NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.00 |
93.77 |
-0.23 |
-0.2% |
92.25 |
| High |
94.92 |
93.94 |
-0.98 |
-1.0% |
95.08 |
| Low |
93.53 |
91.44 |
-2.09 |
-2.2% |
91.08 |
| Close |
93.99 |
92.18 |
-1.81 |
-1.9% |
94.43 |
| Range |
1.39 |
2.50 |
1.11 |
79.9% |
4.00 |
| ATR |
1.65 |
1.71 |
0.06 |
3.9% |
0.00 |
| Volume |
39,123 |
42,075 |
2,952 |
7.5% |
296,848 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.02 |
98.60 |
93.56 |
|
| R3 |
97.52 |
96.10 |
92.87 |
|
| R2 |
95.02 |
95.02 |
92.64 |
|
| R1 |
93.60 |
93.60 |
92.41 |
93.06 |
| PP |
92.52 |
92.52 |
92.52 |
92.25 |
| S1 |
91.10 |
91.10 |
91.95 |
90.56 |
| S2 |
90.02 |
90.02 |
91.72 |
|
| S3 |
87.52 |
88.60 |
91.49 |
|
| S4 |
85.02 |
86.10 |
90.81 |
|
|
| 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 |
94.92 |
91.44 |
3.48 |
3.8% |
1.59 |
1.7% |
21% |
False |
True |
53,495 |
| 10 |
95.08 |
90.21 |
4.87 |
5.3% |
1.73 |
1.9% |
40% |
False |
False |
57,555 |
| 20 |
95.08 |
90.21 |
4.87 |
5.3% |
1.71 |
1.9% |
40% |
False |
False |
38,144 |
| 40 |
95.08 |
82.22 |
12.86 |
14.0% |
1.64 |
1.8% |
77% |
False |
False |
26,978 |
| 60 |
95.08 |
82.22 |
12.86 |
14.0% |
1.53 |
1.7% |
77% |
False |
False |
21,037 |
| 80 |
95.08 |
80.80 |
14.28 |
15.5% |
1.49 |
1.6% |
80% |
False |
False |
17,346 |
| 100 |
95.08 |
78.63 |
16.45 |
17.8% |
1.33 |
1.4% |
82% |
False |
False |
14,849 |
| 120 |
95.08 |
75.91 |
19.17 |
20.8% |
1.24 |
1.3% |
85% |
False |
False |
12,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.57 |
|
2.618 |
100.49 |
|
1.618 |
97.99 |
|
1.000 |
96.44 |
|
0.618 |
95.49 |
|
HIGH |
93.94 |
|
0.618 |
92.99 |
|
0.500 |
92.69 |
|
0.382 |
92.40 |
|
LOW |
91.44 |
|
0.618 |
89.90 |
|
1.000 |
88.94 |
|
1.618 |
87.40 |
|
2.618 |
84.90 |
|
4.250 |
80.82 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.69 |
93.18 |
| PP |
92.52 |
92.85 |
| S1 |
92.35 |
92.51 |
|