NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
93.75 |
93.95 |
0.20 |
0.2% |
92.80 |
| High |
94.66 |
94.26 |
-0.40 |
-0.4% |
93.90 |
| Low |
93.39 |
91.09 |
-2.30 |
-2.5% |
91.06 |
| Close |
93.72 |
92.07 |
-1.65 |
-1.8% |
93.41 |
| Range |
1.27 |
3.17 |
1.90 |
149.6% |
2.84 |
| ATR |
1.48 |
1.60 |
0.12 |
8.1% |
0.00 |
| Volume |
15,464 |
22,850 |
7,386 |
47.8% |
70,995 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.98 |
100.20 |
93.81 |
|
| R3 |
98.81 |
97.03 |
92.94 |
|
| R2 |
95.64 |
95.64 |
92.65 |
|
| R1 |
93.86 |
93.86 |
92.36 |
93.17 |
| PP |
92.47 |
92.47 |
92.47 |
92.13 |
| S1 |
90.69 |
90.69 |
91.78 |
90.00 |
| S2 |
89.30 |
89.30 |
91.49 |
|
| S3 |
86.13 |
87.52 |
91.20 |
|
| S4 |
82.96 |
84.35 |
90.33 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.31 |
100.20 |
94.97 |
|
| R3 |
98.47 |
97.36 |
94.19 |
|
| R2 |
95.63 |
95.63 |
93.93 |
|
| R1 |
94.52 |
94.52 |
93.67 |
95.08 |
| PP |
92.79 |
92.79 |
92.79 |
93.07 |
| S1 |
91.68 |
91.68 |
93.15 |
92.24 |
| S2 |
89.95 |
89.95 |
92.89 |
|
| S3 |
87.11 |
88.84 |
92.63 |
|
| S4 |
84.27 |
86.00 |
91.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.66 |
91.06 |
3.60 |
3.9% |
2.04 |
2.2% |
28% |
False |
False |
17,369 |
| 10 |
94.66 |
90.92 |
3.74 |
4.1% |
1.49 |
1.6% |
31% |
False |
False |
17,033 |
| 20 |
94.66 |
88.68 |
5.98 |
6.5% |
1.49 |
1.6% |
57% |
False |
False |
17,930 |
| 40 |
94.66 |
82.22 |
12.44 |
13.5% |
1.55 |
1.7% |
79% |
False |
False |
14,396 |
| 60 |
94.66 |
82.22 |
12.44 |
13.5% |
1.46 |
1.6% |
79% |
False |
False |
11,803 |
| 80 |
94.66 |
79.39 |
15.27 |
16.6% |
1.34 |
1.5% |
83% |
False |
False |
10,488 |
| 100 |
94.66 |
75.91 |
18.75 |
20.4% |
1.22 |
1.3% |
86% |
False |
False |
9,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.73 |
|
2.618 |
102.56 |
|
1.618 |
99.39 |
|
1.000 |
97.43 |
|
0.618 |
96.22 |
|
HIGH |
94.26 |
|
0.618 |
93.05 |
|
0.500 |
92.68 |
|
0.382 |
92.30 |
|
LOW |
91.09 |
|
0.618 |
89.13 |
|
1.000 |
87.92 |
|
1.618 |
85.96 |
|
2.618 |
82.79 |
|
4.250 |
77.62 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.68 |
92.86 |
| PP |
92.47 |
92.60 |
| S1 |
92.27 |
92.33 |
|