NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
89.26 |
87.70 |
-1.56 |
-1.7% |
92.55 |
| High |
89.63 |
87.85 |
-1.78 |
-2.0% |
93.02 |
| Low |
87.27 |
86.12 |
-1.15 |
-1.3% |
88.87 |
| Close |
87.87 |
86.19 |
-1.68 |
-1.9% |
89.11 |
| Range |
2.36 |
1.73 |
-0.63 |
-26.7% |
4.15 |
| ATR |
1.89 |
1.88 |
-0.01 |
-0.5% |
0.00 |
| Volume |
337,713 |
320,334 |
-17,379 |
-5.1% |
1,247,712 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.91 |
90.78 |
87.14 |
|
| R3 |
90.18 |
89.05 |
86.67 |
|
| R2 |
88.45 |
88.45 |
86.51 |
|
| R1 |
87.32 |
87.32 |
86.35 |
87.02 |
| PP |
86.72 |
86.72 |
86.72 |
86.57 |
| S1 |
85.59 |
85.59 |
86.03 |
85.29 |
| S2 |
84.99 |
84.99 |
85.87 |
|
| S3 |
83.26 |
83.86 |
85.71 |
|
| S4 |
81.53 |
82.13 |
85.24 |
|
|
| 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 |
86.12 |
6.90 |
8.0% |
1.98 |
2.3% |
1% |
False |
True |
333,421 |
| 10 |
93.46 |
86.12 |
7.34 |
8.5% |
1.81 |
2.1% |
1% |
False |
True |
287,711 |
| 20 |
93.46 |
86.12 |
7.34 |
8.5% |
1.96 |
2.3% |
1% |
False |
True |
198,172 |
| 40 |
93.46 |
84.52 |
8.94 |
10.4% |
1.83 |
2.1% |
19% |
False |
False |
130,035 |
| 60 |
93.46 |
81.41 |
12.05 |
14.0% |
1.83 |
2.1% |
40% |
False |
False |
96,742 |
| 80 |
93.46 |
81.41 |
12.05 |
14.0% |
1.84 |
2.1% |
40% |
False |
False |
77,958 |
| 100 |
93.46 |
78.05 |
15.41 |
17.9% |
1.80 |
2.1% |
53% |
False |
False |
65,569 |
| 120 |
93.46 |
74.29 |
19.17 |
22.2% |
1.74 |
2.0% |
62% |
False |
False |
55,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.20 |
|
2.618 |
92.38 |
|
1.618 |
90.65 |
|
1.000 |
89.58 |
|
0.618 |
88.92 |
|
HIGH |
87.85 |
|
0.618 |
87.19 |
|
0.500 |
86.99 |
|
0.382 |
86.78 |
|
LOW |
86.12 |
|
0.618 |
85.05 |
|
1.000 |
84.39 |
|
1.618 |
83.32 |
|
2.618 |
81.59 |
|
4.250 |
78.77 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.99 |
88.17 |
| PP |
86.72 |
87.51 |
| S1 |
86.46 |
86.85 |
|