NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.50 |
92.98 |
-1.52 |
-1.6% |
94.97 |
| High |
94.71 |
93.80 |
-0.91 |
-1.0% |
95.56 |
| Low |
92.26 |
92.75 |
0.49 |
0.5% |
92.26 |
| Close |
93.04 |
93.07 |
0.03 |
0.0% |
93.07 |
| Range |
2.45 |
1.05 |
-1.40 |
-57.1% |
3.30 |
| ATR |
1.70 |
1.66 |
-0.05 |
-2.7% |
0.00 |
| Volume |
43,066 |
80,969 |
37,903 |
88.0% |
224,312 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.36 |
95.76 |
93.65 |
|
| R3 |
95.31 |
94.71 |
93.36 |
|
| R2 |
94.26 |
94.26 |
93.26 |
|
| R1 |
93.66 |
93.66 |
93.17 |
93.96 |
| PP |
93.21 |
93.21 |
93.21 |
93.36 |
| S1 |
92.61 |
92.61 |
92.97 |
92.91 |
| S2 |
92.16 |
92.16 |
92.88 |
|
| S3 |
91.11 |
91.56 |
92.78 |
|
| S4 |
90.06 |
90.51 |
92.49 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.53 |
101.60 |
94.89 |
|
| R3 |
100.23 |
98.30 |
93.98 |
|
| R2 |
96.93 |
96.93 |
93.68 |
|
| R1 |
95.00 |
95.00 |
93.37 |
94.32 |
| PP |
93.63 |
93.63 |
93.63 |
93.29 |
| S1 |
91.70 |
91.70 |
92.77 |
91.02 |
| S2 |
90.33 |
90.33 |
92.47 |
|
| S3 |
87.03 |
88.40 |
92.16 |
|
| S4 |
83.73 |
85.10 |
91.26 |
|
|
| 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% |
1.50 |
1.6% |
25% |
False |
False |
57,257 |
| 10 |
95.65 |
90.80 |
4.85 |
5.2% |
1.59 |
1.7% |
47% |
False |
False |
61,385 |
| 20 |
95.65 |
90.80 |
4.85 |
5.2% |
1.70 |
1.8% |
47% |
False |
False |
44,899 |
| 40 |
95.65 |
83.20 |
12.45 |
13.4% |
1.67 |
1.8% |
79% |
False |
False |
38,348 |
| 60 |
95.65 |
82.46 |
13.19 |
14.2% |
1.65 |
1.8% |
80% |
False |
False |
32,450 |
| 80 |
95.65 |
80.91 |
14.74 |
15.8% |
1.70 |
1.8% |
82% |
False |
False |
29,722 |
| 100 |
95.65 |
78.80 |
16.85 |
18.1% |
1.67 |
1.8% |
85% |
False |
False |
26,980 |
| 120 |
95.65 |
75.70 |
19.95 |
21.4% |
1.64 |
1.8% |
87% |
False |
False |
24,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.26 |
|
2.618 |
96.55 |
|
1.618 |
95.50 |
|
1.000 |
94.85 |
|
0.618 |
94.45 |
|
HIGH |
93.80 |
|
0.618 |
93.40 |
|
0.500 |
93.28 |
|
0.382 |
93.15 |
|
LOW |
92.75 |
|
0.618 |
92.10 |
|
1.000 |
91.70 |
|
1.618 |
91.05 |
|
2.618 |
90.00 |
|
4.250 |
88.29 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.28 |
93.91 |
| PP |
93.21 |
93.63 |
| S1 |
93.14 |
93.35 |
|