NYMEX Light Sweet Crude Oil Future March 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 |
92.35 |
92.98 |
0.63 |
0.7% |
92.12 |
| High |
93.46 |
93.27 |
-0.19 |
-0.2% |
93.44 |
| Low |
91.89 |
91.83 |
-0.06 |
-0.1% |
88.45 |
| Close |
92.87 |
92.30 |
-0.57 |
-0.6% |
89.22 |
| Range |
1.57 |
1.44 |
-0.13 |
-8.3% |
4.99 |
| ATR |
1.92 |
1.89 |
-0.03 |
-1.8% |
0.00 |
| Volume |
279,900 |
225,416 |
-54,484 |
-19.5% |
650,770 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.79 |
95.98 |
93.09 |
|
| R3 |
95.35 |
94.54 |
92.70 |
|
| R2 |
93.91 |
93.91 |
92.56 |
|
| R1 |
93.10 |
93.10 |
92.43 |
92.79 |
| PP |
92.47 |
92.47 |
92.47 |
92.31 |
| S1 |
91.66 |
91.66 |
92.17 |
91.35 |
| S2 |
91.03 |
91.03 |
92.04 |
|
| S3 |
89.59 |
90.22 |
91.90 |
|
| S4 |
88.15 |
88.78 |
91.51 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.34 |
102.27 |
91.96 |
|
| R3 |
100.35 |
97.28 |
90.59 |
|
| R2 |
95.36 |
95.36 |
90.13 |
|
| R1 |
92.29 |
92.29 |
89.68 |
91.33 |
| PP |
90.37 |
90.37 |
90.37 |
89.89 |
| S1 |
87.30 |
87.30 |
88.76 |
86.34 |
| S2 |
85.38 |
85.38 |
88.31 |
|
| S3 |
80.39 |
82.31 |
87.85 |
|
| S4 |
75.40 |
77.32 |
86.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.46 |
88.45 |
5.01 |
5.4% |
1.82 |
2.0% |
77% |
False |
False |
243,641 |
| 10 |
93.46 |
88.45 |
5.01 |
5.4% |
2.25 |
2.4% |
77% |
False |
False |
172,755 |
| 20 |
93.46 |
88.45 |
5.01 |
5.4% |
1.75 |
1.9% |
77% |
False |
False |
115,164 |
| 40 |
93.46 |
81.41 |
12.05 |
13.1% |
1.87 |
2.0% |
90% |
False |
False |
82,681 |
| 60 |
93.46 |
81.41 |
12.05 |
13.1% |
1.82 |
2.0% |
90% |
False |
False |
63,720 |
| 80 |
93.46 |
78.05 |
15.41 |
16.7% |
1.83 |
2.0% |
92% |
False |
False |
52,757 |
| 100 |
93.46 |
74.29 |
19.17 |
20.8% |
1.79 |
1.9% |
94% |
False |
False |
44,821 |
| 120 |
93.46 |
74.29 |
19.17 |
20.8% |
1.72 |
1.9% |
94% |
False |
False |
38,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.39 |
|
2.618 |
97.04 |
|
1.618 |
95.60 |
|
1.000 |
94.71 |
|
0.618 |
94.16 |
|
HIGH |
93.27 |
|
0.618 |
92.72 |
|
0.500 |
92.55 |
|
0.382 |
92.38 |
|
LOW |
91.83 |
|
0.618 |
90.94 |
|
1.000 |
90.39 |
|
1.618 |
89.50 |
|
2.618 |
88.06 |
|
4.250 |
85.71 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.55 |
92.15 |
| PP |
92.47 |
92.01 |
| S1 |
92.38 |
91.86 |
|