NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
91.75 |
90.77 |
-0.98 |
-1.1% |
94.97 |
| High |
92.25 |
92.91 |
0.66 |
0.7% |
95.56 |
| Low |
90.50 |
90.69 |
0.19 |
0.2% |
92.26 |
| Close |
90.57 |
92.39 |
1.82 |
2.0% |
93.07 |
| Range |
1.75 |
2.22 |
0.47 |
26.9% |
3.30 |
| ATR |
1.69 |
1.74 |
0.05 |
2.8% |
0.00 |
| Volume |
89,846 |
68,908 |
-20,938 |
-23.3% |
224,312 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.66 |
97.74 |
93.61 |
|
| R3 |
96.44 |
95.52 |
93.00 |
|
| R2 |
94.22 |
94.22 |
92.80 |
|
| R1 |
93.30 |
93.30 |
92.59 |
93.76 |
| PP |
92.00 |
92.00 |
92.00 |
92.23 |
| S1 |
91.08 |
91.08 |
92.19 |
91.54 |
| S2 |
89.78 |
89.78 |
91.98 |
|
| S3 |
87.56 |
88.86 |
91.78 |
|
| S4 |
85.34 |
86.64 |
91.17 |
|
|
| 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 |
94.71 |
90.50 |
4.21 |
4.6% |
1.90 |
2.1% |
45% |
False |
False |
70,362 |
| 10 |
95.65 |
90.50 |
5.15 |
5.6% |
1.62 |
1.8% |
37% |
False |
False |
62,730 |
| 20 |
95.65 |
90.50 |
5.15 |
5.6% |
1.85 |
2.0% |
37% |
False |
False |
53,605 |
| 40 |
95.65 |
85.31 |
10.34 |
11.2% |
1.65 |
1.8% |
68% |
False |
False |
42,585 |
| 60 |
95.65 |
82.46 |
13.19 |
14.3% |
1.69 |
1.8% |
75% |
False |
False |
35,629 |
| 80 |
95.65 |
82.46 |
13.19 |
14.3% |
1.71 |
1.9% |
75% |
False |
False |
31,638 |
| 100 |
95.65 |
79.39 |
16.26 |
17.6% |
1.68 |
1.8% |
80% |
False |
False |
28,921 |
| 120 |
95.65 |
75.70 |
19.95 |
21.6% |
1.67 |
1.8% |
84% |
False |
False |
25,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.35 |
|
2.618 |
98.72 |
|
1.618 |
96.50 |
|
1.000 |
95.13 |
|
0.618 |
94.28 |
|
HIGH |
92.91 |
|
0.618 |
92.06 |
|
0.500 |
91.80 |
|
0.382 |
91.54 |
|
LOW |
90.69 |
|
0.618 |
89.32 |
|
1.000 |
88.47 |
|
1.618 |
87.10 |
|
2.618 |
84.88 |
|
4.250 |
81.26 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.19 |
92.28 |
| PP |
92.00 |
92.17 |
| S1 |
91.80 |
92.06 |
|