NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.37 |
94.00 |
-0.37 |
-0.4% |
92.25 |
| High |
94.79 |
94.92 |
0.13 |
0.1% |
95.08 |
| Low |
93.31 |
93.53 |
0.22 |
0.2% |
91.08 |
| Close |
94.24 |
93.99 |
-0.25 |
-0.3% |
94.43 |
| Range |
1.48 |
1.39 |
-0.09 |
-6.1% |
4.00 |
| ATR |
1.67 |
1.65 |
-0.02 |
-1.2% |
0.00 |
| Volume |
59,697 |
39,123 |
-20,574 |
-34.5% |
296,848 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.32 |
97.54 |
94.75 |
|
| R3 |
96.93 |
96.15 |
94.37 |
|
| R2 |
95.54 |
95.54 |
94.24 |
|
| R1 |
94.76 |
94.76 |
94.12 |
94.46 |
| PP |
94.15 |
94.15 |
94.15 |
93.99 |
| S1 |
93.37 |
93.37 |
93.86 |
93.07 |
| S2 |
92.76 |
92.76 |
93.74 |
|
| S3 |
91.37 |
91.98 |
93.61 |
|
| S4 |
89.98 |
90.59 |
93.23 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.53 |
103.98 |
96.63 |
|
| R3 |
101.53 |
99.98 |
95.53 |
|
| R2 |
97.53 |
97.53 |
95.16 |
|
| R1 |
95.98 |
95.98 |
94.80 |
96.76 |
| PP |
93.53 |
93.53 |
93.53 |
93.92 |
| S1 |
91.98 |
91.98 |
94.06 |
92.76 |
| S2 |
89.53 |
89.53 |
93.70 |
|
| S3 |
85.53 |
87.98 |
93.33 |
|
| S4 |
81.53 |
83.98 |
92.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.08 |
93.21 |
1.87 |
2.0% |
1.38 |
1.5% |
42% |
False |
False |
54,712 |
| 10 |
95.08 |
90.21 |
4.87 |
5.2% |
1.76 |
1.9% |
78% |
False |
False |
57,215 |
| 20 |
95.08 |
90.21 |
4.87 |
5.2% |
1.63 |
1.7% |
78% |
False |
False |
37,124 |
| 40 |
95.08 |
82.22 |
12.86 |
13.7% |
1.62 |
1.7% |
92% |
False |
False |
26,109 |
| 60 |
95.08 |
82.22 |
12.86 |
13.7% |
1.52 |
1.6% |
92% |
False |
False |
20,417 |
| 80 |
95.08 |
79.84 |
15.24 |
16.2% |
1.46 |
1.6% |
93% |
False |
False |
16,889 |
| 100 |
95.08 |
78.34 |
16.74 |
17.8% |
1.33 |
1.4% |
93% |
False |
False |
14,466 |
| 120 |
95.08 |
75.91 |
19.17 |
20.4% |
1.22 |
1.3% |
94% |
False |
False |
12,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.83 |
|
2.618 |
98.56 |
|
1.618 |
97.17 |
|
1.000 |
96.31 |
|
0.618 |
95.78 |
|
HIGH |
94.92 |
|
0.618 |
94.39 |
|
0.500 |
94.23 |
|
0.382 |
94.06 |
|
LOW |
93.53 |
|
0.618 |
92.67 |
|
1.000 |
92.14 |
|
1.618 |
91.28 |
|
2.618 |
89.89 |
|
4.250 |
87.62 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.23 |
94.07 |
| PP |
94.15 |
94.04 |
| S1 |
94.07 |
94.02 |
|