NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
93.81 |
93.09 |
-0.72 |
-0.8% |
91.00 |
| High |
94.10 |
93.65 |
-0.45 |
-0.5% |
94.35 |
| Low |
92.74 |
92.28 |
-0.46 |
-0.5% |
90.25 |
| Close |
93.21 |
93.56 |
0.35 |
0.4% |
93.56 |
| Range |
1.36 |
1.37 |
0.01 |
0.7% |
4.10 |
| ATR |
1.80 |
1.77 |
-0.03 |
-1.7% |
0.00 |
| Volume |
101,564 |
113,337 |
11,773 |
11.6% |
533,828 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.27 |
96.79 |
94.31 |
|
| R3 |
95.90 |
95.42 |
93.94 |
|
| R2 |
94.53 |
94.53 |
93.81 |
|
| R1 |
94.05 |
94.05 |
93.69 |
94.29 |
| PP |
93.16 |
93.16 |
93.16 |
93.29 |
| S1 |
92.68 |
92.68 |
93.43 |
92.92 |
| S2 |
91.79 |
91.79 |
93.31 |
|
| S3 |
90.42 |
91.31 |
93.18 |
|
| S4 |
89.05 |
89.94 |
92.81 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.02 |
103.39 |
95.82 |
|
| R3 |
100.92 |
99.29 |
94.69 |
|
| R2 |
96.82 |
96.82 |
94.31 |
|
| R1 |
95.19 |
95.19 |
93.94 |
96.01 |
| PP |
92.72 |
92.72 |
92.72 |
93.13 |
| S1 |
91.09 |
91.09 |
93.18 |
91.91 |
| S2 |
88.62 |
88.62 |
92.81 |
|
| S3 |
84.52 |
86.99 |
92.43 |
|
| S4 |
80.42 |
82.89 |
91.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.35 |
90.25 |
4.10 |
4.4% |
1.63 |
1.7% |
81% |
False |
False |
106,765 |
| 10 |
94.35 |
89.41 |
4.94 |
5.3% |
2.01 |
2.1% |
84% |
False |
False |
86,657 |
| 20 |
94.35 |
89.22 |
5.13 |
5.5% |
1.70 |
1.8% |
85% |
False |
False |
57,263 |
| 40 |
94.35 |
81.81 |
12.54 |
13.4% |
1.77 |
1.9% |
94% |
False |
False |
39,513 |
| 60 |
94.35 |
81.81 |
12.54 |
13.4% |
1.66 |
1.8% |
94% |
False |
False |
30,528 |
| 80 |
94.35 |
78.63 |
15.72 |
16.8% |
1.65 |
1.8% |
95% |
False |
False |
25,345 |
| 100 |
94.35 |
74.98 |
19.37 |
20.7% |
1.59 |
1.7% |
96% |
False |
False |
21,562 |
| 120 |
94.35 |
74.98 |
19.37 |
20.7% |
1.43 |
1.5% |
96% |
False |
False |
18,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.47 |
|
2.618 |
97.24 |
|
1.618 |
95.87 |
|
1.000 |
95.02 |
|
0.618 |
94.50 |
|
HIGH |
93.65 |
|
0.618 |
93.13 |
|
0.500 |
92.97 |
|
0.382 |
92.80 |
|
LOW |
92.28 |
|
0.618 |
91.43 |
|
1.000 |
90.91 |
|
1.618 |
90.06 |
|
2.618 |
88.69 |
|
4.250 |
86.46 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.36 |
93.48 |
| PP |
93.16 |
93.40 |
| S1 |
92.97 |
93.32 |
|