NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 04-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
91.31 |
91.50 |
0.19 |
0.2% |
91.07 |
High |
92.57 |
92.07 |
-0.50 |
-0.5% |
92.06 |
Low |
91.21 |
88.36 |
-2.85 |
-3.1% |
89.02 |
Close |
91.55 |
89.38 |
-2.17 |
-2.4% |
91.38 |
Range |
1.36 |
3.71 |
2.35 |
172.8% |
3.04 |
ATR |
1.71 |
1.85 |
0.14 |
8.4% |
0.00 |
Volume |
207,243 |
392,563 |
185,320 |
89.4% |
687,547 |
|
Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.07 |
98.93 |
91.42 |
|
R3 |
97.36 |
95.22 |
90.40 |
|
R2 |
93.65 |
93.65 |
90.06 |
|
R1 |
91.51 |
91.51 |
89.72 |
90.73 |
PP |
89.94 |
89.94 |
89.94 |
89.54 |
S1 |
87.80 |
87.80 |
89.04 |
87.02 |
S2 |
86.23 |
86.23 |
88.70 |
|
S3 |
82.52 |
84.09 |
88.36 |
|
S4 |
78.81 |
80.38 |
87.34 |
|
|
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 |
88.36 |
4.21 |
4.7% |
2.24 |
2.5% |
24% |
False |
True |
210,240 |
10 |
92.57 |
88.36 |
4.21 |
4.7% |
1.68 |
1.9% |
24% |
False |
True |
176,203 |
20 |
92.57 |
87.43 |
5.14 |
5.8% |
1.72 |
1.9% |
38% |
False |
False |
171,145 |
40 |
92.57 |
80.89 |
11.68 |
13.1% |
1.90 |
2.1% |
73% |
False |
False |
117,776 |
60 |
92.57 |
80.89 |
11.68 |
13.1% |
1.88 |
2.1% |
73% |
False |
False |
89,065 |
80 |
92.57 |
77.34 |
15.23 |
17.0% |
1.85 |
2.1% |
79% |
False |
False |
72,981 |
100 |
92.57 |
73.76 |
18.81 |
21.0% |
1.80 |
2.0% |
83% |
False |
False |
60,378 |
120 |
92.57 |
73.76 |
18.81 |
21.0% |
1.73 |
1.9% |
83% |
False |
False |
51,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.84 |
2.618 |
101.78 |
1.618 |
98.07 |
1.000 |
95.78 |
0.618 |
94.36 |
HIGH |
92.07 |
0.618 |
90.65 |
0.500 |
90.22 |
0.382 |
89.78 |
LOW |
88.36 |
0.618 |
86.07 |
1.000 |
84.65 |
1.618 |
82.36 |
2.618 |
78.65 |
4.250 |
72.59 |
|
|
Fisher Pivots for day following 04-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
90.22 |
90.47 |
PP |
89.94 |
90.10 |
S1 |
89.66 |
89.74 |
|