NYMEX Light Sweet Crude Oil Future October 2011
Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
97.44 |
98.03 |
0.59 |
0.6% |
98.06 |
High |
98.31 |
98.10 |
-0.21 |
-0.2% |
98.31 |
Low |
97.27 |
96.85 |
-0.42 |
-0.4% |
96.11 |
Close |
97.51 |
96.93 |
-0.58 |
-0.6% |
96.93 |
Range |
1.04 |
1.25 |
0.21 |
20.2% |
2.20 |
ATR |
1.31 |
1.31 |
0.00 |
-0.3% |
0.00 |
Volume |
8,096 |
15,623 |
7,527 |
93.0% |
51,457 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.04 |
100.24 |
97.62 |
|
R3 |
99.79 |
98.99 |
97.27 |
|
R2 |
98.54 |
98.54 |
97.16 |
|
R1 |
97.74 |
97.74 |
97.04 |
97.52 |
PP |
97.29 |
97.29 |
97.29 |
97.18 |
S1 |
96.49 |
96.49 |
96.82 |
96.27 |
S2 |
96.04 |
96.04 |
96.70 |
|
S3 |
94.79 |
95.24 |
96.59 |
|
S4 |
93.54 |
93.99 |
96.24 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.72 |
102.52 |
98.14 |
|
R3 |
101.52 |
100.32 |
97.54 |
|
R2 |
99.32 |
99.32 |
97.33 |
|
R1 |
98.12 |
98.12 |
97.13 |
97.62 |
PP |
97.12 |
97.12 |
97.12 |
96.87 |
S1 |
95.92 |
95.92 |
96.73 |
95.42 |
S2 |
94.92 |
94.92 |
96.53 |
|
S3 |
92.72 |
93.72 |
96.33 |
|
S4 |
90.52 |
91.52 |
95.72 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.41 |
2.618 |
101.37 |
1.618 |
100.12 |
1.000 |
99.35 |
0.618 |
98.87 |
HIGH |
98.10 |
0.618 |
97.62 |
0.500 |
97.48 |
0.382 |
97.33 |
LOW |
96.85 |
0.618 |
96.08 |
1.000 |
95.60 |
1.618 |
94.83 |
2.618 |
93.58 |
4.250 |
91.54 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
97.48 |
97.58 |
PP |
97.29 |
97.36 |
S1 |
97.11 |
97.15 |
|