NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
93.77 |
92.15 |
-1.62 |
-1.7% |
94.37 |
| High |
93.94 |
92.91 |
-1.03 |
-1.1% |
94.92 |
| Low |
91.44 |
91.75 |
0.31 |
0.3% |
91.44 |
| Close |
92.18 |
92.04 |
-0.14 |
-0.2% |
92.04 |
| Range |
2.50 |
1.16 |
-1.34 |
-53.6% |
3.48 |
| ATR |
1.71 |
1.67 |
-0.04 |
-2.3% |
0.00 |
| Volume |
42,075 |
94,236 |
52,161 |
124.0% |
235,131 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.71 |
95.04 |
92.68 |
|
| R3 |
94.55 |
93.88 |
92.36 |
|
| R2 |
93.39 |
93.39 |
92.25 |
|
| R1 |
92.72 |
92.72 |
92.15 |
92.48 |
| PP |
92.23 |
92.23 |
92.23 |
92.11 |
| S1 |
91.56 |
91.56 |
91.93 |
91.32 |
| S2 |
91.07 |
91.07 |
91.83 |
|
| S3 |
89.91 |
90.40 |
91.72 |
|
| S4 |
88.75 |
89.24 |
91.40 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.24 |
101.12 |
93.95 |
|
| R3 |
99.76 |
97.64 |
93.00 |
|
| R2 |
96.28 |
96.28 |
92.68 |
|
| R1 |
94.16 |
94.16 |
92.36 |
93.48 |
| PP |
92.80 |
92.80 |
92.80 |
92.46 |
| S1 |
90.68 |
90.68 |
91.72 |
90.00 |
| S2 |
89.32 |
89.32 |
91.40 |
|
| S3 |
85.84 |
87.20 |
91.08 |
|
| S4 |
82.36 |
83.72 |
90.13 |
|
|
| 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% |
1.57 |
1.7% |
17% |
False |
False |
60,935 |
| 10 |
95.08 |
90.21 |
4.87 |
5.3% |
1.63 |
1.8% |
38% |
False |
False |
61,385 |
| 20 |
95.08 |
90.21 |
4.87 |
5.3% |
1.73 |
1.9% |
38% |
False |
False |
42,088 |
| 40 |
95.08 |
83.21 |
11.87 |
12.9% |
1.64 |
1.8% |
74% |
False |
False |
29,143 |
| 60 |
95.08 |
82.22 |
12.86 |
14.0% |
1.54 |
1.7% |
76% |
False |
False |
22,489 |
| 80 |
95.08 |
81.06 |
14.02 |
15.2% |
1.50 |
1.6% |
78% |
False |
False |
18,469 |
| 100 |
95.08 |
78.63 |
16.45 |
17.9% |
1.34 |
1.5% |
82% |
False |
False |
15,744 |
| 120 |
95.08 |
75.91 |
19.17 |
20.8% |
1.24 |
1.3% |
84% |
False |
False |
13,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.84 |
|
2.618 |
95.95 |
|
1.618 |
94.79 |
|
1.000 |
94.07 |
|
0.618 |
93.63 |
|
HIGH |
92.91 |
|
0.618 |
92.47 |
|
0.500 |
92.33 |
|
0.382 |
92.19 |
|
LOW |
91.75 |
|
0.618 |
91.03 |
|
1.000 |
90.59 |
|
1.618 |
89.87 |
|
2.618 |
88.71 |
|
4.250 |
86.82 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.33 |
93.18 |
| PP |
92.23 |
92.80 |
| S1 |
92.14 |
92.42 |
|