NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
93.95 |
91.86 |
-2.09 |
-2.2% |
92.80 |
| High |
94.26 |
93.66 |
-0.60 |
-0.6% |
93.90 |
| Low |
91.09 |
90.80 |
-0.29 |
-0.3% |
91.06 |
| Close |
92.07 |
93.23 |
1.16 |
1.3% |
93.41 |
| Range |
3.17 |
2.86 |
-0.31 |
-9.8% |
2.84 |
| ATR |
1.60 |
1.69 |
0.09 |
5.6% |
0.00 |
| Volume |
22,850 |
38,673 |
15,823 |
69.2% |
70,995 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.14 |
100.05 |
94.80 |
|
| R3 |
98.28 |
97.19 |
94.02 |
|
| R2 |
95.42 |
95.42 |
93.75 |
|
| R1 |
94.33 |
94.33 |
93.49 |
94.88 |
| PP |
92.56 |
92.56 |
92.56 |
92.84 |
| S1 |
91.47 |
91.47 |
92.97 |
92.02 |
| S2 |
89.70 |
89.70 |
92.71 |
|
| S3 |
86.84 |
88.61 |
92.44 |
|
| S4 |
83.98 |
85.75 |
91.66 |
|
|
| 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 |
90.80 |
3.86 |
4.1% |
2.46 |
2.6% |
63% |
False |
True |
22,877 |
| 10 |
94.66 |
90.80 |
3.86 |
4.1% |
1.69 |
1.8% |
63% |
False |
True |
18,733 |
| 20 |
94.66 |
88.68 |
5.98 |
6.4% |
1.53 |
1.6% |
76% |
False |
False |
18,748 |
| 40 |
94.66 |
82.22 |
12.44 |
13.3% |
1.59 |
1.7% |
89% |
False |
False |
14,983 |
| 60 |
94.66 |
82.22 |
12.44 |
13.3% |
1.50 |
1.6% |
89% |
False |
False |
12,349 |
| 80 |
94.66 |
79.39 |
15.27 |
16.4% |
1.37 |
1.5% |
91% |
False |
False |
10,878 |
| 100 |
94.66 |
75.91 |
18.75 |
20.1% |
1.24 |
1.3% |
92% |
False |
False |
9,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.82 |
|
2.618 |
101.15 |
|
1.618 |
98.29 |
|
1.000 |
96.52 |
|
0.618 |
95.43 |
|
HIGH |
93.66 |
|
0.618 |
92.57 |
|
0.500 |
92.23 |
|
0.382 |
91.89 |
|
LOW |
90.80 |
|
0.618 |
89.03 |
|
1.000 |
87.94 |
|
1.618 |
86.17 |
|
2.618 |
83.31 |
|
4.250 |
78.65 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.90 |
93.06 |
| PP |
92.56 |
92.90 |
| S1 |
92.23 |
92.73 |
|