NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
87.55 |
85.28 |
-2.27 |
-2.6% |
89.26 |
| High |
87.66 |
89.73 |
2.07 |
2.4% |
89.73 |
| Low |
85.42 |
85.11 |
-0.31 |
-0.4% |
85.11 |
| Close |
85.64 |
89.34 |
3.70 |
4.3% |
89.34 |
| Range |
2.24 |
4.62 |
2.38 |
106.3% |
4.62 |
| ATR |
1.89 |
2.09 |
0.19 |
10.3% |
0.00 |
| Volume |
348,140 |
553,314 |
205,174 |
58.9% |
1,887,026 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.92 |
100.25 |
91.88 |
|
| R3 |
97.30 |
95.63 |
90.61 |
|
| R2 |
92.68 |
92.68 |
90.19 |
|
| R1 |
91.01 |
91.01 |
89.76 |
91.85 |
| PP |
88.06 |
88.06 |
88.06 |
88.48 |
| S1 |
86.39 |
86.39 |
88.92 |
87.23 |
| S2 |
83.44 |
83.44 |
88.49 |
|
| S3 |
78.82 |
81.77 |
88.07 |
|
| S4 |
74.20 |
77.15 |
86.80 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.92 |
100.25 |
91.88 |
|
| R3 |
97.30 |
95.63 |
90.61 |
|
| R2 |
92.68 |
92.68 |
90.19 |
|
| R1 |
91.01 |
91.01 |
89.76 |
91.85 |
| PP |
88.06 |
88.06 |
88.06 |
88.48 |
| S1 |
86.39 |
86.39 |
88.92 |
87.23 |
| S2 |
83.44 |
83.44 |
88.49 |
|
| S3 |
78.82 |
81.77 |
88.07 |
|
| S4 |
74.20 |
77.15 |
86.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.73 |
85.11 |
4.62 |
5.2% |
2.54 |
2.8% |
92% |
True |
True |
377,405 |
| 10 |
93.02 |
85.11 |
7.91 |
8.9% |
2.14 |
2.4% |
53% |
False |
True |
336,715 |
| 20 |
93.46 |
85.11 |
8.35 |
9.3% |
2.20 |
2.5% |
51% |
False |
True |
254,735 |
| 40 |
93.46 |
85.11 |
8.35 |
9.3% |
1.85 |
2.1% |
51% |
False |
True |
158,402 |
| 60 |
93.46 |
81.41 |
12.05 |
13.5% |
1.90 |
2.1% |
66% |
False |
False |
116,268 |
| 80 |
93.46 |
81.41 |
12.05 |
13.5% |
1.90 |
2.1% |
66% |
False |
False |
92,468 |
| 100 |
93.46 |
78.05 |
15.41 |
17.2% |
1.83 |
2.0% |
73% |
False |
False |
77,505 |
| 120 |
93.46 |
74.29 |
19.17 |
21.5% |
1.79 |
2.0% |
79% |
False |
False |
65,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.37 |
|
2.618 |
101.83 |
|
1.618 |
97.21 |
|
1.000 |
94.35 |
|
0.618 |
92.59 |
|
HIGH |
89.73 |
|
0.618 |
87.97 |
|
0.500 |
87.42 |
|
0.382 |
86.87 |
|
LOW |
85.11 |
|
0.618 |
82.25 |
|
1.000 |
80.49 |
|
1.618 |
77.63 |
|
2.618 |
73.01 |
|
4.250 |
65.48 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.70 |
88.70 |
| PP |
88.06 |
88.06 |
| S1 |
87.42 |
87.42 |
|