NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.10 |
94.59 |
0.49 |
0.5% |
93.75 |
| High |
95.08 |
94.77 |
-0.31 |
-0.3% |
94.66 |
| Low |
93.63 |
93.49 |
-0.14 |
-0.1% |
90.21 |
| Close |
94.48 |
94.00 |
-0.48 |
-0.5% |
90.98 |
| Range |
1.45 |
1.28 |
-0.17 |
-11.7% |
4.45 |
| ATR |
1.75 |
1.71 |
-0.03 |
-1.9% |
0.00 |
| Volume |
48,158 |
57,034 |
8,876 |
18.4% |
214,800 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.93 |
97.24 |
94.70 |
|
| R3 |
96.65 |
95.96 |
94.35 |
|
| R2 |
95.37 |
95.37 |
94.23 |
|
| R1 |
94.68 |
94.68 |
94.12 |
94.39 |
| PP |
94.09 |
94.09 |
94.09 |
93.94 |
| S1 |
93.40 |
93.40 |
93.88 |
93.11 |
| S2 |
92.81 |
92.81 |
93.77 |
|
| S3 |
91.53 |
92.12 |
93.65 |
|
| S4 |
90.25 |
90.84 |
93.30 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.30 |
102.59 |
93.43 |
|
| R3 |
100.85 |
98.14 |
92.20 |
|
| R2 |
96.40 |
96.40 |
91.80 |
|
| R1 |
93.69 |
93.69 |
91.39 |
92.82 |
| PP |
91.95 |
91.95 |
91.95 |
91.52 |
| S1 |
89.24 |
89.24 |
90.57 |
88.37 |
| S2 |
87.50 |
87.50 |
90.16 |
|
| S3 |
83.05 |
84.79 |
89.76 |
|
| S4 |
78.60 |
80.34 |
88.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.08 |
90.21 |
4.87 |
5.2% |
1.70 |
1.8% |
78% |
False |
False |
61,834 |
| 10 |
95.08 |
90.21 |
4.87 |
5.2% |
2.07 |
2.2% |
78% |
False |
False |
46,477 |
| 20 |
95.08 |
89.70 |
5.38 |
5.7% |
1.60 |
1.7% |
80% |
False |
False |
31,943 |
| 40 |
95.08 |
82.22 |
12.86 |
13.7% |
1.64 |
1.7% |
92% |
False |
False |
22,622 |
| 60 |
95.08 |
82.22 |
12.86 |
13.7% |
1.52 |
1.6% |
92% |
False |
False |
17,964 |
| 80 |
95.08 |
79.39 |
15.69 |
16.7% |
1.45 |
1.5% |
93% |
False |
False |
14,997 |
| 100 |
95.08 |
75.91 |
19.17 |
20.4% |
1.30 |
1.4% |
94% |
False |
False |
12,857 |
| 120 |
95.08 |
75.91 |
19.17 |
20.4% |
1.19 |
1.3% |
94% |
False |
False |
11,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.21 |
|
2.618 |
98.12 |
|
1.618 |
96.84 |
|
1.000 |
96.05 |
|
0.618 |
95.56 |
|
HIGH |
94.77 |
|
0.618 |
94.28 |
|
0.500 |
94.13 |
|
0.382 |
93.98 |
|
LOW |
93.49 |
|
0.618 |
92.70 |
|
1.000 |
92.21 |
|
1.618 |
91.42 |
|
2.618 |
90.14 |
|
4.250 |
88.05 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.13 |
93.88 |
| PP |
94.09 |
93.76 |
| S1 |
94.04 |
93.64 |
|