NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.20 |
91.63 |
-0.57 |
-0.6% |
90.11 |
| High |
93.02 |
91.80 |
-1.22 |
-1.3% |
93.46 |
| Low |
91.46 |
88.90 |
-2.56 |
-2.8% |
89.28 |
| Close |
91.81 |
89.59 |
-2.22 |
-2.4% |
92.57 |
| Range |
1.56 |
2.90 |
1.34 |
85.9% |
4.18 |
| ATR |
1.81 |
1.89 |
0.08 |
4.3% |
0.00 |
| Volume |
310,098 |
427,261 |
117,163 |
37.8% |
1,234,594 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.80 |
97.09 |
91.19 |
|
| R3 |
95.90 |
94.19 |
90.39 |
|
| R2 |
93.00 |
93.00 |
90.12 |
|
| R1 |
91.29 |
91.29 |
89.86 |
90.70 |
| PP |
90.10 |
90.10 |
90.10 |
89.80 |
| S1 |
88.39 |
88.39 |
89.32 |
87.80 |
| S2 |
87.20 |
87.20 |
89.06 |
|
| S3 |
84.30 |
85.49 |
88.79 |
|
| S4 |
81.40 |
82.59 |
88.00 |
|
|
| 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 |
93.27 |
88.90 |
4.37 |
4.9% |
1.77 |
2.0% |
16% |
False |
True |
286,768 |
| 10 |
93.46 |
88.45 |
5.01 |
5.6% |
1.91 |
2.1% |
23% |
False |
False |
258,617 |
| 20 |
93.46 |
88.45 |
5.01 |
5.6% |
1.87 |
2.1% |
23% |
False |
False |
160,102 |
| 40 |
93.46 |
81.41 |
12.05 |
13.5% |
1.85 |
2.1% |
68% |
False |
False |
109,242 |
| 60 |
93.46 |
81.41 |
12.05 |
13.5% |
1.81 |
2.0% |
68% |
False |
False |
82,232 |
| 80 |
93.46 |
78.97 |
14.49 |
16.2% |
1.84 |
2.1% |
73% |
False |
False |
67,007 |
| 100 |
93.46 |
77.26 |
16.20 |
18.1% |
1.80 |
2.0% |
76% |
False |
False |
56,612 |
| 120 |
93.46 |
74.29 |
19.17 |
21.4% |
1.73 |
1.9% |
80% |
False |
False |
48,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.13 |
|
2.618 |
99.39 |
|
1.618 |
96.49 |
|
1.000 |
94.70 |
|
0.618 |
93.59 |
|
HIGH |
91.80 |
|
0.618 |
90.69 |
|
0.500 |
90.35 |
|
0.382 |
90.01 |
|
LOW |
88.90 |
|
0.618 |
87.11 |
|
1.000 |
86.00 |
|
1.618 |
84.21 |
|
2.618 |
81.31 |
|
4.250 |
76.58 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.35 |
90.96 |
| PP |
90.10 |
90.50 |
| S1 |
89.84 |
90.05 |
|