NYMEX Light Sweet Crude Oil Future June 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 |
94.96 |
95.17 |
0.21 |
0.2% |
94.80 |
| High |
95.44 |
95.44 |
0.00 |
0.0% |
97.68 |
| Low |
93.26 |
94.48 |
1.22 |
1.3% |
94.11 |
| Close |
94.89 |
95.13 |
0.24 |
0.3% |
95.32 |
| Range |
2.18 |
0.96 |
-1.22 |
-56.0% |
3.57 |
| ATR |
1.84 |
1.78 |
-0.06 |
-3.4% |
0.00 |
| Volume |
55,396 |
79,012 |
23,616 |
42.6% |
460,539 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.90 |
97.47 |
95.66 |
|
| R3 |
96.94 |
96.51 |
95.39 |
|
| R2 |
95.98 |
95.98 |
95.31 |
|
| R1 |
95.55 |
95.55 |
95.22 |
95.29 |
| PP |
95.02 |
95.02 |
95.02 |
94.88 |
| S1 |
94.59 |
94.59 |
95.04 |
94.33 |
| S2 |
94.06 |
94.06 |
94.95 |
|
| S3 |
93.10 |
93.63 |
94.87 |
|
| S4 |
92.14 |
92.67 |
94.60 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.41 |
104.44 |
97.28 |
|
| R3 |
102.84 |
100.87 |
96.30 |
|
| R2 |
99.27 |
99.27 |
95.97 |
|
| R1 |
97.30 |
97.30 |
95.65 |
98.29 |
| PP |
95.70 |
95.70 |
95.70 |
96.20 |
| S1 |
93.73 |
93.73 |
94.99 |
94.72 |
| S2 |
92.13 |
92.13 |
94.67 |
|
| S3 |
88.56 |
90.16 |
94.34 |
|
| S4 |
84.99 |
86.59 |
93.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.68 |
93.26 |
4.42 |
4.6% |
1.78 |
1.9% |
42% |
False |
False |
65,027 |
| 10 |
97.68 |
91.55 |
6.13 |
6.4% |
1.87 |
2.0% |
58% |
False |
False |
83,988 |
| 20 |
97.68 |
90.50 |
7.18 |
7.5% |
1.75 |
1.8% |
64% |
False |
False |
73,359 |
| 40 |
97.68 |
89.24 |
8.44 |
8.9% |
1.67 |
1.8% |
70% |
False |
False |
54,208 |
| 60 |
97.68 |
82.46 |
15.22 |
16.0% |
1.73 |
1.8% |
83% |
False |
False |
45,961 |
| 80 |
97.68 |
82.46 |
15.22 |
16.0% |
1.72 |
1.8% |
83% |
False |
False |
39,244 |
| 100 |
97.68 |
79.39 |
18.29 |
19.2% |
1.72 |
1.8% |
86% |
False |
False |
35,725 |
| 120 |
97.68 |
75.70 |
21.98 |
23.1% |
1.69 |
1.8% |
88% |
False |
False |
31,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.52 |
|
2.618 |
97.95 |
|
1.618 |
96.99 |
|
1.000 |
96.40 |
|
0.618 |
96.03 |
|
HIGH |
95.44 |
|
0.618 |
95.07 |
|
0.500 |
94.96 |
|
0.382 |
94.85 |
|
LOW |
94.48 |
|
0.618 |
93.89 |
|
1.000 |
93.52 |
|
1.618 |
92.93 |
|
2.618 |
91.97 |
|
4.250 |
90.40 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.07 |
94.97 |
| PP |
95.02 |
94.81 |
| S1 |
94.96 |
94.65 |
|