NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
97.61 |
97.44 |
-0.17 |
-0.2% |
97.06 |
| High |
98.19 |
98.31 |
0.12 |
0.1% |
100.07 |
| Low |
97.36 |
97.27 |
-0.09 |
-0.1% |
96.73 |
| Close |
98.20 |
97.51 |
-0.69 |
-0.7% |
97.84 |
| Range |
0.83 |
1.04 |
0.21 |
25.3% |
3.34 |
| ATR |
1.33 |
1.31 |
-0.02 |
-1.6% |
0.00 |
| Volume |
8,978 |
8,096 |
-882 |
-9.8% |
57,082 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.82 |
100.20 |
98.08 |
|
| R3 |
99.78 |
99.16 |
97.80 |
|
| R2 |
98.74 |
98.74 |
97.70 |
|
| R1 |
98.12 |
98.12 |
97.61 |
98.43 |
| PP |
97.70 |
97.70 |
97.70 |
97.85 |
| S1 |
97.08 |
97.08 |
97.41 |
97.39 |
| S2 |
96.66 |
96.66 |
97.32 |
|
| S3 |
95.62 |
96.04 |
97.22 |
|
| S4 |
94.58 |
95.00 |
96.94 |
|
|
| 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 |
102.73 |
|
2.618 |
101.03 |
|
1.618 |
99.99 |
|
1.000 |
99.35 |
|
0.618 |
98.95 |
|
HIGH |
98.31 |
|
0.618 |
97.91 |
|
0.500 |
97.79 |
|
0.382 |
97.67 |
|
LOW |
97.27 |
|
0.618 |
96.63 |
|
1.000 |
96.23 |
|
1.618 |
95.59 |
|
2.618 |
94.55 |
|
4.250 |
92.85 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.79 |
97.41 |
| PP |
97.70 |
97.31 |
| S1 |
97.60 |
97.21 |
|