NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
91.86 |
93.38 |
1.52 |
1.7% |
92.80 |
| High |
93.66 |
93.49 |
-0.17 |
-0.2% |
93.90 |
| Low |
90.80 |
91.42 |
0.62 |
0.7% |
91.06 |
| Close |
93.23 |
91.84 |
-1.39 |
-1.5% |
93.41 |
| Range |
2.86 |
2.07 |
-0.79 |
-27.6% |
2.84 |
| ATR |
1.69 |
1.72 |
0.03 |
1.6% |
0.00 |
| Volume |
38,673 |
55,941 |
17,268 |
44.7% |
70,995 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.46 |
97.22 |
92.98 |
|
| R3 |
96.39 |
95.15 |
92.41 |
|
| R2 |
94.32 |
94.32 |
92.22 |
|
| R1 |
93.08 |
93.08 |
92.03 |
92.67 |
| PP |
92.25 |
92.25 |
92.25 |
92.04 |
| S1 |
91.01 |
91.01 |
91.65 |
90.60 |
| S2 |
90.18 |
90.18 |
91.46 |
|
| S3 |
88.11 |
88.94 |
91.27 |
|
| S4 |
86.04 |
86.87 |
90.70 |
|
|
| 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 |
4.2% |
2.44 |
2.7% |
27% |
False |
False |
31,120 |
| 10 |
94.66 |
90.80 |
3.86 |
4.2% |
1.82 |
2.0% |
27% |
False |
False |
22,790 |
| 20 |
94.66 |
88.68 |
5.98 |
6.5% |
1.56 |
1.7% |
53% |
False |
False |
20,384 |
| 40 |
94.66 |
82.22 |
12.44 |
13.5% |
1.61 |
1.7% |
77% |
False |
False |
16,132 |
| 60 |
94.66 |
82.22 |
12.44 |
13.5% |
1.52 |
1.7% |
77% |
False |
False |
13,191 |
| 80 |
94.66 |
79.39 |
15.27 |
16.6% |
1.38 |
1.5% |
82% |
False |
False |
11,464 |
| 100 |
94.66 |
75.91 |
18.75 |
20.4% |
1.26 |
1.4% |
85% |
False |
False |
9,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.29 |
|
2.618 |
98.91 |
|
1.618 |
96.84 |
|
1.000 |
95.56 |
|
0.618 |
94.77 |
|
HIGH |
93.49 |
|
0.618 |
92.70 |
|
0.500 |
92.46 |
|
0.382 |
92.21 |
|
LOW |
91.42 |
|
0.618 |
90.14 |
|
1.000 |
89.35 |
|
1.618 |
88.07 |
|
2.618 |
86.00 |
|
4.250 |
82.62 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.46 |
92.53 |
| PP |
92.25 |
92.30 |
| S1 |
92.05 |
92.07 |
|