NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
93.30 |
93.81 |
0.51 |
0.5% |
92.93 |
| High |
94.35 |
94.10 |
-0.25 |
-0.3% |
94.13 |
| Low |
92.86 |
92.74 |
-0.12 |
-0.1% |
89.41 |
| Close |
93.74 |
93.21 |
-0.53 |
-0.6% |
90.17 |
| Range |
1.49 |
1.36 |
-0.13 |
-8.7% |
4.72 |
| ATR |
1.84 |
1.80 |
-0.03 |
-1.9% |
0.00 |
| Volume |
102,308 |
101,564 |
-744 |
-0.7% |
332,750 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.43 |
96.68 |
93.96 |
|
| R3 |
96.07 |
95.32 |
93.58 |
|
| R2 |
94.71 |
94.71 |
93.46 |
|
| R1 |
93.96 |
93.96 |
93.33 |
93.66 |
| PP |
93.35 |
93.35 |
93.35 |
93.20 |
| S1 |
92.60 |
92.60 |
93.09 |
92.30 |
| S2 |
91.99 |
91.99 |
92.96 |
|
| S3 |
90.63 |
91.24 |
92.84 |
|
| S4 |
89.27 |
89.88 |
92.46 |
|
|
| 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% |
1.76 |
1.9% |
77% |
False |
False |
107,948 |
| 10 |
94.35 |
89.41 |
4.94 |
5.3% |
2.16 |
2.3% |
77% |
False |
False |
78,771 |
| 20 |
94.35 |
89.22 |
5.13 |
5.5% |
1.66 |
1.8% |
78% |
False |
False |
53,242 |
| 40 |
94.35 |
81.81 |
12.54 |
13.5% |
1.79 |
1.9% |
91% |
False |
False |
37,056 |
| 60 |
94.35 |
81.81 |
12.54 |
13.5% |
1.67 |
1.8% |
91% |
False |
False |
28,801 |
| 80 |
94.35 |
78.63 |
15.72 |
16.9% |
1.65 |
1.8% |
93% |
False |
False |
24,055 |
| 100 |
94.35 |
74.98 |
19.37 |
20.8% |
1.58 |
1.7% |
94% |
False |
False |
20,446 |
| 120 |
94.35 |
74.98 |
19.37 |
20.8% |
1.42 |
1.5% |
94% |
False |
False |
17,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.88 |
|
2.618 |
97.66 |
|
1.618 |
96.30 |
|
1.000 |
95.46 |
|
0.618 |
94.94 |
|
HIGH |
94.10 |
|
0.618 |
93.58 |
|
0.500 |
93.42 |
|
0.382 |
93.26 |
|
LOW |
92.74 |
|
0.618 |
91.90 |
|
1.000 |
91.38 |
|
1.618 |
90.54 |
|
2.618 |
89.18 |
|
4.250 |
86.96 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.42 |
93.09 |
| PP |
93.35 |
92.96 |
| S1 |
93.28 |
92.84 |
|