NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
90.84 |
89.59 |
-1.25 |
-1.4% |
94.37 |
| High |
91.14 |
91.62 |
0.48 |
0.5% |
94.92 |
| Low |
89.40 |
89.54 |
0.14 |
0.2% |
91.44 |
| Close |
89.43 |
91.11 |
1.68 |
1.9% |
92.04 |
| Range |
1.74 |
2.08 |
0.34 |
19.5% |
3.48 |
| ATR |
1.71 |
1.74 |
0.03 |
2.0% |
0.00 |
| Volume |
93,065 |
70,212 |
-22,853 |
-24.6% |
235,131 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.00 |
96.13 |
92.25 |
|
| R3 |
94.92 |
94.05 |
91.68 |
|
| R2 |
92.84 |
92.84 |
91.49 |
|
| R1 |
91.97 |
91.97 |
91.30 |
92.41 |
| PP |
90.76 |
90.76 |
90.76 |
90.97 |
| S1 |
89.89 |
89.89 |
90.92 |
90.33 |
| S2 |
88.68 |
88.68 |
90.73 |
|
| S3 |
86.60 |
87.81 |
90.54 |
|
| S4 |
84.52 |
85.73 |
89.97 |
|
|
| 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 |
93.94 |
89.40 |
4.54 |
5.0% |
1.92 |
2.1% |
38% |
False |
False |
73,023 |
| 10 |
95.08 |
89.40 |
5.68 |
6.2% |
1.65 |
1.8% |
30% |
False |
False |
63,867 |
| 20 |
95.08 |
89.40 |
5.68 |
6.2% |
1.87 |
2.1% |
30% |
False |
False |
51,205 |
| 40 |
95.08 |
85.11 |
9.97 |
10.9% |
1.63 |
1.8% |
60% |
False |
False |
34,175 |
| 60 |
95.08 |
82.22 |
12.86 |
14.1% |
1.60 |
1.8% |
69% |
False |
False |
26,033 |
| 80 |
95.08 |
82.22 |
12.86 |
14.1% |
1.53 |
1.7% |
69% |
False |
False |
21,095 |
| 100 |
95.08 |
79.35 |
15.73 |
17.3% |
1.38 |
1.5% |
75% |
False |
False |
17,927 |
| 120 |
95.08 |
75.91 |
19.17 |
21.0% |
1.28 |
1.4% |
79% |
False |
False |
15,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.46 |
|
2.618 |
97.07 |
|
1.618 |
94.99 |
|
1.000 |
93.70 |
|
0.618 |
92.91 |
|
HIGH |
91.62 |
|
0.618 |
90.83 |
|
0.500 |
90.58 |
|
0.382 |
90.33 |
|
LOW |
89.54 |
|
0.618 |
88.25 |
|
1.000 |
87.46 |
|
1.618 |
86.17 |
|
2.618 |
84.09 |
|
4.250 |
80.70 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.93 |
91.08 |
| PP |
90.76 |
91.04 |
| S1 |
90.58 |
91.01 |
|