NYMEX Light Sweet Crude Oil Future October 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 |
97.68 |
97.61 |
-0.07 |
-0.1% |
97.06 |
High |
98.05 |
98.19 |
0.14 |
0.1% |
100.07 |
Low |
96.11 |
97.36 |
1.25 |
1.3% |
96.73 |
Close |
97.80 |
98.20 |
0.40 |
0.4% |
97.84 |
Range |
1.94 |
0.83 |
-1.11 |
-57.2% |
3.34 |
ATR |
1.37 |
1.33 |
-0.04 |
-2.8% |
0.00 |
Volume |
5,933 |
8,978 |
3,045 |
51.3% |
57,082 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.41 |
100.13 |
98.66 |
|
R3 |
99.58 |
99.30 |
98.43 |
|
R2 |
98.75 |
98.75 |
98.35 |
|
R1 |
98.47 |
98.47 |
98.28 |
98.61 |
PP |
97.92 |
97.92 |
97.92 |
97.99 |
S1 |
97.64 |
97.64 |
98.12 |
97.78 |
S2 |
97.09 |
97.09 |
98.05 |
|
S3 |
96.26 |
96.81 |
97.97 |
|
S4 |
95.43 |
95.98 |
97.74 |
|
|
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 |
101.72 |
2.618 |
100.36 |
1.618 |
99.53 |
1.000 |
99.02 |
0.618 |
98.70 |
HIGH |
98.19 |
0.618 |
97.87 |
0.500 |
97.78 |
0.382 |
97.68 |
LOW |
97.36 |
0.618 |
96.85 |
1.000 |
96.53 |
1.618 |
96.02 |
2.618 |
95.19 |
4.250 |
93.83 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
98.06 |
97.85 |
PP |
97.92 |
97.50 |
S1 |
97.78 |
97.16 |
|