NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
88.18 |
89.00 |
0.82 |
0.9% |
91.31 |
High |
89.48 |
89.98 |
0.50 |
0.6% |
92.57 |
Low |
87.25 |
88.13 |
0.88 |
1.0% |
87.25 |
Close |
88.03 |
89.25 |
1.22 |
1.4% |
88.03 |
Range |
2.23 |
1.85 |
-0.38 |
-17.0% |
5.32 |
ATR |
2.00 |
2.00 |
0.00 |
-0.2% |
0.00 |
Volume |
420,106 |
394,789 |
-25,317 |
-6.0% |
1,825,795 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.67 |
93.81 |
90.27 |
|
R3 |
92.82 |
91.96 |
89.76 |
|
R2 |
90.97 |
90.97 |
89.59 |
|
R1 |
90.11 |
90.11 |
89.42 |
90.54 |
PP |
89.12 |
89.12 |
89.12 |
89.34 |
S1 |
88.26 |
88.26 |
89.08 |
88.69 |
S2 |
87.27 |
87.27 |
88.91 |
|
S3 |
85.42 |
86.41 |
88.74 |
|
S4 |
83.57 |
84.56 |
88.23 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.24 |
101.96 |
90.96 |
|
R3 |
99.92 |
96.64 |
89.49 |
|
R2 |
94.60 |
94.60 |
89.01 |
|
R1 |
91.32 |
91.32 |
88.52 |
90.30 |
PP |
89.28 |
89.28 |
89.28 |
88.78 |
S1 |
86.00 |
86.00 |
87.54 |
84.98 |
S2 |
83.96 |
83.96 |
87.05 |
|
S3 |
78.64 |
80.68 |
86.57 |
|
S4 |
73.32 |
75.36 |
85.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.07 |
87.25 |
4.82 |
5.4% |
2.68 |
3.0% |
41% |
False |
False |
402,668 |
10 |
92.57 |
87.25 |
5.32 |
6.0% |
2.18 |
2.4% |
38% |
False |
False |
276,312 |
20 |
92.57 |
87.25 |
5.32 |
6.0% |
1.82 |
2.0% |
38% |
False |
False |
220,965 |
40 |
92.57 |
80.89 |
11.68 |
13.1% |
1.98 |
2.2% |
72% |
False |
False |
153,616 |
60 |
92.57 |
80.89 |
11.68 |
13.1% |
1.95 |
2.2% |
72% |
False |
False |
114,291 |
80 |
92.57 |
77.34 |
15.23 |
17.1% |
1.91 |
2.1% |
78% |
False |
False |
92,169 |
100 |
92.57 |
73.76 |
18.81 |
21.1% |
1.84 |
2.1% |
82% |
False |
False |
76,355 |
120 |
92.57 |
73.76 |
18.81 |
21.1% |
1.77 |
2.0% |
82% |
False |
False |
64,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.84 |
2.618 |
94.82 |
1.618 |
92.97 |
1.000 |
91.83 |
0.618 |
91.12 |
HIGH |
89.98 |
0.618 |
89.27 |
0.500 |
89.06 |
0.382 |
88.84 |
LOW |
88.13 |
0.618 |
86.99 |
1.000 |
86.28 |
1.618 |
85.14 |
2.618 |
83.29 |
4.250 |
80.27 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
89.19 |
89.16 |
PP |
89.12 |
89.07 |
S1 |
89.06 |
88.98 |
|