NYMEX Light Sweet Crude Oil Future November 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 |
97.94 |
98.34 |
0.40 |
0.4% |
98.32 |
| High |
98.75 |
98.48 |
-0.27 |
-0.3% |
98.75 |
| Low |
97.72 |
97.21 |
-0.51 |
-0.5% |
96.70 |
| Close |
97.89 |
97.33 |
-0.56 |
-0.6% |
97.33 |
| Range |
1.03 |
1.27 |
0.24 |
23.3% |
2.05 |
| ATR |
0.00 |
1.31 |
1.31 |
|
0.00 |
| Volume |
5,043 |
8,844 |
3,801 |
75.4% |
33,405 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.48 |
100.68 |
98.03 |
|
| R3 |
100.21 |
99.41 |
97.68 |
|
| R2 |
98.94 |
98.94 |
97.56 |
|
| R1 |
98.14 |
98.14 |
97.45 |
97.91 |
| PP |
97.67 |
97.67 |
97.67 |
97.56 |
| S1 |
96.87 |
96.87 |
97.21 |
96.64 |
| S2 |
96.40 |
96.40 |
97.10 |
|
| S3 |
95.13 |
95.60 |
96.98 |
|
| S4 |
93.86 |
94.33 |
96.63 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.74 |
102.59 |
98.46 |
|
| R3 |
101.69 |
100.54 |
97.89 |
|
| R2 |
99.64 |
99.64 |
97.71 |
|
| R1 |
98.49 |
98.49 |
97.52 |
98.04 |
| PP |
97.59 |
97.59 |
97.59 |
97.37 |
| S1 |
96.44 |
96.44 |
97.14 |
95.99 |
| S2 |
95.54 |
95.54 |
96.95 |
|
| S3 |
93.49 |
94.39 |
96.77 |
|
| S4 |
91.44 |
92.34 |
96.20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.88 |
|
2.618 |
101.80 |
|
1.618 |
100.53 |
|
1.000 |
99.75 |
|
0.618 |
99.26 |
|
HIGH |
98.48 |
|
0.618 |
97.99 |
|
0.500 |
97.85 |
|
0.382 |
97.70 |
|
LOW |
97.21 |
|
0.618 |
96.43 |
|
1.000 |
95.94 |
|
1.618 |
95.16 |
|
2.618 |
93.89 |
|
4.250 |
91.81 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.85 |
97.98 |
| PP |
97.67 |
97.76 |
| S1 |
97.50 |
97.55 |
|