NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.98 |
92.07 |
-0.91 |
-1.0% |
90.11 |
| High |
93.27 |
92.67 |
-0.60 |
-0.6% |
93.46 |
| Low |
91.83 |
91.17 |
-0.66 |
-0.7% |
89.28 |
| Close |
92.30 |
92.57 |
0.27 |
0.3% |
92.57 |
| Range |
1.44 |
1.50 |
0.06 |
4.2% |
4.18 |
| ATR |
1.89 |
1.86 |
-0.03 |
-1.5% |
0.00 |
| Volume |
225,416 |
232,416 |
7,000 |
3.1% |
1,234,594 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.64 |
96.10 |
93.40 |
|
| R3 |
95.14 |
94.60 |
92.98 |
|
| R2 |
93.64 |
93.64 |
92.85 |
|
| R1 |
93.10 |
93.10 |
92.71 |
93.37 |
| PP |
92.14 |
92.14 |
92.14 |
92.27 |
| S1 |
91.60 |
91.60 |
92.43 |
91.87 |
| S2 |
90.64 |
90.64 |
92.30 |
|
| S3 |
89.14 |
90.10 |
92.16 |
|
| S4 |
87.64 |
88.60 |
91.75 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.31 |
102.62 |
94.87 |
|
| R3 |
100.13 |
98.44 |
93.72 |
|
| R2 |
95.95 |
95.95 |
93.34 |
|
| R1 |
94.26 |
94.26 |
92.95 |
95.11 |
| PP |
91.77 |
91.77 |
91.77 |
92.19 |
| S1 |
90.08 |
90.08 |
92.19 |
90.93 |
| S2 |
87.59 |
87.59 |
91.80 |
|
| S3 |
83.41 |
85.90 |
91.42 |
|
| S4 |
79.23 |
81.72 |
90.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.46 |
89.28 |
4.18 |
4.5% |
1.70 |
1.8% |
79% |
False |
False |
246,918 |
| 10 |
93.46 |
88.45 |
5.01 |
5.4% |
2.10 |
2.3% |
82% |
False |
False |
188,536 |
| 20 |
93.46 |
88.45 |
5.01 |
5.4% |
1.78 |
1.9% |
82% |
False |
False |
123,455 |
| 40 |
93.46 |
81.41 |
12.05 |
13.0% |
1.85 |
2.0% |
93% |
False |
False |
87,615 |
| 60 |
93.46 |
81.41 |
12.05 |
13.0% |
1.80 |
1.9% |
93% |
False |
False |
67,139 |
| 80 |
93.46 |
78.05 |
15.41 |
16.6% |
1.83 |
2.0% |
94% |
False |
False |
55,478 |
| 100 |
93.46 |
74.29 |
19.17 |
20.7% |
1.80 |
1.9% |
95% |
False |
False |
47,089 |
| 120 |
93.46 |
74.29 |
19.17 |
20.7% |
1.72 |
1.9% |
95% |
False |
False |
40,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.05 |
|
2.618 |
96.60 |
|
1.618 |
95.10 |
|
1.000 |
94.17 |
|
0.618 |
93.60 |
|
HIGH |
92.67 |
|
0.618 |
92.10 |
|
0.500 |
91.92 |
|
0.382 |
91.74 |
|
LOW |
91.17 |
|
0.618 |
90.24 |
|
1.000 |
89.67 |
|
1.618 |
88.74 |
|
2.618 |
87.24 |
|
4.250 |
84.80 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.35 |
92.49 |
| PP |
92.14 |
92.40 |
| S1 |
91.92 |
92.32 |
|