NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.35 |
92.50 |
-1.85 |
-2.0% |
92.67 |
| High |
94.68 |
94.25 |
-0.43 |
-0.5% |
94.20 |
| Low |
91.64 |
91.39 |
-0.25 |
-0.3% |
91.40 |
| Close |
92.63 |
93.87 |
1.24 |
1.3% |
93.78 |
| Range |
3.04 |
2.86 |
-0.18 |
-5.9% |
2.80 |
| ATR |
1.62 |
1.71 |
0.09 |
5.4% |
0.00 |
| Volume |
29,476 |
53,944 |
24,468 |
83.0% |
85,043 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.75 |
100.67 |
95.44 |
|
| R3 |
98.89 |
97.81 |
94.66 |
|
| R2 |
96.03 |
96.03 |
94.39 |
|
| R1 |
94.95 |
94.95 |
94.13 |
95.49 |
| PP |
93.17 |
93.17 |
93.17 |
93.44 |
| S1 |
92.09 |
92.09 |
93.61 |
92.63 |
| S2 |
90.31 |
90.31 |
93.35 |
|
| S3 |
87.45 |
89.23 |
93.08 |
|
| S4 |
84.59 |
86.37 |
92.30 |
|
|
| 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 |
91.39 |
3.63 |
3.9% |
2.42 |
2.6% |
68% |
False |
True |
30,067 |
| 10 |
95.02 |
91.39 |
3.63 |
3.9% |
1.68 |
1.8% |
68% |
False |
True |
23,663 |
| 20 |
95.02 |
88.86 |
6.16 |
6.6% |
1.52 |
1.6% |
81% |
False |
False |
28,374 |
| 40 |
95.02 |
82.46 |
12.56 |
13.4% |
1.70 |
1.8% |
91% |
False |
False |
27,738 |
| 60 |
95.02 |
82.46 |
12.56 |
13.4% |
1.69 |
1.8% |
91% |
False |
False |
24,444 |
| 80 |
95.02 |
79.39 |
15.63 |
16.7% |
1.68 |
1.8% |
93% |
False |
False |
23,797 |
| 100 |
95.02 |
75.70 |
19.32 |
20.6% |
1.65 |
1.8% |
94% |
False |
False |
21,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.41 |
|
2.618 |
101.74 |
|
1.618 |
98.88 |
|
1.000 |
97.11 |
|
0.618 |
96.02 |
|
HIGH |
94.25 |
|
0.618 |
93.16 |
|
0.500 |
92.82 |
|
0.382 |
92.48 |
|
LOW |
91.39 |
|
0.618 |
89.62 |
|
1.000 |
88.53 |
|
1.618 |
86.76 |
|
2.618 |
83.90 |
|
4.250 |
79.24 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.52 |
93.65 |
| PP |
93.17 |
93.43 |
| S1 |
92.82 |
93.21 |
|