NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
98.06 |
97.68 |
-0.38 |
-0.4% |
97.06 |
| High |
98.20 |
98.05 |
-0.15 |
-0.2% |
100.07 |
| Low |
97.41 |
96.11 |
-1.30 |
-1.3% |
96.73 |
| Close |
97.42 |
97.80 |
0.38 |
0.4% |
97.84 |
| Range |
0.79 |
1.94 |
1.15 |
145.6% |
3.34 |
| ATR |
1.33 |
1.37 |
0.04 |
3.3% |
0.00 |
| Volume |
12,827 |
5,933 |
-6,894 |
-53.7% |
57,082 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.14 |
102.41 |
98.87 |
|
| R3 |
101.20 |
100.47 |
98.33 |
|
| R2 |
99.26 |
99.26 |
98.16 |
|
| R1 |
98.53 |
98.53 |
97.98 |
98.90 |
| PP |
97.32 |
97.32 |
97.32 |
97.50 |
| S1 |
96.59 |
96.59 |
97.62 |
96.96 |
| S2 |
95.38 |
95.38 |
97.44 |
|
| S3 |
93.44 |
94.65 |
97.27 |
|
| S4 |
91.50 |
92.71 |
96.73 |
|
|
| 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 |
106.30 |
|
2.618 |
103.13 |
|
1.618 |
101.19 |
|
1.000 |
99.99 |
|
0.618 |
99.25 |
|
HIGH |
98.05 |
|
0.618 |
97.31 |
|
0.500 |
97.08 |
|
0.382 |
96.85 |
|
LOW |
96.11 |
|
0.618 |
94.91 |
|
1.000 |
94.17 |
|
1.618 |
92.97 |
|
2.618 |
91.03 |
|
4.250 |
87.87 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.56 |
97.80 |
| PP |
97.32 |
97.79 |
| S1 |
97.08 |
97.79 |
|