NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
87.95 |
89.65 |
1.70 |
1.9% |
93.53 |
| High |
89.85 |
89.69 |
-0.16 |
-0.2% |
94.02 |
| Low |
87.85 |
88.01 |
0.16 |
0.2% |
90.26 |
| Close |
89.35 |
88.29 |
-1.06 |
-1.2% |
90.63 |
| Range |
2.00 |
1.68 |
-0.32 |
-16.0% |
3.76 |
| ATR |
1.81 |
1.80 |
-0.01 |
-0.5% |
0.00 |
| Volume |
137,438 |
151,152 |
13,714 |
10.0% |
463,195 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.70 |
92.68 |
89.21 |
|
| R3 |
92.02 |
91.00 |
88.75 |
|
| R2 |
90.34 |
90.34 |
88.60 |
|
| R1 |
89.32 |
89.32 |
88.44 |
88.99 |
| PP |
88.66 |
88.66 |
88.66 |
88.50 |
| S1 |
87.64 |
87.64 |
88.14 |
87.31 |
| S2 |
86.98 |
86.98 |
87.98 |
|
| S3 |
85.30 |
85.96 |
87.83 |
|
| S4 |
83.62 |
84.28 |
87.37 |
|
|
| 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 |
91.66 |
87.83 |
3.83 |
4.3% |
1.79 |
2.0% |
12% |
False |
False |
140,424 |
| 10 |
94.10 |
87.83 |
6.27 |
7.1% |
1.73 |
2.0% |
7% |
False |
False |
121,319 |
| 20 |
94.35 |
87.83 |
6.52 |
7.4% |
1.99 |
2.3% |
7% |
False |
False |
95,863 |
| 40 |
94.35 |
85.12 |
9.23 |
10.5% |
1.73 |
2.0% |
34% |
False |
False |
61,840 |
| 60 |
94.35 |
81.81 |
12.54 |
14.2% |
1.72 |
1.9% |
52% |
False |
False |
45,875 |
| 80 |
94.35 |
81.81 |
12.54 |
14.2% |
1.70 |
1.9% |
52% |
False |
False |
36,899 |
| 100 |
94.35 |
78.63 |
15.72 |
17.8% |
1.63 |
1.9% |
61% |
False |
False |
31,149 |
| 120 |
94.35 |
74.98 |
19.37 |
21.9% |
1.53 |
1.7% |
69% |
False |
False |
26,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.83 |
|
2.618 |
94.09 |
|
1.618 |
92.41 |
|
1.000 |
91.37 |
|
0.618 |
90.73 |
|
HIGH |
89.69 |
|
0.618 |
89.05 |
|
0.500 |
88.85 |
|
0.382 |
88.65 |
|
LOW |
88.01 |
|
0.618 |
86.97 |
|
1.000 |
86.33 |
|
1.618 |
85.29 |
|
2.618 |
83.61 |
|
4.250 |
80.87 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.85 |
88.84 |
| PP |
88.66 |
88.66 |
| S1 |
88.48 |
88.47 |
|