NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
99.13 |
99.06 |
-0.07 |
-0.1% |
97.14 |
| High |
99.66 |
99.06 |
-0.60 |
-0.6% |
99.66 |
| Low |
98.24 |
96.88 |
-1.36 |
-1.4% |
96.09 |
| Close |
98.69 |
97.41 |
-1.28 |
-1.3% |
97.41 |
| Range |
1.42 |
2.18 |
0.76 |
53.5% |
3.57 |
| ATR |
1.41 |
1.47 |
0.05 |
3.9% |
0.00 |
| Volume |
16,421 |
11,181 |
-5,240 |
-31.9% |
83,399 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.32 |
103.05 |
98.61 |
|
| R3 |
102.14 |
100.87 |
98.01 |
|
| R2 |
99.96 |
99.96 |
97.81 |
|
| R1 |
98.69 |
98.69 |
97.61 |
98.24 |
| PP |
97.78 |
97.78 |
97.78 |
97.56 |
| S1 |
96.51 |
96.51 |
97.21 |
96.06 |
| S2 |
95.60 |
95.60 |
97.01 |
|
| S3 |
93.42 |
94.33 |
96.81 |
|
| S4 |
91.24 |
92.15 |
96.21 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.43 |
106.49 |
99.37 |
|
| R3 |
104.86 |
102.92 |
98.39 |
|
| R2 |
101.29 |
101.29 |
98.06 |
|
| R1 |
99.35 |
99.35 |
97.74 |
100.32 |
| PP |
97.72 |
97.72 |
97.72 |
98.21 |
| S1 |
95.78 |
95.78 |
97.08 |
96.75 |
| S2 |
94.15 |
94.15 |
96.76 |
|
| S3 |
90.58 |
92.21 |
96.43 |
|
| S4 |
87.01 |
88.64 |
95.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.33 |
|
2.618 |
104.77 |
|
1.618 |
102.59 |
|
1.000 |
101.24 |
|
0.618 |
100.41 |
|
HIGH |
99.06 |
|
0.618 |
98.23 |
|
0.500 |
97.97 |
|
0.382 |
97.71 |
|
LOW |
96.88 |
|
0.618 |
95.53 |
|
1.000 |
94.70 |
|
1.618 |
93.35 |
|
2.618 |
91.17 |
|
4.250 |
87.62 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.97 |
98.27 |
| PP |
97.78 |
97.98 |
| S1 |
97.60 |
97.70 |
|