NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.21 |
93.22 |
1.01 |
1.1% |
93.77 |
| High |
93.48 |
94.87 |
1.39 |
1.5% |
95.02 |
| Low |
91.70 |
92.85 |
1.15 |
1.3% |
90.80 |
| Close |
93.26 |
94.85 |
1.59 |
1.7% |
91.59 |
| Range |
1.78 |
2.02 |
0.24 |
13.5% |
4.22 |
| ATR |
1.77 |
1.78 |
0.02 |
1.0% |
0.00 |
| Volume |
71,444 |
59,402 |
-12,042 |
-16.9% |
253,666 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.25 |
99.57 |
95.96 |
|
| R3 |
98.23 |
97.55 |
95.41 |
|
| R2 |
96.21 |
96.21 |
95.22 |
|
| R1 |
95.53 |
95.53 |
95.04 |
95.87 |
| PP |
94.19 |
94.19 |
94.19 |
94.36 |
| S1 |
93.51 |
93.51 |
94.66 |
93.85 |
| S2 |
92.17 |
92.17 |
94.48 |
|
| S3 |
90.15 |
91.49 |
94.29 |
|
| S4 |
88.13 |
89.47 |
93.74 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.13 |
102.58 |
93.91 |
|
| R3 |
100.91 |
98.36 |
92.75 |
|
| R2 |
96.69 |
96.69 |
92.36 |
|
| R1 |
94.14 |
94.14 |
91.98 |
93.31 |
| PP |
92.47 |
92.47 |
92.47 |
92.05 |
| S1 |
89.92 |
89.92 |
91.20 |
89.09 |
| S2 |
88.25 |
88.25 |
90.82 |
|
| S3 |
84.03 |
85.70 |
90.43 |
|
| S4 |
79.81 |
81.48 |
89.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.87 |
90.80 |
4.07 |
4.3% |
2.14 |
2.3% |
100% |
True |
False |
66,951 |
| 10 |
95.02 |
90.80 |
4.22 |
4.4% |
2.08 |
2.2% |
96% |
False |
False |
44,479 |
| 20 |
95.02 |
89.24 |
5.78 |
6.1% |
1.59 |
1.7% |
97% |
False |
False |
35,056 |
| 40 |
95.02 |
82.46 |
12.56 |
13.2% |
1.73 |
1.8% |
99% |
False |
False |
32,262 |
| 60 |
95.02 |
82.46 |
12.56 |
13.2% |
1.71 |
1.8% |
99% |
False |
False |
27,873 |
| 80 |
95.02 |
79.39 |
15.63 |
16.5% |
1.72 |
1.8% |
99% |
False |
False |
26,316 |
| 100 |
95.02 |
75.70 |
19.32 |
20.4% |
1.68 |
1.8% |
99% |
False |
False |
23,707 |
| 120 |
95.02 |
75.70 |
19.32 |
20.4% |
1.65 |
1.7% |
99% |
False |
False |
21,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.46 |
|
2.618 |
100.16 |
|
1.618 |
98.14 |
|
1.000 |
96.89 |
|
0.618 |
96.12 |
|
HIGH |
94.87 |
|
0.618 |
94.10 |
|
0.500 |
93.86 |
|
0.382 |
93.62 |
|
LOW |
92.85 |
|
0.618 |
91.60 |
|
1.000 |
90.83 |
|
1.618 |
89.58 |
|
2.618 |
87.56 |
|
4.250 |
84.27 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.52 |
94.18 |
| PP |
94.19 |
93.51 |
| S1 |
93.86 |
92.84 |
|