NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.79 |
94.50 |
-0.29 |
-0.3% |
92.21 |
| High |
95.56 |
94.71 |
-0.85 |
-0.9% |
95.65 |
| Low |
94.25 |
92.26 |
-1.99 |
-2.1% |
91.70 |
| Close |
94.70 |
93.04 |
-1.66 |
-1.8% |
95.08 |
| Range |
1.31 |
2.45 |
1.14 |
87.0% |
3.95 |
| ATR |
1.65 |
1.70 |
0.06 |
3.5% |
0.00 |
| Volume |
40,805 |
43,066 |
2,261 |
5.5% |
306,063 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.69 |
99.31 |
94.39 |
|
| R3 |
98.24 |
96.86 |
93.71 |
|
| R2 |
95.79 |
95.79 |
93.49 |
|
| R1 |
94.41 |
94.41 |
93.26 |
93.88 |
| PP |
93.34 |
93.34 |
93.34 |
93.07 |
| S1 |
91.96 |
91.96 |
92.82 |
91.43 |
| S2 |
90.89 |
90.89 |
92.59 |
|
| S3 |
88.44 |
89.51 |
92.37 |
|
| S4 |
85.99 |
87.06 |
91.69 |
|
|
| 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 |
95.56 |
92.26 |
3.30 |
3.5% |
1.54 |
1.7% |
24% |
False |
True |
53,584 |
| 10 |
95.65 |
90.80 |
4.85 |
5.2% |
1.70 |
1.8% |
46% |
False |
False |
59,937 |
| 20 |
95.65 |
90.80 |
4.85 |
5.2% |
1.69 |
1.8% |
46% |
False |
False |
41,800 |
| 40 |
95.65 |
82.46 |
13.19 |
14.2% |
1.68 |
1.8% |
80% |
False |
False |
36,775 |
| 60 |
95.65 |
82.46 |
13.19 |
14.2% |
1.64 |
1.8% |
80% |
False |
False |
31,320 |
| 80 |
95.65 |
80.18 |
15.47 |
16.6% |
1.71 |
1.8% |
83% |
False |
False |
28,883 |
| 100 |
95.65 |
78.80 |
16.85 |
18.1% |
1.67 |
1.8% |
85% |
False |
False |
26,338 |
| 120 |
95.65 |
75.70 |
19.95 |
21.4% |
1.65 |
1.8% |
87% |
False |
False |
23,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.12 |
|
2.618 |
101.12 |
|
1.618 |
98.67 |
|
1.000 |
97.16 |
|
0.618 |
96.22 |
|
HIGH |
94.71 |
|
0.618 |
93.77 |
|
0.500 |
93.49 |
|
0.382 |
93.20 |
|
LOW |
92.26 |
|
0.618 |
90.75 |
|
1.000 |
89.81 |
|
1.618 |
88.30 |
|
2.618 |
85.85 |
|
4.250 |
81.85 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.49 |
93.91 |
| PP |
93.34 |
93.62 |
| S1 |
93.19 |
93.33 |
|