NYMEX Light Sweet Crude Oil Future November 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 |
98.17 |
97.94 |
-0.23 |
-0.2% |
97.28 |
| High |
98.63 |
98.75 |
0.12 |
0.1% |
100.39 |
| Low |
97.80 |
97.72 |
-0.08 |
-0.1% |
97.01 |
| Close |
98.61 |
97.89 |
-0.72 |
-0.7% |
98.22 |
| Range |
0.83 |
1.03 |
0.20 |
24.1% |
3.38 |
| ATR |
|
|
|
|
|
| Volume |
6,336 |
5,043 |
-1,293 |
-20.4% |
45,670 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.21 |
100.58 |
98.46 |
|
| R3 |
100.18 |
99.55 |
98.17 |
|
| R2 |
99.15 |
99.15 |
98.08 |
|
| R1 |
98.52 |
98.52 |
97.98 |
98.32 |
| PP |
98.12 |
98.12 |
98.12 |
98.02 |
| S1 |
97.49 |
97.49 |
97.80 |
97.29 |
| S2 |
97.09 |
97.09 |
97.70 |
|
| S3 |
96.06 |
96.46 |
97.61 |
|
| S4 |
95.03 |
95.43 |
97.32 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.68 |
106.83 |
100.08 |
|
| R3 |
105.30 |
103.45 |
99.15 |
|
| R2 |
101.92 |
101.92 |
98.84 |
|
| R1 |
100.07 |
100.07 |
98.53 |
101.00 |
| PP |
98.54 |
98.54 |
98.54 |
99.00 |
| S1 |
96.69 |
96.69 |
97.91 |
97.62 |
| S2 |
95.16 |
95.16 |
97.60 |
|
| S3 |
91.78 |
93.31 |
97.29 |
|
| S4 |
88.40 |
89.93 |
96.36 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.13 |
|
2.618 |
101.45 |
|
1.618 |
100.42 |
|
1.000 |
99.78 |
|
0.618 |
99.39 |
|
HIGH |
98.75 |
|
0.618 |
98.36 |
|
0.500 |
98.24 |
|
0.382 |
98.11 |
|
LOW |
97.72 |
|
0.618 |
97.08 |
|
1.000 |
96.69 |
|
1.618 |
96.05 |
|
2.618 |
95.02 |
|
4.250 |
93.34 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.24 |
97.84 |
| PP |
98.12 |
97.78 |
| S1 |
98.01 |
97.73 |
|