NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 05-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
91.50 |
89.29 |
-2.21 |
-2.4% |
91.07 |
High |
92.07 |
90.84 |
-1.23 |
-1.3% |
92.06 |
Low |
88.36 |
88.10 |
-0.26 |
-0.3% |
89.02 |
Close |
89.38 |
90.30 |
0.92 |
1.0% |
91.38 |
Range |
3.71 |
2.74 |
-0.97 |
-26.1% |
3.04 |
ATR |
1.85 |
1.92 |
0.06 |
3.4% |
0.00 |
Volume |
392,563 |
398,646 |
6,083 |
1.5% |
687,547 |
|
Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.97 |
96.87 |
91.81 |
|
R3 |
95.23 |
94.13 |
91.05 |
|
R2 |
92.49 |
92.49 |
90.80 |
|
R1 |
91.39 |
91.39 |
90.55 |
91.94 |
PP |
89.75 |
89.75 |
89.75 |
90.02 |
S1 |
88.65 |
88.65 |
90.05 |
89.20 |
S2 |
87.01 |
87.01 |
89.80 |
|
S3 |
84.27 |
85.91 |
89.55 |
|
S4 |
81.53 |
83.17 |
88.79 |
|
|
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 |
88.10 |
4.47 |
5.0% |
2.64 |
2.9% |
49% |
False |
True |
268,454 |
10 |
92.57 |
88.10 |
4.47 |
5.0% |
1.85 |
2.0% |
49% |
False |
True |
198,526 |
20 |
92.57 |
87.43 |
5.14 |
5.7% |
1.73 |
1.9% |
56% |
False |
False |
185,165 |
40 |
92.57 |
80.89 |
11.68 |
12.9% |
1.93 |
2.1% |
81% |
False |
False |
126,572 |
60 |
92.57 |
80.89 |
11.68 |
12.9% |
1.91 |
2.1% |
81% |
False |
False |
95,111 |
80 |
92.57 |
77.34 |
15.23 |
16.9% |
1.87 |
2.1% |
85% |
False |
False |
77,674 |
100 |
92.57 |
73.76 |
18.81 |
20.8% |
1.81 |
2.0% |
88% |
False |
False |
64,289 |
120 |
92.57 |
73.76 |
18.81 |
20.8% |
1.74 |
1.9% |
88% |
False |
False |
54,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.49 |
2.618 |
98.01 |
1.618 |
95.27 |
1.000 |
93.58 |
0.618 |
92.53 |
HIGH |
90.84 |
0.618 |
89.79 |
0.500 |
89.47 |
0.382 |
89.15 |
LOW |
88.10 |
0.618 |
86.41 |
1.000 |
85.36 |
1.618 |
83.67 |
2.618 |
80.93 |
4.250 |
76.46 |
|
|
Fisher Pivots for day following 05-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
90.02 |
90.34 |
PP |
89.75 |
90.32 |
S1 |
89.47 |
90.31 |
|