NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
86.23 |
87.55 |
1.32 |
1.5% |
92.55 |
| High |
87.78 |
87.66 |
-0.12 |
-0.1% |
93.02 |
| Low |
86.03 |
85.42 |
-0.61 |
-0.7% |
88.87 |
| Close |
87.33 |
85.64 |
-1.69 |
-1.9% |
89.11 |
| Range |
1.75 |
2.24 |
0.49 |
28.0% |
4.15 |
| ATR |
1.87 |
1.89 |
0.03 |
1.4% |
0.00 |
| Volume |
327,525 |
348,140 |
20,615 |
6.3% |
1,247,712 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.96 |
91.54 |
86.87 |
|
| R3 |
90.72 |
89.30 |
86.26 |
|
| R2 |
88.48 |
88.48 |
86.05 |
|
| R1 |
87.06 |
87.06 |
85.85 |
86.65 |
| PP |
86.24 |
86.24 |
86.24 |
86.04 |
| S1 |
84.82 |
84.82 |
85.43 |
84.41 |
| S2 |
84.00 |
84.00 |
85.23 |
|
| S3 |
81.76 |
82.58 |
85.02 |
|
| S4 |
79.52 |
80.34 |
84.41 |
|
|
| 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 |
90.22 |
85.42 |
4.80 |
5.6% |
1.89 |
2.2% |
5% |
False |
True |
321,083 |
| 10 |
93.27 |
85.42 |
7.85 |
9.2% |
1.83 |
2.1% |
3% |
False |
True |
303,925 |
| 20 |
93.46 |
85.42 |
8.04 |
9.4% |
2.09 |
2.4% |
3% |
False |
True |
228,958 |
| 40 |
93.46 |
84.67 |
8.79 |
10.3% |
1.81 |
2.1% |
11% |
False |
False |
145,540 |
| 60 |
93.46 |
81.41 |
12.05 |
14.1% |
1.84 |
2.1% |
35% |
False |
False |
107,413 |
| 80 |
93.46 |
81.41 |
12.05 |
14.1% |
1.86 |
2.2% |
35% |
False |
False |
85,886 |
| 100 |
93.46 |
78.05 |
15.41 |
18.0% |
1.81 |
2.1% |
49% |
False |
False |
72,068 |
| 120 |
93.46 |
74.29 |
19.17 |
22.4% |
1.75 |
2.0% |
59% |
False |
False |
61,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.18 |
|
2.618 |
93.52 |
|
1.618 |
91.28 |
|
1.000 |
89.90 |
|
0.618 |
89.04 |
|
HIGH |
87.66 |
|
0.618 |
86.80 |
|
0.500 |
86.54 |
|
0.382 |
86.28 |
|
LOW |
85.42 |
|
0.618 |
84.04 |
|
1.000 |
83.18 |
|
1.618 |
81.80 |
|
2.618 |
79.56 |
|
4.250 |
75.90 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.54 |
86.64 |
| PP |
86.24 |
86.30 |
| S1 |
85.94 |
85.97 |
|