NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
93.06 |
92.76 |
-0.30 |
-0.3% |
91.00 |
| High |
94.02 |
92.95 |
-1.07 |
-1.1% |
94.35 |
| Low |
92.58 |
90.26 |
-2.32 |
-2.5% |
90.25 |
| Close |
92.98 |
90.96 |
-2.02 |
-2.2% |
93.56 |
| Range |
1.44 |
2.69 |
1.25 |
86.8% |
4.10 |
| ATR |
1.73 |
1.80 |
0.07 |
4.1% |
0.00 |
| Volume |
71,273 |
91,283 |
20,010 |
28.1% |
533,828 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.46 |
97.90 |
92.44 |
|
| R3 |
96.77 |
95.21 |
91.70 |
|
| R2 |
94.08 |
94.08 |
91.45 |
|
| R1 |
92.52 |
92.52 |
91.21 |
91.96 |
| PP |
91.39 |
91.39 |
91.39 |
91.11 |
| S1 |
89.83 |
89.83 |
90.71 |
89.27 |
| S2 |
88.70 |
88.70 |
90.47 |
|
| S3 |
86.01 |
87.14 |
90.22 |
|
| S4 |
83.32 |
84.45 |
89.48 |
|
|
| 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 |
94.10 |
90.26 |
3.84 |
4.2% |
1.66 |
1.8% |
18% |
False |
True |
102,215 |
| 10 |
94.35 |
89.41 |
4.94 |
5.4% |
1.81 |
2.0% |
31% |
False |
False |
103,649 |
| 20 |
94.35 |
89.41 |
4.94 |
5.4% |
1.78 |
2.0% |
31% |
False |
False |
66,119 |
| 40 |
94.35 |
81.81 |
12.54 |
13.8% |
1.77 |
1.9% |
73% |
False |
False |
45,919 |
| 60 |
94.35 |
81.81 |
12.54 |
13.8% |
1.68 |
1.8% |
73% |
False |
False |
34,998 |
| 80 |
94.35 |
79.79 |
14.56 |
16.0% |
1.67 |
1.8% |
77% |
False |
False |
28,755 |
| 100 |
94.35 |
77.94 |
16.41 |
18.0% |
1.62 |
1.8% |
79% |
False |
False |
24,396 |
| 120 |
94.35 |
74.98 |
19.37 |
21.3% |
1.47 |
1.6% |
82% |
False |
False |
20,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.38 |
|
2.618 |
99.99 |
|
1.618 |
97.30 |
|
1.000 |
95.64 |
|
0.618 |
94.61 |
|
HIGH |
92.95 |
|
0.618 |
91.92 |
|
0.500 |
91.61 |
|
0.382 |
91.29 |
|
LOW |
90.26 |
|
0.618 |
88.60 |
|
1.000 |
87.57 |
|
1.618 |
85.91 |
|
2.618 |
83.22 |
|
4.250 |
78.83 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.61 |
92.14 |
| PP |
91.39 |
91.75 |
| S1 |
91.18 |
91.35 |
|