NYMEX Light Sweet Crude Oil Future December 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 |
98.63 |
98.93 |
0.30 |
0.3% |
97.67 |
| High |
99.24 |
99.25 |
0.01 |
0.0% |
100.87 |
| Low |
98.06 |
98.00 |
-0.06 |
-0.1% |
96.91 |
| Close |
98.98 |
98.25 |
-0.73 |
-0.7% |
98.57 |
| Range |
1.18 |
1.25 |
0.07 |
5.9% |
3.96 |
| ATR |
|
|
|
|
|
| Volume |
52,053 |
52,809 |
756 |
1.5% |
322,149 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.25 |
101.50 |
98.94 |
|
| R3 |
101.00 |
100.25 |
98.59 |
|
| R2 |
99.75 |
99.75 |
98.48 |
|
| R1 |
99.00 |
99.00 |
98.36 |
98.75 |
| PP |
98.50 |
98.50 |
98.50 |
98.38 |
| S1 |
97.75 |
97.75 |
98.14 |
97.50 |
| S2 |
97.25 |
97.25 |
98.02 |
|
| S3 |
96.00 |
96.50 |
97.91 |
|
| S4 |
94.75 |
95.25 |
97.56 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.66 |
108.58 |
100.75 |
|
| R3 |
106.70 |
104.62 |
99.66 |
|
| R2 |
102.74 |
102.74 |
99.30 |
|
| R1 |
100.66 |
100.66 |
98.93 |
101.70 |
| PP |
98.78 |
98.78 |
98.78 |
99.31 |
| S1 |
96.70 |
96.70 |
98.21 |
97.74 |
| S2 |
94.82 |
94.82 |
97.84 |
|
| S3 |
90.86 |
92.74 |
97.48 |
|
| S4 |
86.90 |
88.78 |
96.39 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.56 |
|
2.618 |
102.52 |
|
1.618 |
101.27 |
|
1.000 |
100.50 |
|
0.618 |
100.02 |
|
HIGH |
99.25 |
|
0.618 |
98.77 |
|
0.500 |
98.63 |
|
0.382 |
98.48 |
|
LOW |
98.00 |
|
0.618 |
97.23 |
|
1.000 |
96.75 |
|
1.618 |
95.98 |
|
2.618 |
94.73 |
|
4.250 |
92.69 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.63 |
98.17 |
| PP |
98.50 |
98.09 |
| S1 |
98.38 |
98.01 |
|