NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
92.56 |
94.43 |
1.87 |
2.0% |
93.67 |
| High |
94.28 |
95.47 |
1.19 |
1.3% |
94.28 |
| Low |
92.03 |
94.33 |
2.30 |
2.5% |
92.03 |
| Close |
94.23 |
94.65 |
0.42 |
0.4% |
94.23 |
| Range |
2.25 |
1.14 |
-1.11 |
-49.3% |
2.25 |
| ATR |
1.18 |
1.19 |
0.00 |
0.3% |
0.00 |
| Volume |
6,981 |
2,028 |
-4,953 |
-70.9% |
20,382 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.24 |
97.58 |
95.28 |
|
| R3 |
97.10 |
96.44 |
94.96 |
|
| R2 |
95.96 |
95.96 |
94.86 |
|
| R1 |
95.30 |
95.30 |
94.75 |
95.63 |
| PP |
94.82 |
94.82 |
94.82 |
94.98 |
| S1 |
94.16 |
94.16 |
94.55 |
94.49 |
| S2 |
93.68 |
93.68 |
94.44 |
|
| S3 |
92.54 |
93.02 |
94.34 |
|
| S4 |
91.40 |
91.88 |
94.02 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.26 |
99.50 |
95.47 |
|
| R3 |
98.01 |
97.25 |
94.85 |
|
| R2 |
95.76 |
95.76 |
94.64 |
|
| R1 |
95.00 |
95.00 |
94.44 |
95.38 |
| PP |
93.51 |
93.51 |
93.51 |
93.71 |
| S1 |
92.75 |
92.75 |
94.02 |
93.13 |
| S2 |
91.26 |
91.26 |
93.82 |
|
| S3 |
89.01 |
90.50 |
93.61 |
|
| S4 |
86.76 |
88.25 |
92.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.32 |
|
2.618 |
98.45 |
|
1.618 |
97.31 |
|
1.000 |
96.61 |
|
0.618 |
96.17 |
|
HIGH |
95.47 |
|
0.618 |
95.03 |
|
0.500 |
94.90 |
|
0.382 |
94.77 |
|
LOW |
94.33 |
|
0.618 |
93.63 |
|
1.000 |
93.19 |
|
1.618 |
92.49 |
|
2.618 |
91.35 |
|
4.250 |
89.49 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.90 |
94.35 |
| PP |
94.82 |
94.05 |
| S1 |
94.73 |
93.75 |
|