NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
91.95 |
94.80 |
2.85 |
3.1% |
93.11 |
| High |
94.91 |
97.36 |
2.45 |
2.6% |
94.91 |
| Low |
91.90 |
94.11 |
2.21 |
2.4% |
90.50 |
| Close |
94.64 |
96.78 |
2.14 |
2.3% |
94.64 |
| Range |
3.01 |
3.25 |
0.24 |
8.0% |
4.41 |
| ATR |
1.80 |
1.91 |
0.10 |
5.7% |
0.00 |
| Volume |
105,519 |
155,640 |
50,121 |
47.5% |
413,519 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.83 |
104.56 |
98.57 |
|
| R3 |
102.58 |
101.31 |
97.67 |
|
| R2 |
99.33 |
99.33 |
97.38 |
|
| R1 |
98.06 |
98.06 |
97.08 |
98.70 |
| PP |
96.08 |
96.08 |
96.08 |
96.40 |
| S1 |
94.81 |
94.81 |
96.48 |
95.45 |
| S2 |
92.83 |
92.83 |
96.18 |
|
| S3 |
89.58 |
91.56 |
95.89 |
|
| S4 |
86.33 |
88.31 |
94.99 |
|
|
| 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 |
97.36 |
90.50 |
6.86 |
7.1% |
2.32 |
2.4% |
92% |
True |
False |
100,027 |
| 10 |
97.36 |
90.50 |
6.86 |
7.1% |
2.00 |
2.1% |
92% |
True |
False |
79,347 |
| 20 |
97.36 |
90.50 |
6.86 |
7.1% |
1.94 |
2.0% |
92% |
True |
False |
67,660 |
| 40 |
97.36 |
88.48 |
8.88 |
9.2% |
1.68 |
1.7% |
93% |
True |
False |
49,164 |
| 60 |
97.36 |
82.46 |
14.90 |
15.4% |
1.73 |
1.8% |
96% |
True |
False |
40,603 |
| 80 |
97.36 |
82.46 |
14.90 |
15.4% |
1.75 |
1.8% |
96% |
True |
False |
34,811 |
| 100 |
97.36 |
79.39 |
17.97 |
18.6% |
1.70 |
1.8% |
97% |
True |
False |
31,984 |
| 120 |
97.36 |
75.70 |
21.66 |
22.4% |
1.69 |
1.7% |
97% |
True |
False |
28,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.17 |
|
2.618 |
105.87 |
|
1.618 |
102.62 |
|
1.000 |
100.61 |
|
0.618 |
99.37 |
|
HIGH |
97.36 |
|
0.618 |
96.12 |
|
0.500 |
95.74 |
|
0.382 |
95.35 |
|
LOW |
94.11 |
|
0.618 |
92.10 |
|
1.000 |
90.86 |
|
1.618 |
88.85 |
|
2.618 |
85.60 |
|
4.250 |
80.30 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.43 |
96.01 |
| PP |
96.08 |
95.23 |
| S1 |
95.74 |
94.46 |
|