NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.97 |
94.79 |
-0.18 |
-0.2% |
92.21 |
| High |
95.45 |
95.56 |
0.11 |
0.1% |
95.65 |
| Low |
93.97 |
94.25 |
0.28 |
0.3% |
91.70 |
| Close |
94.92 |
94.70 |
-0.22 |
-0.2% |
95.08 |
| Range |
1.48 |
1.31 |
-0.17 |
-11.5% |
3.95 |
| ATR |
1.67 |
1.65 |
-0.03 |
-1.5% |
0.00 |
| Volume |
59,472 |
40,805 |
-18,667 |
-31.4% |
306,063 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.77 |
98.04 |
95.42 |
|
| R3 |
97.46 |
96.73 |
95.06 |
|
| R2 |
96.15 |
96.15 |
94.94 |
|
| R1 |
95.42 |
95.42 |
94.82 |
95.13 |
| PP |
94.84 |
94.84 |
94.84 |
94.69 |
| S1 |
94.11 |
94.11 |
94.58 |
93.82 |
| S2 |
93.53 |
93.53 |
94.46 |
|
| S3 |
92.22 |
92.80 |
94.34 |
|
| S4 |
90.91 |
91.49 |
93.98 |
|
|
| 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 |
93.90 |
1.75 |
1.8% |
1.34 |
1.4% |
46% |
False |
False |
55,098 |
| 10 |
95.65 |
90.80 |
4.85 |
5.1% |
1.74 |
1.8% |
80% |
False |
False |
61,025 |
| 20 |
95.65 |
90.80 |
4.85 |
5.1% |
1.61 |
1.7% |
80% |
False |
False |
40,795 |
| 40 |
95.65 |
82.46 |
13.19 |
13.9% |
1.67 |
1.8% |
93% |
False |
False |
36,204 |
| 60 |
95.65 |
82.46 |
13.19 |
13.9% |
1.63 |
1.7% |
93% |
False |
False |
30,762 |
| 80 |
95.65 |
80.00 |
15.65 |
16.5% |
1.70 |
1.8% |
94% |
False |
False |
28,622 |
| 100 |
95.65 |
78.44 |
17.21 |
18.2% |
1.67 |
1.8% |
94% |
False |
False |
26,059 |
| 120 |
95.65 |
75.70 |
19.95 |
21.1% |
1.65 |
1.7% |
95% |
False |
False |
23,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.13 |
|
2.618 |
98.99 |
|
1.618 |
97.68 |
|
1.000 |
96.87 |
|
0.618 |
96.37 |
|
HIGH |
95.56 |
|
0.618 |
95.06 |
|
0.500 |
94.91 |
|
0.382 |
94.75 |
|
LOW |
94.25 |
|
0.618 |
93.44 |
|
1.000 |
92.94 |
|
1.618 |
92.13 |
|
2.618 |
90.82 |
|
4.250 |
88.68 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.91 |
94.73 |
| PP |
94.84 |
94.72 |
| S1 |
94.77 |
94.71 |
|