NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
91.83 |
92.25 |
0.42 |
0.5% |
93.75 |
| High |
92.11 |
92.86 |
0.75 |
0.8% |
94.66 |
| Low |
90.21 |
91.08 |
0.87 |
1.0% |
90.21 |
| Close |
90.98 |
92.58 |
1.60 |
1.8% |
90.98 |
| Range |
1.90 |
1.78 |
-0.12 |
-6.3% |
4.45 |
| ATR |
1.73 |
1.74 |
0.01 |
0.6% |
0.00 |
| Volume |
81,872 |
73,065 |
-8,807 |
-10.8% |
214,800 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.51 |
96.83 |
93.56 |
|
| R3 |
95.73 |
95.05 |
93.07 |
|
| R2 |
93.95 |
93.95 |
92.91 |
|
| R1 |
93.27 |
93.27 |
92.74 |
93.61 |
| PP |
92.17 |
92.17 |
92.17 |
92.35 |
| S1 |
91.49 |
91.49 |
92.42 |
91.83 |
| S2 |
90.39 |
90.39 |
92.25 |
|
| S3 |
88.61 |
89.71 |
92.09 |
|
| S4 |
86.83 |
87.93 |
91.60 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.30 |
102.59 |
93.43 |
|
| R3 |
100.85 |
98.14 |
92.20 |
|
| R2 |
96.40 |
96.40 |
91.80 |
|
| R1 |
93.69 |
93.69 |
91.39 |
92.82 |
| PP |
91.95 |
91.95 |
91.95 |
91.52 |
| S1 |
89.24 |
89.24 |
90.57 |
88.37 |
| S2 |
87.50 |
87.50 |
90.16 |
|
| S3 |
83.05 |
84.79 |
89.76 |
|
| S4 |
78.60 |
80.34 |
88.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.26 |
90.21 |
4.05 |
4.4% |
2.36 |
2.5% |
59% |
False |
False |
54,480 |
| 10 |
94.66 |
90.21 |
4.45 |
4.8% |
1.95 |
2.1% |
53% |
False |
False |
34,543 |
| 20 |
94.66 |
89.00 |
5.66 |
6.1% |
1.59 |
1.7% |
63% |
False |
False |
26,333 |
| 40 |
94.66 |
82.22 |
12.44 |
13.4% |
1.64 |
1.8% |
83% |
False |
False |
19,397 |
| 60 |
94.66 |
82.22 |
12.44 |
13.4% |
1.55 |
1.7% |
83% |
False |
False |
15,604 |
| 80 |
94.66 |
79.39 |
15.27 |
16.5% |
1.43 |
1.5% |
86% |
False |
False |
13,241 |
| 100 |
94.66 |
75.91 |
18.75 |
20.3% |
1.28 |
1.4% |
89% |
False |
False |
11,373 |
| 120 |
94.66 |
75.91 |
18.75 |
20.3% |
1.16 |
1.2% |
89% |
False |
False |
9,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.43 |
|
2.618 |
97.52 |
|
1.618 |
95.74 |
|
1.000 |
94.64 |
|
0.618 |
93.96 |
|
HIGH |
92.86 |
|
0.618 |
92.18 |
|
0.500 |
91.97 |
|
0.382 |
91.76 |
|
LOW |
91.08 |
|
0.618 |
89.98 |
|
1.000 |
89.30 |
|
1.618 |
88.20 |
|
2.618 |
86.42 |
|
4.250 |
83.52 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.38 |
92.34 |
| PP |
92.17 |
92.09 |
| S1 |
91.97 |
91.85 |
|