NYMEX Light Sweet Crude Oil Future February 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 |
89.67 |
91.31 |
1.64 |
1.8% |
91.07 |
High |
92.06 |
92.57 |
0.51 |
0.6% |
92.06 |
Low |
89.05 |
91.21 |
2.16 |
2.4% |
89.02 |
Close |
91.38 |
91.55 |
0.17 |
0.2% |
91.38 |
Range |
3.01 |
1.36 |
-1.65 |
-54.8% |
3.04 |
ATR |
1.74 |
1.71 |
-0.03 |
-1.5% |
0.00 |
Volume |
147,986 |
207,243 |
59,257 |
40.0% |
687,547 |
|
Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.86 |
95.06 |
92.30 |
|
R3 |
94.50 |
93.70 |
91.92 |
|
R2 |
93.14 |
93.14 |
91.80 |
|
R1 |
92.34 |
92.34 |
91.67 |
92.74 |
PP |
91.78 |
91.78 |
91.78 |
91.98 |
S1 |
90.98 |
90.98 |
91.43 |
91.38 |
S2 |
90.42 |
90.42 |
91.30 |
|
S3 |
89.06 |
89.62 |
91.18 |
|
S4 |
87.70 |
88.26 |
90.80 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.94 |
98.70 |
93.05 |
|
R3 |
96.90 |
95.66 |
92.22 |
|
R2 |
93.86 |
93.86 |
91.94 |
|
R1 |
92.62 |
92.62 |
91.66 |
93.24 |
PP |
90.82 |
90.82 |
90.82 |
91.13 |
S1 |
89.58 |
89.58 |
91.10 |
90.20 |
S2 |
87.78 |
87.78 |
90.82 |
|
S3 |
84.74 |
86.54 |
90.54 |
|
S4 |
81.70 |
83.50 |
89.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.57 |
89.02 |
3.55 |
3.9% |
1.68 |
1.8% |
71% |
True |
False |
149,956 |
10 |
92.57 |
87.73 |
4.84 |
5.3% |
1.49 |
1.6% |
79% |
True |
False |
162,329 |
20 |
92.57 |
87.43 |
5.14 |
5.6% |
1.59 |
1.7% |
80% |
True |
False |
157,042 |
40 |
92.57 |
80.89 |
11.68 |
12.8% |
1.84 |
2.0% |
91% |
True |
False |
109,132 |
60 |
92.57 |
80.89 |
11.68 |
12.8% |
1.87 |
2.0% |
91% |
True |
False |
83,048 |
80 |
92.57 |
77.34 |
15.23 |
16.6% |
1.82 |
2.0% |
93% |
True |
False |
68,203 |
100 |
92.57 |
73.76 |
18.81 |
20.5% |
1.79 |
2.0% |
95% |
True |
False |
56,506 |
120 |
92.57 |
73.76 |
18.81 |
20.5% |
1.71 |
1.9% |
95% |
True |
False |
47,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.35 |
2.618 |
96.13 |
1.618 |
94.77 |
1.000 |
93.93 |
0.618 |
93.41 |
HIGH |
92.57 |
0.618 |
92.05 |
0.500 |
91.89 |
0.382 |
91.73 |
LOW |
91.21 |
0.618 |
90.37 |
1.000 |
89.85 |
1.618 |
89.01 |
2.618 |
87.65 |
4.250 |
85.43 |
|
|
Fisher Pivots for day following 03-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
91.89 |
91.30 |
PP |
91.78 |
91.05 |
S1 |
91.66 |
90.80 |
|