NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.59 |
91.95 |
-0.64 |
-0.7% |
93.11 |
| High |
92.93 |
94.91 |
1.98 |
2.1% |
94.91 |
| Low |
91.55 |
91.90 |
0.35 |
0.4% |
90.50 |
| Close |
91.91 |
94.64 |
2.73 |
3.0% |
94.64 |
| Range |
1.38 |
3.01 |
1.63 |
118.1% |
4.41 |
| ATR |
1.71 |
1.80 |
0.09 |
5.4% |
0.00 |
| Volume |
80,222 |
105,519 |
25,297 |
31.5% |
413,519 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.85 |
101.75 |
96.30 |
|
| R3 |
99.84 |
98.74 |
95.47 |
|
| R2 |
96.83 |
96.83 |
95.19 |
|
| R1 |
95.73 |
95.73 |
94.92 |
96.28 |
| PP |
93.82 |
93.82 |
93.82 |
94.09 |
| S1 |
92.72 |
92.72 |
94.36 |
93.27 |
| S2 |
90.81 |
90.81 |
94.09 |
|
| S3 |
87.80 |
89.71 |
93.81 |
|
| S4 |
84.79 |
86.70 |
92.98 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.58 |
105.02 |
97.07 |
|
| R3 |
102.17 |
100.61 |
95.85 |
|
| R2 |
97.76 |
97.76 |
95.45 |
|
| R1 |
96.20 |
96.20 |
95.04 |
96.98 |
| PP |
93.35 |
93.35 |
93.35 |
93.74 |
| S1 |
91.79 |
91.79 |
94.24 |
92.57 |
| S2 |
88.94 |
88.94 |
93.83 |
|
| S3 |
84.53 |
87.38 |
93.43 |
|
| S4 |
80.12 |
82.97 |
92.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.91 |
90.50 |
4.41 |
4.7% |
2.08 |
2.2% |
94% |
True |
False |
82,703 |
| 10 |
95.56 |
90.50 |
5.06 |
5.3% |
1.79 |
1.9% |
82% |
False |
False |
69,980 |
| 20 |
95.65 |
90.50 |
5.15 |
5.4% |
1.92 |
2.0% |
80% |
False |
False |
61,195 |
| 40 |
95.65 |
87.93 |
7.72 |
8.2% |
1.64 |
1.7% |
87% |
False |
False |
45,987 |
| 60 |
95.65 |
82.46 |
13.19 |
13.9% |
1.70 |
1.8% |
92% |
False |
False |
38,247 |
| 80 |
95.65 |
82.46 |
13.19 |
13.9% |
1.73 |
1.8% |
92% |
False |
False |
33,291 |
| 100 |
95.65 |
79.39 |
16.26 |
17.2% |
1.68 |
1.8% |
94% |
False |
False |
30,552 |
| 120 |
95.65 |
75.70 |
19.95 |
21.1% |
1.69 |
1.8% |
95% |
False |
False |
27,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.70 |
|
2.618 |
102.79 |
|
1.618 |
99.78 |
|
1.000 |
97.92 |
|
0.618 |
96.77 |
|
HIGH |
94.91 |
|
0.618 |
93.76 |
|
0.500 |
93.41 |
|
0.382 |
93.05 |
|
LOW |
91.90 |
|
0.618 |
90.04 |
|
1.000 |
88.89 |
|
1.618 |
87.03 |
|
2.618 |
84.02 |
|
4.250 |
79.11 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.23 |
94.03 |
| PP |
93.82 |
93.41 |
| S1 |
93.41 |
92.80 |
|