NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.15 |
92.20 |
0.05 |
0.1% |
94.37 |
| High |
92.91 |
92.62 |
-0.29 |
-0.3% |
94.92 |
| Low |
91.75 |
90.50 |
-1.25 |
-1.4% |
91.44 |
| Close |
92.04 |
91.02 |
-1.02 |
-1.1% |
92.04 |
| Range |
1.16 |
2.12 |
0.96 |
82.8% |
3.48 |
| ATR |
1.67 |
1.71 |
0.03 |
1.9% |
0.00 |
| Volume |
94,236 |
65,529 |
-28,707 |
-30.5% |
235,131 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.74 |
96.50 |
92.19 |
|
| R3 |
95.62 |
94.38 |
91.60 |
|
| R2 |
93.50 |
93.50 |
91.41 |
|
| R1 |
92.26 |
92.26 |
91.21 |
91.82 |
| PP |
91.38 |
91.38 |
91.38 |
91.16 |
| S1 |
90.14 |
90.14 |
90.83 |
89.70 |
| S2 |
89.26 |
89.26 |
90.63 |
|
| S3 |
87.14 |
88.02 |
90.44 |
|
| S4 |
85.02 |
85.90 |
89.85 |
|
|
| 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 |
90.50 |
4.42 |
4.9% |
1.73 |
1.9% |
12% |
False |
True |
60,132 |
| 10 |
95.08 |
90.50 |
4.58 |
5.0% |
1.66 |
1.8% |
11% |
False |
True |
59,750 |
| 20 |
95.08 |
90.21 |
4.87 |
5.4% |
1.77 |
1.9% |
17% |
False |
False |
44,165 |
| 40 |
95.08 |
84.57 |
10.51 |
11.5% |
1.62 |
1.8% |
61% |
False |
False |
30,487 |
| 60 |
95.08 |
82.22 |
12.86 |
14.1% |
1.56 |
1.7% |
68% |
False |
False |
23,490 |
| 80 |
95.08 |
82.22 |
12.86 |
14.1% |
1.50 |
1.7% |
68% |
False |
False |
19,238 |
| 100 |
95.08 |
79.15 |
15.93 |
17.5% |
1.35 |
1.5% |
75% |
False |
False |
16,364 |
| 120 |
95.08 |
75.91 |
19.17 |
21.1% |
1.26 |
1.4% |
79% |
False |
False |
14,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.63 |
|
2.618 |
98.17 |
|
1.618 |
96.05 |
|
1.000 |
94.74 |
|
0.618 |
93.93 |
|
HIGH |
92.62 |
|
0.618 |
91.81 |
|
0.500 |
91.56 |
|
0.382 |
91.31 |
|
LOW |
90.50 |
|
0.618 |
89.19 |
|
1.000 |
88.38 |
|
1.618 |
87.07 |
|
2.618 |
84.95 |
|
4.250 |
81.49 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.56 |
92.22 |
| PP |
91.38 |
91.82 |
| S1 |
91.20 |
91.42 |
|