NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
89.29 |
90.47 |
1.18 |
1.3% |
91.07 |
High |
90.84 |
90.71 |
-0.13 |
-0.1% |
92.06 |
Low |
88.10 |
87.85 |
-0.25 |
-0.3% |
89.02 |
Close |
90.30 |
88.38 |
-1.92 |
-2.1% |
91.38 |
Range |
2.74 |
2.86 |
0.12 |
4.4% |
3.04 |
ATR |
1.92 |
1.98 |
0.07 |
3.5% |
0.00 |
Volume |
398,646 |
407,237 |
8,591 |
2.2% |
687,547 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.56 |
95.83 |
89.95 |
|
R3 |
94.70 |
92.97 |
89.17 |
|
R2 |
91.84 |
91.84 |
88.90 |
|
R1 |
90.11 |
90.11 |
88.64 |
89.55 |
PP |
88.98 |
88.98 |
88.98 |
88.70 |
S1 |
87.25 |
87.25 |
88.12 |
86.69 |
S2 |
86.12 |
86.12 |
87.86 |
|
S3 |
83.26 |
84.39 |
87.59 |
|
S4 |
80.40 |
81.53 |
86.81 |
|
|
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 |
87.85 |
4.72 |
5.3% |
2.74 |
3.1% |
11% |
False |
True |
310,735 |
10 |
92.57 |
87.85 |
4.72 |
5.3% |
2.04 |
2.3% |
11% |
False |
True |
222,084 |
20 |
92.57 |
87.43 |
5.14 |
5.8% |
1.79 |
2.0% |
18% |
False |
False |
196,139 |
40 |
92.57 |
80.89 |
11.68 |
13.2% |
1.95 |
2.2% |
64% |
False |
False |
135,973 |
60 |
92.57 |
80.89 |
11.68 |
13.2% |
1.93 |
2.2% |
64% |
False |
False |
101,510 |
80 |
92.57 |
77.34 |
15.23 |
17.2% |
1.89 |
2.1% |
72% |
False |
False |
82,491 |
100 |
92.57 |
73.76 |
18.81 |
21.3% |
1.83 |
2.1% |
78% |
False |
False |
68,333 |
120 |
92.57 |
73.76 |
18.81 |
21.3% |
1.75 |
2.0% |
78% |
False |
False |
57,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.87 |
2.618 |
98.20 |
1.618 |
95.34 |
1.000 |
93.57 |
0.618 |
92.48 |
HIGH |
90.71 |
0.618 |
89.62 |
0.500 |
89.28 |
0.382 |
88.94 |
LOW |
87.85 |
0.618 |
86.08 |
1.000 |
84.99 |
1.618 |
83.22 |
2.618 |
80.36 |
4.250 |
75.70 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
89.28 |
89.96 |
PP |
88.98 |
89.43 |
S1 |
88.68 |
88.91 |
|