NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.12 |
92.49 |
0.37 |
0.4% |
91.85 |
| High |
93.44 |
92.95 |
-0.49 |
-0.5% |
92.85 |
| Low |
92.06 |
89.41 |
-2.65 |
-2.9% |
89.88 |
| Close |
92.43 |
90.42 |
-2.01 |
-2.2% |
92.22 |
| Range |
1.38 |
3.54 |
2.16 |
156.5% |
2.97 |
| ATR |
1.66 |
1.79 |
0.13 |
8.1% |
0.00 |
| Volume |
51,321 |
77,594 |
26,273 |
51.2% |
215,723 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.55 |
99.52 |
92.37 |
|
| R3 |
98.01 |
95.98 |
91.39 |
|
| R2 |
94.47 |
94.47 |
91.07 |
|
| R1 |
92.44 |
92.44 |
90.74 |
91.69 |
| PP |
90.93 |
90.93 |
90.93 |
90.55 |
| S1 |
88.90 |
88.90 |
90.10 |
88.15 |
| S2 |
87.39 |
87.39 |
89.77 |
|
| S3 |
83.85 |
85.36 |
89.45 |
|
| S4 |
80.31 |
81.82 |
88.47 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.56 |
99.36 |
93.85 |
|
| R3 |
97.59 |
96.39 |
93.04 |
|
| R2 |
94.62 |
94.62 |
92.76 |
|
| R1 |
93.42 |
93.42 |
92.49 |
94.02 |
| PP |
91.65 |
91.65 |
91.65 |
91.95 |
| S1 |
90.45 |
90.45 |
91.95 |
91.05 |
| S2 |
88.68 |
88.68 |
91.68 |
|
| S3 |
85.71 |
87.48 |
91.40 |
|
| S4 |
82.74 |
84.51 |
90.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.44 |
89.41 |
4.03 |
4.5% |
2.21 |
2.4% |
25% |
False |
True |
54,071 |
| 10 |
93.44 |
89.41 |
4.03 |
4.5% |
1.63 |
1.8% |
25% |
False |
True |
56,653 |
| 20 |
93.44 |
88.07 |
5.37 |
5.9% |
1.65 |
1.8% |
44% |
False |
False |
62,773 |
| 40 |
93.44 |
81.41 |
12.03 |
13.3% |
1.83 |
2.0% |
75% |
False |
False |
49,853 |
| 60 |
93.44 |
81.41 |
12.03 |
13.3% |
1.81 |
2.0% |
75% |
False |
False |
40,420 |
| 80 |
93.44 |
78.05 |
15.39 |
17.0% |
1.78 |
2.0% |
80% |
False |
False |
35,296 |
| 100 |
93.44 |
74.29 |
19.15 |
21.2% |
1.73 |
1.9% |
84% |
False |
False |
29,965 |
| 120 |
93.44 |
74.29 |
19.15 |
21.2% |
1.69 |
1.9% |
84% |
False |
False |
25,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.00 |
|
2.618 |
102.22 |
|
1.618 |
98.68 |
|
1.000 |
96.49 |
|
0.618 |
95.14 |
|
HIGH |
92.95 |
|
0.618 |
91.60 |
|
0.500 |
91.18 |
|
0.382 |
90.76 |
|
LOW |
89.41 |
|
0.618 |
87.22 |
|
1.000 |
85.87 |
|
1.618 |
83.68 |
|
2.618 |
80.14 |
|
4.250 |
74.37 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.18 |
91.43 |
| PP |
90.93 |
91.09 |
| S1 |
90.67 |
90.76 |
|