NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.93 |
93.23 |
0.30 |
0.3% |
92.07 |
| High |
94.13 |
93.66 |
-0.47 |
-0.5% |
93.45 |
| Low |
92.79 |
90.34 |
-2.45 |
-2.6% |
90.54 |
| Close |
93.14 |
91.32 |
-1.82 |
-2.0% |
92.91 |
| Range |
1.34 |
3.32 |
1.98 |
147.8% |
2.91 |
| ATR |
1.57 |
1.70 |
0.12 |
7.9% |
0.00 |
| Volume |
23,303 |
35,205 |
11,902 |
51.1% |
98,396 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.73 |
99.85 |
93.15 |
|
| R3 |
98.41 |
96.53 |
92.23 |
|
| R2 |
95.09 |
95.09 |
91.93 |
|
| R1 |
93.21 |
93.21 |
91.62 |
92.49 |
| PP |
91.77 |
91.77 |
91.77 |
91.42 |
| S1 |
89.89 |
89.89 |
91.02 |
89.17 |
| S2 |
88.45 |
88.45 |
90.71 |
|
| S3 |
85.13 |
86.57 |
90.41 |
|
| S4 |
81.81 |
83.25 |
89.49 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.03 |
99.88 |
94.51 |
|
| R3 |
98.12 |
96.97 |
93.71 |
|
| R2 |
95.21 |
95.21 |
93.44 |
|
| R1 |
94.06 |
94.06 |
93.18 |
94.64 |
| PP |
92.30 |
92.30 |
92.30 |
92.59 |
| S1 |
91.15 |
91.15 |
92.64 |
91.73 |
| S2 |
89.39 |
89.39 |
92.38 |
|
| S3 |
86.48 |
88.24 |
92.11 |
|
| S4 |
83.57 |
85.33 |
91.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.13 |
90.34 |
3.79 |
4.2% |
2.11 |
2.3% |
26% |
False |
True |
25,426 |
| 10 |
94.13 |
90.34 |
3.79 |
4.2% |
1.54 |
1.7% |
26% |
False |
True |
25,913 |
| 20 |
94.13 |
88.43 |
5.70 |
6.2% |
1.57 |
1.7% |
51% |
False |
False |
27,949 |
| 40 |
94.13 |
81.81 |
12.32 |
13.5% |
1.71 |
1.9% |
77% |
False |
False |
22,255 |
| 60 |
94.13 |
81.81 |
12.32 |
13.5% |
1.62 |
1.8% |
77% |
False |
False |
18,216 |
| 80 |
94.13 |
78.63 |
15.50 |
17.0% |
1.59 |
1.7% |
82% |
False |
False |
16,134 |
| 100 |
94.13 |
74.98 |
19.15 |
21.0% |
1.51 |
1.7% |
85% |
False |
False |
13,742 |
| 120 |
94.13 |
74.98 |
19.15 |
21.0% |
1.35 |
1.5% |
85% |
False |
False |
11,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.77 |
|
2.618 |
102.35 |
|
1.618 |
99.03 |
|
1.000 |
96.98 |
|
0.618 |
95.71 |
|
HIGH |
93.66 |
|
0.618 |
92.39 |
|
0.500 |
92.00 |
|
0.382 |
91.61 |
|
LOW |
90.34 |
|
0.618 |
88.29 |
|
1.000 |
87.02 |
|
1.618 |
84.97 |
|
2.618 |
81.65 |
|
4.250 |
76.23 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.00 |
92.24 |
| PP |
91.77 |
91.93 |
| S1 |
91.55 |
91.63 |
|