NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.00 |
93.30 |
1.30 |
1.4% |
92.93 |
| High |
93.51 |
94.35 |
0.84 |
0.9% |
94.13 |
| Low |
91.32 |
92.86 |
1.54 |
1.7% |
89.41 |
| Close |
93.38 |
93.74 |
0.36 |
0.4% |
90.17 |
| Range |
2.19 |
1.49 |
-0.70 |
-32.0% |
4.72 |
| ATR |
1.86 |
1.84 |
-0.03 |
-1.4% |
0.00 |
| Volume |
82,405 |
102,308 |
19,903 |
24.2% |
332,750 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.12 |
97.42 |
94.56 |
|
| R3 |
96.63 |
95.93 |
94.15 |
|
| R2 |
95.14 |
95.14 |
94.01 |
|
| R1 |
94.44 |
94.44 |
93.88 |
94.79 |
| PP |
93.65 |
93.65 |
93.65 |
93.83 |
| S1 |
92.95 |
92.95 |
93.60 |
93.30 |
| S2 |
92.16 |
92.16 |
93.47 |
|
| S3 |
90.67 |
91.46 |
93.33 |
|
| S4 |
89.18 |
89.97 |
92.92 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.40 |
102.50 |
92.77 |
|
| R3 |
100.68 |
97.78 |
91.47 |
|
| R2 |
95.96 |
95.96 |
91.04 |
|
| R1 |
93.06 |
93.06 |
90.60 |
92.15 |
| PP |
91.24 |
91.24 |
91.24 |
90.78 |
| S1 |
88.34 |
88.34 |
89.74 |
87.43 |
| S2 |
86.52 |
86.52 |
89.30 |
|
| S3 |
81.80 |
83.62 |
88.87 |
|
| S4 |
77.08 |
78.90 |
87.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.35 |
89.41 |
4.94 |
5.3% |
1.96 |
2.1% |
88% |
True |
False |
105,082 |
| 10 |
94.35 |
89.41 |
4.94 |
5.3% |
2.25 |
2.4% |
88% |
True |
False |
70,407 |
| 20 |
94.35 |
88.58 |
5.77 |
6.2% |
1.70 |
1.8% |
89% |
True |
False |
49,320 |
| 40 |
94.35 |
81.81 |
12.54 |
13.4% |
1.81 |
1.9% |
95% |
True |
False |
34,754 |
| 60 |
94.35 |
81.81 |
12.54 |
13.4% |
1.70 |
1.8% |
95% |
True |
False |
27,227 |
| 80 |
94.35 |
78.63 |
15.72 |
16.8% |
1.66 |
1.8% |
96% |
True |
False |
22,881 |
| 100 |
94.35 |
74.98 |
19.37 |
20.7% |
1.57 |
1.7% |
97% |
True |
False |
19,454 |
| 120 |
94.35 |
74.98 |
19.37 |
20.7% |
1.41 |
1.5% |
97% |
True |
False |
16,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.68 |
|
2.618 |
98.25 |
|
1.618 |
96.76 |
|
1.000 |
95.84 |
|
0.618 |
95.27 |
|
HIGH |
94.35 |
|
0.618 |
93.78 |
|
0.500 |
93.61 |
|
0.382 |
93.43 |
|
LOW |
92.86 |
|
0.618 |
91.94 |
|
1.000 |
91.37 |
|
1.618 |
90.45 |
|
2.618 |
88.96 |
|
4.250 |
86.53 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.70 |
93.26 |
| PP |
93.65 |
92.78 |
| S1 |
93.61 |
92.30 |
|