NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
99.46 |
98.06 |
-1.40 |
-1.4% |
97.06 |
| High |
99.46 |
98.20 |
-1.26 |
-1.3% |
100.07 |
| Low |
97.33 |
97.41 |
0.08 |
0.1% |
96.73 |
| Close |
97.84 |
97.42 |
-0.42 |
-0.4% |
97.84 |
| Range |
2.13 |
0.79 |
-1.34 |
-62.9% |
3.34 |
| ATR |
1.37 |
1.33 |
-0.04 |
-3.0% |
0.00 |
| Volume |
7,570 |
12,827 |
5,257 |
69.4% |
57,082 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.05 |
99.52 |
97.85 |
|
| R3 |
99.26 |
98.73 |
97.64 |
|
| R2 |
98.47 |
98.47 |
97.56 |
|
| R1 |
97.94 |
97.94 |
97.49 |
97.81 |
| PP |
97.68 |
97.68 |
97.68 |
97.61 |
| S1 |
97.15 |
97.15 |
97.35 |
97.02 |
| S2 |
96.89 |
96.89 |
97.28 |
|
| S3 |
96.10 |
96.36 |
97.20 |
|
| S4 |
95.31 |
95.57 |
96.99 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.23 |
106.38 |
99.68 |
|
| R3 |
104.89 |
103.04 |
98.76 |
|
| R2 |
101.55 |
101.55 |
98.45 |
|
| R1 |
99.70 |
99.70 |
98.15 |
100.63 |
| PP |
98.21 |
98.21 |
98.21 |
98.68 |
| S1 |
96.36 |
96.36 |
97.53 |
97.29 |
| S2 |
94.87 |
94.87 |
97.23 |
|
| S3 |
91.53 |
93.02 |
96.92 |
|
| S4 |
88.19 |
89.68 |
96.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.56 |
|
2.618 |
100.27 |
|
1.618 |
99.48 |
|
1.000 |
98.99 |
|
0.618 |
98.69 |
|
HIGH |
98.20 |
|
0.618 |
97.90 |
|
0.500 |
97.81 |
|
0.382 |
97.71 |
|
LOW |
97.41 |
|
0.618 |
96.92 |
|
1.000 |
96.62 |
|
1.618 |
96.13 |
|
2.618 |
95.34 |
|
4.250 |
94.05 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.81 |
98.70 |
| PP |
97.68 |
98.27 |
| S1 |
97.55 |
97.85 |
|