
1.000 |
98.43 |
|
0.618 |
97.96 |
|
HIGH |
97.20 |
|
0.618 |
96.73 |
|
0.500 |
96.59 |
|
0.382 |
96.44 |
|
LOW |
95.97 |
|
0.618 |
95.21 |
|
1.000 |
94.74 |
|
1.618 |
93.98 |
|
2.618 |
92.75 |
|
4.250 |
90.74 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.59 |
95.89 |
| PP |
96.56 |
95.26 |
| S1 |
96.54 |
94.63 |
|