NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
91.45 |
90.33 |
-1.12 |
-1.2% |
92.20 |
| High |
91.55 |
93.69 |
2.14 |
2.3% |
93.69 |
| Low |
90.07 |
90.33 |
0.26 |
0.3% |
89.40 |
| Close |
90.45 |
93.43 |
2.98 |
3.3% |
93.43 |
| Range |
1.48 |
3.36 |
1.88 |
127.0% |
4.29 |
| ATR |
1.72 |
1.84 |
0.12 |
6.8% |
0.00 |
| Volume |
82,367 |
116,240 |
33,873 |
41.1% |
427,413 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.56 |
101.36 |
95.28 |
|
| R3 |
99.20 |
98.00 |
94.35 |
|
| R2 |
95.84 |
95.84 |
94.05 |
|
| R1 |
94.64 |
94.64 |
93.74 |
95.24 |
| PP |
92.48 |
92.48 |
92.48 |
92.79 |
| S1 |
91.28 |
91.28 |
93.12 |
91.88 |
| S2 |
89.12 |
89.12 |
92.81 |
|
| S3 |
85.76 |
87.92 |
92.51 |
|
| S4 |
82.40 |
84.56 |
91.58 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.04 |
103.53 |
95.79 |
|
| R3 |
100.75 |
99.24 |
94.61 |
|
| R2 |
96.46 |
96.46 |
94.22 |
|
| R1 |
94.95 |
94.95 |
93.82 |
95.71 |
| PP |
92.17 |
92.17 |
92.17 |
92.55 |
| S1 |
90.66 |
90.66 |
93.04 |
91.42 |
| S2 |
87.88 |
87.88 |
92.64 |
|
| S3 |
83.59 |
86.37 |
92.25 |
|
| S4 |
79.30 |
82.08 |
91.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.69 |
89.40 |
4.29 |
4.6% |
2.16 |
2.3% |
94% |
True |
False |
85,482 |
| 10 |
94.92 |
89.40 |
5.52 |
5.9% |
1.86 |
2.0% |
73% |
False |
False |
73,209 |
| 20 |
95.08 |
89.40 |
5.68 |
6.1% |
1.97 |
2.1% |
71% |
False |
False |
59,843 |
| 40 |
95.08 |
87.81 |
7.27 |
7.8% |
1.65 |
1.8% |
77% |
False |
False |
38,661 |
| 60 |
95.08 |
82.22 |
12.86 |
13.8% |
1.63 |
1.7% |
87% |
False |
False |
29,072 |
| 80 |
95.08 |
82.22 |
12.86 |
13.8% |
1.56 |
1.7% |
87% |
False |
False |
23,364 |
| 100 |
95.08 |
79.39 |
15.69 |
16.8% |
1.40 |
1.5% |
89% |
False |
False |
19,855 |
| 120 |
95.08 |
75.91 |
19.17 |
20.5% |
1.31 |
1.4% |
91% |
False |
False |
17,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.97 |
|
2.618 |
102.49 |
|
1.618 |
99.13 |
|
1.000 |
97.05 |
|
0.618 |
95.77 |
|
HIGH |
93.69 |
|
0.618 |
92.41 |
|
0.500 |
92.01 |
|
0.382 |
91.61 |
|
LOW |
90.33 |
|
0.618 |
88.25 |
|
1.000 |
86.97 |
|
1.618 |
84.89 |
|
2.618 |
81.53 |
|
4.250 |
76.05 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.96 |
92.83 |
| PP |
92.48 |
92.22 |
| S1 |
92.01 |
91.62 |
|