NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
93.77 |
94.35 |
0.58 |
0.6% |
92.67 |
| High |
95.02 |
94.68 |
-0.34 |
-0.4% |
94.20 |
| Low |
93.74 |
91.64 |
-2.10 |
-2.2% |
91.40 |
| Close |
94.13 |
92.63 |
-1.50 |
-1.6% |
93.78 |
| Range |
1.28 |
3.04 |
1.76 |
137.5% |
2.80 |
| ATR |
1.52 |
1.62 |
0.11 |
7.2% |
0.00 |
| Volume |
20,279 |
29,476 |
9,197 |
45.4% |
85,043 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.10 |
100.41 |
94.30 |
|
| R3 |
99.06 |
97.37 |
93.47 |
|
| R2 |
96.02 |
96.02 |
93.19 |
|
| R1 |
94.33 |
94.33 |
92.91 |
93.66 |
| PP |
92.98 |
92.98 |
92.98 |
92.65 |
| S1 |
91.29 |
91.29 |
92.35 |
90.62 |
| S2 |
89.94 |
89.94 |
92.07 |
|
| S3 |
86.90 |
88.25 |
91.79 |
|
| S4 |
83.86 |
85.21 |
90.96 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.53 |
100.45 |
95.32 |
|
| R3 |
98.73 |
97.65 |
94.55 |
|
| R2 |
95.93 |
95.93 |
94.29 |
|
| R1 |
94.85 |
94.85 |
94.04 |
95.39 |
| PP |
93.13 |
93.13 |
93.13 |
93.40 |
| S1 |
92.05 |
92.05 |
93.52 |
92.59 |
| S2 |
90.33 |
90.33 |
93.27 |
|
| S3 |
87.53 |
89.25 |
93.01 |
|
| S4 |
84.73 |
86.45 |
92.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.02 |
91.40 |
3.62 |
3.9% |
2.01 |
2.2% |
34% |
False |
False |
22,008 |
| 10 |
95.02 |
91.20 |
3.82 |
4.1% |
1.48 |
1.6% |
37% |
False |
False |
20,565 |
| 20 |
95.02 |
88.86 |
6.16 |
6.7% |
1.48 |
1.6% |
61% |
False |
False |
28,325 |
| 40 |
95.02 |
82.46 |
12.56 |
13.6% |
1.66 |
1.8% |
81% |
False |
False |
27,107 |
| 60 |
95.02 |
82.46 |
12.56 |
13.6% |
1.67 |
1.8% |
81% |
False |
False |
23,823 |
| 80 |
95.02 |
79.39 |
15.63 |
16.9% |
1.66 |
1.8% |
85% |
False |
False |
23,385 |
| 100 |
95.02 |
75.70 |
19.32 |
20.9% |
1.64 |
1.8% |
88% |
False |
False |
20,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.60 |
|
2.618 |
102.64 |
|
1.618 |
99.60 |
|
1.000 |
97.72 |
|
0.618 |
96.56 |
|
HIGH |
94.68 |
|
0.618 |
93.52 |
|
0.500 |
93.16 |
|
0.382 |
92.80 |
|
LOW |
91.64 |
|
0.618 |
89.76 |
|
1.000 |
88.60 |
|
1.618 |
86.72 |
|
2.618 |
83.68 |
|
4.250 |
78.72 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.16 |
93.21 |
| PP |
92.98 |
93.02 |
| S1 |
92.81 |
92.82 |
|