NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
95.05 |
94.90 |
-0.15 |
-0.2% |
92.21 |
| High |
95.31 |
95.12 |
-0.19 |
-0.2% |
95.65 |
| Low |
94.05 |
93.90 |
-0.15 |
-0.2% |
91.70 |
| Close |
94.60 |
95.08 |
0.48 |
0.5% |
95.08 |
| Range |
1.26 |
1.22 |
-0.04 |
-3.2% |
3.95 |
| ATR |
1.72 |
1.69 |
-0.04 |
-2.1% |
0.00 |
| Volume |
62,602 |
61,976 |
-626 |
-1.0% |
306,063 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.36 |
97.94 |
95.75 |
|
| R3 |
97.14 |
96.72 |
95.42 |
|
| R2 |
95.92 |
95.92 |
95.30 |
|
| R1 |
95.50 |
95.50 |
95.19 |
95.71 |
| PP |
94.70 |
94.70 |
94.70 |
94.81 |
| S1 |
94.28 |
94.28 |
94.97 |
94.49 |
| S2 |
93.48 |
93.48 |
94.86 |
|
| S3 |
92.26 |
93.06 |
94.74 |
|
| S4 |
91.04 |
91.84 |
94.41 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.99 |
104.49 |
97.25 |
|
| R3 |
102.04 |
100.54 |
96.17 |
|
| R2 |
98.09 |
98.09 |
95.80 |
|
| R1 |
96.59 |
96.59 |
95.44 |
97.34 |
| PP |
94.14 |
94.14 |
94.14 |
94.52 |
| S1 |
92.64 |
92.64 |
94.72 |
93.39 |
| S2 |
90.19 |
90.19 |
94.36 |
|
| S3 |
86.24 |
88.69 |
93.99 |
|
| S4 |
82.29 |
84.74 |
92.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.65 |
91.70 |
3.95 |
4.2% |
1.54 |
1.6% |
86% |
False |
False |
61,212 |
| 10 |
95.65 |
90.80 |
4.85 |
5.1% |
1.89 |
2.0% |
88% |
False |
False |
55,972 |
| 20 |
95.65 |
90.04 |
5.61 |
5.9% |
1.62 |
1.7% |
90% |
False |
False |
39,515 |
| 40 |
95.65 |
82.46 |
13.19 |
13.9% |
1.69 |
1.8% |
96% |
False |
False |
35,075 |
| 60 |
95.65 |
82.46 |
13.19 |
13.9% |
1.64 |
1.7% |
96% |
False |
False |
29,779 |
| 80 |
95.65 |
79.39 |
16.26 |
17.1% |
1.70 |
1.8% |
96% |
False |
False |
27,844 |
| 100 |
95.65 |
75.70 |
19.95 |
21.0% |
1.68 |
1.8% |
97% |
False |
False |
25,269 |
| 120 |
95.65 |
75.70 |
19.95 |
21.0% |
1.65 |
1.7% |
97% |
False |
False |
22,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.31 |
|
2.618 |
98.31 |
|
1.618 |
97.09 |
|
1.000 |
96.34 |
|
0.618 |
95.87 |
|
HIGH |
95.12 |
|
0.618 |
94.65 |
|
0.500 |
94.51 |
|
0.382 |
94.37 |
|
LOW |
93.90 |
|
0.618 |
93.15 |
|
1.000 |
92.68 |
|
1.618 |
91.93 |
|
2.618 |
90.71 |
|
4.250 |
88.72 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.89 |
94.98 |
| PP |
94.70 |
94.88 |
| S1 |
94.51 |
94.78 |
|