NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.98 |
93.11 |
0.13 |
0.1% |
94.97 |
| High |
93.80 |
93.62 |
-0.18 |
-0.2% |
95.56 |
| Low |
92.75 |
91.57 |
-1.18 |
-1.3% |
92.26 |
| Close |
93.07 |
92.07 |
-1.00 |
-1.1% |
93.07 |
| Range |
1.05 |
2.05 |
1.00 |
95.2% |
3.30 |
| ATR |
1.66 |
1.68 |
0.03 |
1.7% |
0.00 |
| Volume |
80,969 |
69,024 |
-11,945 |
-14.8% |
224,312 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.57 |
97.37 |
93.20 |
|
| R3 |
96.52 |
95.32 |
92.63 |
|
| R2 |
94.47 |
94.47 |
92.45 |
|
| R1 |
93.27 |
93.27 |
92.26 |
92.85 |
| PP |
92.42 |
92.42 |
92.42 |
92.21 |
| S1 |
91.22 |
91.22 |
91.88 |
90.80 |
| S2 |
90.37 |
90.37 |
91.69 |
|
| S3 |
88.32 |
89.17 |
91.51 |
|
| S4 |
86.27 |
87.12 |
90.94 |
|
|
| 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 |
91.57 |
3.99 |
4.3% |
1.67 |
1.8% |
13% |
False |
True |
58,667 |
| 10 |
95.65 |
91.57 |
4.08 |
4.4% |
1.60 |
1.7% |
12% |
False |
True |
59,939 |
| 20 |
95.65 |
90.80 |
4.85 |
5.3% |
1.74 |
1.9% |
26% |
False |
False |
46,905 |
| 40 |
95.65 |
84.81 |
10.84 |
11.8% |
1.64 |
1.8% |
67% |
False |
False |
39,457 |
| 60 |
95.65 |
82.46 |
13.19 |
14.3% |
1.66 |
1.8% |
73% |
False |
False |
33,453 |
| 80 |
95.65 |
82.46 |
13.19 |
14.3% |
1.70 |
1.8% |
73% |
False |
False |
30,338 |
| 100 |
95.65 |
79.10 |
16.55 |
18.0% |
1.67 |
1.8% |
78% |
False |
False |
27,558 |
| 120 |
95.65 |
75.70 |
19.95 |
21.7% |
1.65 |
1.8% |
82% |
False |
False |
24,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.33 |
|
2.618 |
98.99 |
|
1.618 |
96.94 |
|
1.000 |
95.67 |
|
0.618 |
94.89 |
|
HIGH |
93.62 |
|
0.618 |
92.84 |
|
0.500 |
92.60 |
|
0.382 |
92.35 |
|
LOW |
91.57 |
|
0.618 |
90.30 |
|
1.000 |
89.52 |
|
1.618 |
88.25 |
|
2.618 |
86.20 |
|
4.250 |
82.86 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.60 |
93.14 |
| PP |
92.42 |
92.78 |
| S1 |
92.25 |
92.43 |
|