NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
89.00 |
89.31 |
0.31 |
0.3% |
91.31 |
High |
89.98 |
91.39 |
1.41 |
1.6% |
92.57 |
Low |
88.13 |
88.93 |
0.80 |
0.9% |
87.25 |
Close |
89.25 |
91.11 |
1.86 |
2.1% |
88.03 |
Range |
1.85 |
2.46 |
0.61 |
33.0% |
5.32 |
ATR |
2.00 |
2.03 |
0.03 |
1.7% |
0.00 |
Volume |
394,789 |
395,279 |
490 |
0.1% |
1,825,795 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.86 |
96.94 |
92.46 |
|
R3 |
95.40 |
94.48 |
91.79 |
|
R2 |
92.94 |
92.94 |
91.56 |
|
R1 |
92.02 |
92.02 |
91.34 |
92.48 |
PP |
90.48 |
90.48 |
90.48 |
90.71 |
S1 |
89.56 |
89.56 |
90.88 |
90.02 |
S2 |
88.02 |
88.02 |
90.66 |
|
S3 |
85.56 |
87.10 |
90.43 |
|
S4 |
83.10 |
84.64 |
89.76 |
|
|
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 |
91.39 |
87.25 |
4.14 |
4.5% |
2.43 |
2.7% |
93% |
True |
False |
403,211 |
10 |
92.57 |
87.25 |
5.32 |
5.8% |
2.33 |
2.6% |
73% |
False |
False |
306,726 |
20 |
92.57 |
87.25 |
5.32 |
5.8% |
1.84 |
2.0% |
73% |
False |
False |
234,845 |
40 |
92.57 |
80.89 |
11.68 |
12.8% |
1.96 |
2.2% |
88% |
False |
False |
161,814 |
60 |
92.57 |
80.89 |
11.68 |
12.8% |
1.95 |
2.1% |
88% |
False |
False |
120,396 |
80 |
92.57 |
77.34 |
15.23 |
16.7% |
1.92 |
2.1% |
90% |
False |
False |
96,910 |
100 |
92.57 |
73.76 |
18.81 |
20.6% |
1.85 |
2.0% |
92% |
False |
False |
80,218 |
120 |
92.57 |
73.76 |
18.81 |
20.6% |
1.78 |
1.9% |
92% |
False |
False |
67,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.85 |
2.618 |
97.83 |
1.618 |
95.37 |
1.000 |
93.85 |
0.618 |
92.91 |
HIGH |
91.39 |
0.618 |
90.45 |
0.500 |
90.16 |
0.382 |
89.87 |
LOW |
88.93 |
0.618 |
87.41 |
1.000 |
86.47 |
1.618 |
84.95 |
2.618 |
82.49 |
4.250 |
78.48 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
90.79 |
90.51 |
PP |
90.48 |
89.92 |
S1 |
90.16 |
89.32 |
|