NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.64 |
94.10 |
1.46 |
1.6% |
93.75 |
| High |
94.29 |
95.08 |
0.79 |
0.8% |
94.66 |
| Low |
92.20 |
93.63 |
1.43 |
1.6% |
90.21 |
| Close |
94.23 |
94.48 |
0.25 |
0.3% |
90.98 |
| Range |
2.09 |
1.45 |
-0.64 |
-30.6% |
4.45 |
| ATR |
1.77 |
1.75 |
-0.02 |
-1.3% |
0.00 |
| Volume |
49,043 |
48,158 |
-885 |
-1.8% |
214,800 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.75 |
98.06 |
95.28 |
|
| R3 |
97.30 |
96.61 |
94.88 |
|
| R2 |
95.85 |
95.85 |
94.75 |
|
| R1 |
95.16 |
95.16 |
94.61 |
95.51 |
| PP |
94.40 |
94.40 |
94.40 |
94.57 |
| S1 |
93.71 |
93.71 |
94.35 |
94.06 |
| S2 |
92.95 |
92.95 |
94.21 |
|
| S3 |
91.50 |
92.26 |
94.08 |
|
| S4 |
90.05 |
90.81 |
93.68 |
|
|
| 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 |
95.08 |
90.21 |
4.87 |
5.2% |
1.86 |
2.0% |
88% |
True |
False |
61,615 |
| 10 |
95.08 |
90.21 |
4.87 |
5.2% |
2.16 |
2.3% |
88% |
True |
False |
42,246 |
| 20 |
95.08 |
89.00 |
6.08 |
6.4% |
1.63 |
1.7% |
90% |
True |
False |
29,759 |
| 40 |
95.08 |
82.22 |
12.86 |
13.6% |
1.66 |
1.8% |
95% |
True |
False |
21,341 |
| 60 |
95.08 |
82.22 |
12.86 |
13.6% |
1.56 |
1.6% |
95% |
True |
False |
17,066 |
| 80 |
95.08 |
79.39 |
15.69 |
16.6% |
1.44 |
1.5% |
96% |
True |
False |
14,345 |
| 100 |
95.08 |
75.91 |
19.17 |
20.3% |
1.29 |
1.4% |
97% |
True |
False |
12,306 |
| 120 |
95.08 |
75.91 |
19.17 |
20.3% |
1.18 |
1.3% |
97% |
True |
False |
10,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.24 |
|
2.618 |
98.88 |
|
1.618 |
97.43 |
|
1.000 |
96.53 |
|
0.618 |
95.98 |
|
HIGH |
95.08 |
|
0.618 |
94.53 |
|
0.500 |
94.36 |
|
0.382 |
94.18 |
|
LOW |
93.63 |
|
0.618 |
92.73 |
|
1.000 |
92.18 |
|
1.618 |
91.28 |
|
2.618 |
89.83 |
|
4.250 |
87.47 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.44 |
94.01 |
| PP |
94.40 |
93.55 |
| S1 |
94.36 |
93.08 |
|