NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.25 |
92.64 |
0.39 |
0.4% |
93.75 |
| High |
92.86 |
94.29 |
1.43 |
1.5% |
94.66 |
| Low |
91.08 |
92.20 |
1.12 |
1.2% |
90.21 |
| Close |
92.58 |
94.23 |
1.65 |
1.8% |
90.98 |
| Range |
1.78 |
2.09 |
0.31 |
17.4% |
4.45 |
| ATR |
1.74 |
1.77 |
0.02 |
1.4% |
0.00 |
| Volume |
73,065 |
49,043 |
-24,022 |
-32.9% |
214,800 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.84 |
99.13 |
95.38 |
|
| R3 |
97.75 |
97.04 |
94.80 |
|
| R2 |
95.66 |
95.66 |
94.61 |
|
| R1 |
94.95 |
94.95 |
94.42 |
95.31 |
| PP |
93.57 |
93.57 |
93.57 |
93.75 |
| S1 |
92.86 |
92.86 |
94.04 |
93.22 |
| S2 |
91.48 |
91.48 |
93.85 |
|
| S3 |
89.39 |
90.77 |
93.66 |
|
| S4 |
87.30 |
88.68 |
93.08 |
|
|
| 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 |
94.29 |
90.21 |
4.08 |
4.3% |
2.14 |
2.3% |
99% |
True |
False |
59,718 |
| 10 |
94.66 |
90.21 |
4.45 |
4.7% |
2.09 |
2.2% |
90% |
False |
False |
38,543 |
| 20 |
94.66 |
89.00 |
5.66 |
6.0% |
1.61 |
1.7% |
92% |
False |
False |
28,214 |
| 40 |
94.66 |
82.22 |
12.44 |
13.2% |
1.64 |
1.7% |
97% |
False |
False |
20,318 |
| 60 |
94.66 |
82.22 |
12.44 |
13.2% |
1.56 |
1.7% |
97% |
False |
False |
16,357 |
| 80 |
94.66 |
79.39 |
15.27 |
16.2% |
1.44 |
1.5% |
97% |
False |
False |
13,800 |
| 100 |
94.66 |
75.91 |
18.75 |
19.9% |
1.28 |
1.4% |
98% |
False |
False |
11,845 |
| 120 |
94.66 |
75.91 |
18.75 |
19.9% |
1.17 |
1.2% |
98% |
False |
False |
10,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.17 |
|
2.618 |
99.76 |
|
1.618 |
97.67 |
|
1.000 |
96.38 |
|
0.618 |
95.58 |
|
HIGH |
94.29 |
|
0.618 |
93.49 |
|
0.500 |
93.25 |
|
0.382 |
93.00 |
|
LOW |
92.20 |
|
0.618 |
90.91 |
|
1.000 |
90.11 |
|
1.618 |
88.82 |
|
2.618 |
86.73 |
|
4.250 |
83.32 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.90 |
93.57 |
| PP |
93.57 |
92.91 |
| S1 |
93.25 |
92.25 |
|