NYMEX Light Sweet Crude Oil Future July 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 |
93.07 |
95.75 |
2.68 |
2.9% |
94.13 |
| High |
95.69 |
97.93 |
2.24 |
2.3% |
95.69 |
| Low |
93.05 |
95.12 |
2.07 |
2.2% |
91.36 |
| Close |
95.57 |
97.53 |
1.96 |
2.1% |
95.57 |
| Range |
2.64 |
2.81 |
0.17 |
6.4% |
4.33 |
| ATR |
1.62 |
1.70 |
0.09 |
5.3% |
0.00 |
| Volume |
48,034 |
45,560 |
-2,474 |
-5.2% |
139,036 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.29 |
104.22 |
99.08 |
|
| R3 |
102.48 |
101.41 |
98.30 |
|
| R2 |
99.67 |
99.67 |
98.05 |
|
| R1 |
98.60 |
98.60 |
97.79 |
99.14 |
| PP |
96.86 |
96.86 |
96.86 |
97.13 |
| S1 |
95.79 |
95.79 |
97.27 |
96.33 |
| S2 |
94.05 |
94.05 |
97.01 |
|
| S3 |
91.24 |
92.98 |
96.76 |
|
| S4 |
88.43 |
90.17 |
95.98 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.20 |
105.71 |
97.95 |
|
| R3 |
102.87 |
101.38 |
96.76 |
|
| R2 |
98.54 |
98.54 |
96.36 |
|
| R1 |
97.05 |
97.05 |
95.97 |
97.80 |
| PP |
94.21 |
94.21 |
94.21 |
94.58 |
| S1 |
92.72 |
92.72 |
95.17 |
93.47 |
| S2 |
89.88 |
89.88 |
94.78 |
|
| S3 |
85.55 |
88.39 |
94.38 |
|
| S4 |
81.22 |
84.06 |
93.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.93 |
91.36 |
6.57 |
6.7% |
2.10 |
2.2% |
94% |
True |
False |
32,806 |
| 10 |
97.93 |
91.36 |
6.57 |
6.7% |
1.75 |
1.8% |
94% |
True |
False |
24,461 |
| 20 |
97.93 |
91.28 |
6.65 |
6.8% |
1.73 |
1.8% |
94% |
True |
False |
20,942 |
| 40 |
97.93 |
89.01 |
8.92 |
9.1% |
1.45 |
1.5% |
96% |
True |
False |
14,109 |
| 60 |
97.93 |
83.16 |
14.77 |
15.1% |
1.39 |
1.4% |
97% |
True |
False |
10,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.87 |
|
2.618 |
105.29 |
|
1.618 |
102.48 |
|
1.000 |
100.74 |
|
0.618 |
99.67 |
|
HIGH |
97.93 |
|
0.618 |
96.86 |
|
0.500 |
96.53 |
|
0.382 |
96.19 |
|
LOW |
95.12 |
|
0.618 |
93.38 |
|
1.000 |
92.31 |
|
1.618 |
90.57 |
|
2.618 |
87.76 |
|
4.250 |
83.18 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.20 |
96.79 |
| PP |
96.86 |
96.05 |
| S1 |
96.53 |
95.32 |
|