NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
91.16 |
92.51 |
1.35 |
1.5% |
92.07 |
| High |
92.92 |
92.79 |
-0.13 |
-0.1% |
93.45 |
| Low |
90.03 |
90.40 |
0.37 |
0.4% |
90.54 |
| Close |
92.39 |
90.90 |
-1.49 |
-1.6% |
92.91 |
| Range |
2.89 |
2.39 |
-0.50 |
-17.3% |
2.91 |
| ATR |
1.78 |
1.83 |
0.04 |
2.4% |
0.00 |
| Volume |
67,756 |
87,233 |
19,477 |
28.7% |
98,396 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.53 |
97.11 |
92.21 |
|
| R3 |
96.14 |
94.72 |
91.56 |
|
| R2 |
93.75 |
93.75 |
91.34 |
|
| R1 |
92.33 |
92.33 |
91.12 |
91.85 |
| PP |
91.36 |
91.36 |
91.36 |
91.12 |
| S1 |
89.94 |
89.94 |
90.68 |
89.46 |
| S2 |
88.97 |
88.97 |
90.46 |
|
| S3 |
86.58 |
87.55 |
90.24 |
|
| S4 |
84.19 |
85.16 |
89.59 |
|
|
| 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 |
90.03 |
4.10 |
4.5% |
2.57 |
2.8% |
21% |
False |
False |
49,595 |
| 10 |
94.13 |
90.03 |
4.10 |
4.5% |
1.90 |
2.1% |
21% |
False |
False |
34,186 |
| 20 |
94.13 |
88.43 |
5.70 |
6.3% |
1.65 |
1.8% |
43% |
False |
False |
32,188 |
| 40 |
94.13 |
81.81 |
12.32 |
13.6% |
1.76 |
1.9% |
74% |
False |
False |
25,376 |
| 60 |
94.13 |
81.81 |
12.32 |
13.6% |
1.68 |
1.8% |
74% |
False |
False |
20,476 |
| 80 |
94.13 |
78.63 |
15.50 |
17.1% |
1.64 |
1.8% |
79% |
False |
False |
17,823 |
| 100 |
94.13 |
74.98 |
19.15 |
21.1% |
1.55 |
1.7% |
83% |
False |
False |
15,181 |
| 120 |
94.13 |
74.98 |
19.15 |
21.1% |
1.38 |
1.5% |
83% |
False |
False |
13,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.95 |
|
2.618 |
99.05 |
|
1.618 |
96.66 |
|
1.000 |
95.18 |
|
0.618 |
94.27 |
|
HIGH |
92.79 |
|
0.618 |
91.88 |
|
0.500 |
91.60 |
|
0.382 |
91.31 |
|
LOW |
90.40 |
|
0.618 |
88.92 |
|
1.000 |
88.01 |
|
1.618 |
86.53 |
|
2.618 |
84.14 |
|
4.250 |
80.24 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.60 |
91.85 |
| PP |
91.36 |
91.53 |
| S1 |
91.13 |
91.22 |
|