NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.49 |
90.31 |
-2.18 |
-2.4% |
91.85 |
| High |
92.95 |
91.97 |
-0.98 |
-1.1% |
92.85 |
| Low |
89.41 |
89.12 |
-0.29 |
-0.3% |
89.88 |
| Close |
90.42 |
91.42 |
1.00 |
1.1% |
92.22 |
| Range |
3.54 |
2.85 |
-0.69 |
-19.5% |
2.97 |
| ATR |
1.79 |
1.87 |
0.08 |
4.2% |
0.00 |
| Volume |
77,594 |
146,287 |
68,693 |
88.5% |
215,723 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.39 |
98.25 |
92.99 |
|
| R3 |
96.54 |
95.40 |
92.20 |
|
| R2 |
93.69 |
93.69 |
91.94 |
|
| R1 |
92.55 |
92.55 |
91.68 |
93.12 |
| PP |
90.84 |
90.84 |
90.84 |
91.12 |
| S1 |
89.70 |
89.70 |
91.16 |
90.27 |
| S2 |
87.99 |
87.99 |
90.90 |
|
| S3 |
85.14 |
86.85 |
90.64 |
|
| S4 |
82.29 |
84.00 |
89.85 |
|
|
| 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 |
89.12 |
4.32 |
4.7% |
2.63 |
2.9% |
53% |
False |
True |
77,515 |
| 10 |
93.44 |
89.12 |
4.32 |
4.7% |
1.82 |
2.0% |
53% |
False |
True |
61,587 |
| 20 |
93.44 |
88.07 |
5.37 |
5.9% |
1.68 |
1.8% |
62% |
False |
False |
66,878 |
| 40 |
93.44 |
81.41 |
12.03 |
13.2% |
1.86 |
2.0% |
83% |
False |
False |
52,719 |
| 60 |
93.44 |
81.41 |
12.03 |
13.2% |
1.84 |
2.0% |
83% |
False |
False |
42,519 |
| 80 |
93.44 |
78.05 |
15.39 |
16.8% |
1.80 |
2.0% |
87% |
False |
False |
36,841 |
| 100 |
93.44 |
74.29 |
19.15 |
20.9% |
1.75 |
1.9% |
89% |
False |
False |
31,343 |
| 120 |
93.44 |
74.29 |
19.15 |
20.9% |
1.70 |
1.9% |
89% |
False |
False |
26,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.08 |
|
2.618 |
99.43 |
|
1.618 |
96.58 |
|
1.000 |
94.82 |
|
0.618 |
93.73 |
|
HIGH |
91.97 |
|
0.618 |
90.88 |
|
0.500 |
90.55 |
|
0.382 |
90.21 |
|
LOW |
89.12 |
|
0.618 |
87.36 |
|
1.000 |
86.27 |
|
1.618 |
84.51 |
|
2.618 |
81.66 |
|
4.250 |
77.01 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.13 |
91.37 |
| PP |
90.84 |
91.33 |
| S1 |
90.55 |
91.28 |
|