NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
90.80 |
89.38 |
-1.42 |
-1.6% |
93.53 |
| High |
91.21 |
89.60 |
-1.61 |
-1.8% |
94.02 |
| Low |
88.97 |
87.83 |
-1.14 |
-1.3% |
90.26 |
| Close |
89.53 |
87.88 |
-1.65 |
-1.8% |
90.63 |
| Range |
2.24 |
1.77 |
-0.47 |
-21.0% |
3.76 |
| ATR |
1.79 |
1.79 |
0.00 |
-0.1% |
0.00 |
| Volume |
104,882 |
141,631 |
36,749 |
35.0% |
463,195 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.75 |
92.58 |
88.85 |
|
| R3 |
91.98 |
90.81 |
88.37 |
|
| R2 |
90.21 |
90.21 |
88.20 |
|
| R1 |
89.04 |
89.04 |
88.04 |
88.74 |
| PP |
88.44 |
88.44 |
88.44 |
88.29 |
| S1 |
87.27 |
87.27 |
87.72 |
86.97 |
| S2 |
86.67 |
86.67 |
87.56 |
|
| S3 |
84.90 |
85.50 |
87.39 |
|
| S4 |
83.13 |
83.73 |
86.91 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.92 |
100.53 |
92.70 |
|
| R3 |
99.16 |
96.77 |
91.66 |
|
| R2 |
95.40 |
95.40 |
91.32 |
|
| R1 |
93.01 |
93.01 |
90.97 |
92.33 |
| PP |
91.64 |
91.64 |
91.64 |
91.29 |
| S1 |
89.25 |
89.25 |
90.29 |
88.57 |
| S2 |
87.88 |
87.88 |
89.94 |
|
| S3 |
84.12 |
85.49 |
89.60 |
|
| S4 |
80.36 |
81.73 |
88.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.02 |
87.83 |
6.19 |
7.0% |
1.88 |
2.1% |
1% |
False |
True |
115,217 |
| 10 |
94.35 |
87.83 |
6.52 |
7.4% |
1.73 |
2.0% |
1% |
False |
True |
110,932 |
| 20 |
94.35 |
87.83 |
6.52 |
7.4% |
1.88 |
2.1% |
1% |
False |
True |
82,881 |
| 40 |
94.35 |
84.86 |
9.49 |
10.8% |
1.75 |
2.0% |
32% |
False |
False |
55,162 |
| 60 |
94.35 |
81.81 |
12.54 |
14.3% |
1.71 |
1.9% |
48% |
False |
False |
41,366 |
| 80 |
94.35 |
81.81 |
12.54 |
14.3% |
1.68 |
1.9% |
48% |
False |
False |
33,575 |
| 100 |
94.35 |
78.63 |
15.72 |
17.9% |
1.63 |
1.9% |
59% |
False |
False |
28,381 |
| 120 |
94.35 |
74.98 |
19.37 |
22.0% |
1.50 |
1.7% |
67% |
False |
False |
24,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.12 |
|
2.618 |
94.23 |
|
1.618 |
92.46 |
|
1.000 |
91.37 |
|
0.618 |
90.69 |
|
HIGH |
89.60 |
|
0.618 |
88.92 |
|
0.500 |
88.72 |
|
0.382 |
88.51 |
|
LOW |
87.83 |
|
0.618 |
86.74 |
|
1.000 |
86.06 |
|
1.618 |
84.97 |
|
2.618 |
83.20 |
|
4.250 |
80.31 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.72 |
89.75 |
| PP |
88.44 |
89.12 |
| S1 |
88.16 |
88.50 |
|