NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.60 |
95.05 |
0.45 |
0.5% |
93.77 |
| High |
95.65 |
95.31 |
-0.34 |
-0.4% |
95.02 |
| Low |
94.23 |
94.05 |
-0.18 |
-0.2% |
90.80 |
| Close |
95.05 |
94.60 |
-0.45 |
-0.5% |
91.59 |
| Range |
1.42 |
1.26 |
-0.16 |
-11.3% |
4.22 |
| ATR |
1.76 |
1.72 |
-0.04 |
-2.0% |
0.00 |
| Volume |
50,639 |
62,602 |
11,963 |
23.6% |
253,666 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.43 |
97.78 |
95.29 |
|
| R3 |
97.17 |
96.52 |
94.95 |
|
| R2 |
95.91 |
95.91 |
94.83 |
|
| R1 |
95.26 |
95.26 |
94.72 |
94.96 |
| PP |
94.65 |
94.65 |
94.65 |
94.50 |
| S1 |
94.00 |
94.00 |
94.48 |
93.70 |
| S2 |
93.39 |
93.39 |
94.37 |
|
| S3 |
92.13 |
92.74 |
94.25 |
|
| S4 |
90.87 |
91.48 |
93.91 |
|
|
| 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 |
95.65 |
90.80 |
4.85 |
5.1% |
1.68 |
1.8% |
78% |
False |
False |
65,513 |
| 10 |
95.65 |
90.80 |
4.85 |
5.1% |
2.05 |
2.2% |
78% |
False |
False |
52,409 |
| 20 |
95.65 |
90.04 |
5.61 |
5.9% |
1.59 |
1.7% |
81% |
False |
False |
37,832 |
| 40 |
95.65 |
82.46 |
13.19 |
13.9% |
1.71 |
1.8% |
92% |
False |
False |
34,249 |
| 60 |
95.65 |
82.46 |
13.19 |
13.9% |
1.66 |
1.8% |
92% |
False |
False |
29,149 |
| 80 |
95.65 |
79.39 |
16.26 |
17.2% |
1.70 |
1.8% |
94% |
False |
False |
27,336 |
| 100 |
95.65 |
75.70 |
19.95 |
21.1% |
1.68 |
1.8% |
95% |
False |
False |
24,698 |
| 120 |
95.65 |
75.70 |
19.95 |
21.1% |
1.66 |
1.8% |
95% |
False |
False |
21,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.67 |
|
2.618 |
98.61 |
|
1.618 |
97.35 |
|
1.000 |
96.57 |
|
0.618 |
96.09 |
|
HIGH |
95.31 |
|
0.618 |
94.83 |
|
0.500 |
94.68 |
|
0.382 |
94.53 |
|
LOW |
94.05 |
|
0.618 |
93.27 |
|
1.000 |
92.79 |
|
1.618 |
92.01 |
|
2.618 |
90.75 |
|
4.250 |
88.70 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.68 |
94.48 |
| PP |
94.65 |
94.37 |
| S1 |
94.63 |
94.25 |
|