NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
89.45 |
89.26 |
-0.19 |
-0.2% |
92.55 |
| High |
90.22 |
89.63 |
-0.59 |
-0.7% |
93.02 |
| Low |
88.87 |
87.27 |
-1.60 |
-1.8% |
88.87 |
| Close |
89.11 |
87.87 |
-1.24 |
-1.4% |
89.11 |
| Range |
1.35 |
2.36 |
1.01 |
74.8% |
4.15 |
| ATR |
1.85 |
1.89 |
0.04 |
2.0% |
0.00 |
| Volume |
271,703 |
337,713 |
66,010 |
24.3% |
1,247,712 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.34 |
93.96 |
89.17 |
|
| R3 |
92.98 |
91.60 |
88.52 |
|
| R2 |
90.62 |
90.62 |
88.30 |
|
| R1 |
89.24 |
89.24 |
88.09 |
88.75 |
| PP |
88.26 |
88.26 |
88.26 |
88.01 |
| S1 |
86.88 |
86.88 |
87.65 |
86.39 |
| S2 |
85.90 |
85.90 |
87.44 |
|
| S3 |
83.54 |
84.52 |
87.22 |
|
| S4 |
81.18 |
82.16 |
86.57 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.78 |
100.10 |
91.39 |
|
| R3 |
98.63 |
95.95 |
90.25 |
|
| R2 |
94.48 |
94.48 |
89.87 |
|
| R1 |
91.80 |
91.80 |
89.49 |
91.07 |
| PP |
90.33 |
90.33 |
90.33 |
89.97 |
| S1 |
87.65 |
87.65 |
88.73 |
86.92 |
| S2 |
86.18 |
86.18 |
88.35 |
|
| S3 |
82.03 |
83.50 |
87.97 |
|
| S4 |
77.88 |
79.35 |
86.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.02 |
87.27 |
5.75 |
6.5% |
1.92 |
2.2% |
10% |
False |
True |
317,085 |
| 10 |
93.46 |
87.27 |
6.19 |
7.0% |
1.81 |
2.1% |
10% |
False |
True |
282,001 |
| 20 |
93.46 |
87.27 |
6.19 |
7.0% |
1.94 |
2.2% |
10% |
False |
True |
184,325 |
| 40 |
93.46 |
83.84 |
9.62 |
10.9% |
1.83 |
2.1% |
42% |
False |
False |
122,844 |
| 60 |
93.46 |
81.41 |
12.05 |
13.7% |
1.82 |
2.1% |
54% |
False |
False |
91,765 |
| 80 |
93.46 |
81.40 |
12.06 |
13.7% |
1.84 |
2.1% |
54% |
False |
False |
74,244 |
| 100 |
93.46 |
77.98 |
15.48 |
17.6% |
1.80 |
2.1% |
64% |
False |
False |
62,505 |
| 120 |
93.46 |
74.29 |
19.17 |
21.8% |
1.73 |
2.0% |
71% |
False |
False |
53,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.66 |
|
2.618 |
95.81 |
|
1.618 |
93.45 |
|
1.000 |
91.99 |
|
0.618 |
91.09 |
|
HIGH |
89.63 |
|
0.618 |
88.73 |
|
0.500 |
88.45 |
|
0.382 |
88.17 |
|
LOW |
87.27 |
|
0.618 |
85.81 |
|
1.000 |
84.91 |
|
1.618 |
83.45 |
|
2.618 |
81.09 |
|
4.250 |
77.24 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.45 |
89.54 |
| PP |
88.26 |
88.98 |
| S1 |
88.06 |
88.43 |
|