NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
90.33 |
93.66 |
3.33 |
3.7% |
92.20 |
| High |
93.69 |
96.40 |
2.71 |
2.9% |
93.69 |
| Low |
90.33 |
92.83 |
2.50 |
2.8% |
89.40 |
| Close |
93.43 |
95.82 |
2.39 |
2.6% |
93.43 |
| Range |
3.36 |
3.57 |
0.21 |
6.3% |
4.29 |
| ATR |
1.84 |
1.96 |
0.12 |
6.7% |
0.00 |
| Volume |
116,240 |
171,099 |
54,859 |
47.2% |
427,413 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.73 |
104.34 |
97.78 |
|
| R3 |
102.16 |
100.77 |
96.80 |
|
| R2 |
98.59 |
98.59 |
96.47 |
|
| R1 |
97.20 |
97.20 |
96.15 |
97.90 |
| PP |
95.02 |
95.02 |
95.02 |
95.36 |
| S1 |
93.63 |
93.63 |
95.49 |
94.33 |
| S2 |
91.45 |
91.45 |
95.17 |
|
| S3 |
87.88 |
90.06 |
94.84 |
|
| S4 |
84.31 |
86.49 |
93.86 |
|
|
| 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 |
96.40 |
89.40 |
7.00 |
7.3% |
2.45 |
2.6% |
92% |
True |
False |
106,596 |
| 10 |
96.40 |
89.40 |
7.00 |
7.3% |
2.09 |
2.2% |
92% |
True |
False |
83,364 |
| 20 |
96.40 |
89.40 |
7.00 |
7.3% |
2.00 |
2.1% |
92% |
True |
False |
67,264 |
| 40 |
96.40 |
88.40 |
8.00 |
8.3% |
1.71 |
1.8% |
93% |
True |
False |
42,608 |
| 60 |
96.40 |
82.22 |
14.18 |
14.8% |
1.67 |
1.7% |
96% |
True |
False |
31,800 |
| 80 |
96.40 |
82.22 |
14.18 |
14.8% |
1.60 |
1.7% |
96% |
True |
False |
25,373 |
| 100 |
96.40 |
79.39 |
17.01 |
17.8% |
1.44 |
1.5% |
97% |
True |
False |
21,538 |
| 120 |
96.40 |
75.91 |
20.49 |
21.4% |
1.34 |
1.4% |
97% |
True |
False |
18,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.57 |
|
2.618 |
105.75 |
|
1.618 |
102.18 |
|
1.000 |
99.97 |
|
0.618 |
98.61 |
|
HIGH |
96.40 |
|
0.618 |
95.04 |
|
0.500 |
94.62 |
|
0.382 |
94.19 |
|
LOW |
92.83 |
|
0.618 |
90.62 |
|
1.000 |
89.26 |
|
1.618 |
87.05 |
|
2.618 |
83.48 |
|
4.250 |
77.66 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.42 |
94.96 |
| PP |
95.02 |
94.10 |
| S1 |
94.62 |
93.24 |
|