NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
97.83 |
98.91 |
1.08 |
1.1% |
94.52 |
High |
98.57 |
99.15 |
0.58 |
0.6% |
96.26 |
Low |
97.72 |
98.03 |
0.31 |
0.3% |
91.88 |
Close |
98.54 |
98.23 |
-0.31 |
-0.3% |
96.19 |
Range |
0.85 |
1.12 |
0.27 |
31.8% |
4.38 |
ATR |
1.47 |
1.45 |
-0.03 |
-1.7% |
0.00 |
Volume |
21,001 |
15,276 |
-5,725 |
-27.3% |
79,970 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.83 |
101.15 |
98.85 |
|
R3 |
100.71 |
100.03 |
98.54 |
|
R2 |
99.59 |
99.59 |
98.44 |
|
R1 |
98.91 |
98.91 |
98.33 |
98.69 |
PP |
98.47 |
98.47 |
98.47 |
98.36 |
S1 |
97.79 |
97.79 |
98.13 |
97.57 |
S2 |
97.35 |
97.35 |
98.02 |
|
S3 |
96.23 |
96.67 |
97.92 |
|
S4 |
95.11 |
95.55 |
97.61 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.92 |
106.43 |
98.60 |
|
R3 |
103.54 |
102.05 |
97.39 |
|
R2 |
99.16 |
99.16 |
96.99 |
|
R1 |
97.67 |
97.67 |
96.59 |
98.42 |
PP |
94.78 |
94.78 |
94.78 |
95.15 |
S1 |
93.29 |
93.29 |
95.79 |
94.04 |
S2 |
90.40 |
90.40 |
95.39 |
|
S3 |
86.02 |
88.91 |
94.99 |
|
S4 |
81.64 |
84.53 |
93.78 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.91 |
2.618 |
102.08 |
1.618 |
100.96 |
1.000 |
100.27 |
0.618 |
99.84 |
HIGH |
99.15 |
0.618 |
98.72 |
0.500 |
98.59 |
0.382 |
98.46 |
LOW |
98.03 |
0.618 |
97.34 |
1.000 |
96.91 |
1.618 |
96.22 |
2.618 |
95.10 |
4.250 |
93.27 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
98.59 |
98.24 |
PP |
98.47 |
98.23 |
S1 |
98.35 |
98.23 |
|