NYMEX Light Sweet Crude Oil Future December 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 |
98.93 |
98.75 |
-0.18 |
-0.2% |
98.90 |
High |
99.25 |
98.87 |
-0.38 |
-0.4% |
99.42 |
Low |
98.00 |
97.54 |
-0.46 |
-0.5% |
96.77 |
Close |
98.25 |
97.70 |
-0.55 |
-0.6% |
97.70 |
Range |
1.25 |
1.33 |
0.08 |
6.4% |
2.65 |
ATR |
0.00 |
1.76 |
1.76 |
|
0.00 |
Volume |
52,809 |
60,753 |
7,944 |
15.0% |
232,075 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.03 |
101.19 |
98.43 |
|
R3 |
100.70 |
99.86 |
98.07 |
|
R2 |
99.37 |
99.37 |
97.94 |
|
R1 |
98.53 |
98.53 |
97.82 |
98.29 |
PP |
98.04 |
98.04 |
98.04 |
97.91 |
S1 |
97.20 |
97.20 |
97.58 |
96.96 |
S2 |
96.71 |
96.71 |
97.46 |
|
S3 |
95.38 |
95.87 |
97.33 |
|
S4 |
94.05 |
94.54 |
96.97 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.91 |
104.46 |
99.16 |
|
R3 |
103.26 |
101.81 |
98.43 |
|
R2 |
100.61 |
100.61 |
98.19 |
|
R1 |
99.16 |
99.16 |
97.94 |
98.56 |
PP |
97.96 |
97.96 |
97.96 |
97.67 |
S1 |
96.51 |
96.51 |
97.46 |
95.91 |
S2 |
95.31 |
95.31 |
97.21 |
|
S3 |
92.66 |
93.86 |
96.97 |
|
S4 |
90.01 |
91.21 |
96.24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.52 |
2.618 |
102.35 |
1.618 |
101.02 |
1.000 |
100.20 |
0.618 |
99.69 |
HIGH |
98.87 |
0.618 |
98.36 |
0.500 |
98.21 |
0.382 |
98.05 |
LOW |
97.54 |
0.618 |
96.72 |
1.000 |
96.21 |
1.618 |
95.39 |
2.618 |
94.06 |
4.250 |
91.89 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
98.21 |
98.40 |
PP |
98.04 |
98.16 |
S1 |
97.87 |
97.93 |
|