NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
91.18 |
92.00 |
0.82 |
0.9% |
91.31 |
High |
92.39 |
92.37 |
-0.02 |
0.0% |
92.57 |
Low |
90.79 |
90.75 |
-0.04 |
0.0% |
87.25 |
Close |
91.86 |
91.40 |
-0.46 |
-0.5% |
88.03 |
Range |
1.60 |
1.62 |
0.02 |
1.3% |
5.32 |
ATR |
2.00 |
1.97 |
-0.03 |
-1.4% |
0.00 |
Volume |
347,870 |
324,074 |
-23,796 |
-6.8% |
1,825,795 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.37 |
95.50 |
92.29 |
|
R3 |
94.75 |
93.88 |
91.85 |
|
R2 |
93.13 |
93.13 |
91.70 |
|
R1 |
92.26 |
92.26 |
91.55 |
91.89 |
PP |
91.51 |
91.51 |
91.51 |
91.32 |
S1 |
90.64 |
90.64 |
91.25 |
90.27 |
S2 |
89.89 |
89.89 |
91.10 |
|
S3 |
88.27 |
89.02 |
90.95 |
|
S4 |
86.65 |
87.40 |
90.51 |
|
|
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 |
92.39 |
87.25 |
5.14 |
5.6% |
1.95 |
2.1% |
81% |
False |
False |
376,423 |
10 |
92.57 |
87.25 |
5.32 |
5.8% |
2.34 |
2.6% |
78% |
False |
False |
343,579 |
20 |
92.57 |
87.25 |
5.32 |
5.8% |
1.83 |
2.0% |
78% |
False |
False |
253,757 |
40 |
92.57 |
80.89 |
11.68 |
12.8% |
1.95 |
2.1% |
90% |
False |
False |
176,184 |
60 |
92.57 |
80.89 |
11.68 |
12.8% |
1.89 |
2.1% |
90% |
False |
False |
130,730 |
80 |
92.57 |
77.34 |
15.23 |
16.7% |
1.91 |
2.1% |
92% |
False |
False |
104,908 |
100 |
92.57 |
73.76 |
18.81 |
20.6% |
1.86 |
2.0% |
94% |
False |
False |
86,817 |
120 |
92.57 |
73.76 |
18.81 |
20.6% |
1.79 |
2.0% |
94% |
False |
False |
73,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.26 |
2.618 |
96.61 |
1.618 |
94.99 |
1.000 |
93.99 |
0.618 |
93.37 |
HIGH |
92.37 |
0.618 |
91.75 |
0.500 |
91.56 |
0.382 |
91.37 |
LOW |
90.75 |
0.618 |
89.75 |
1.000 |
89.13 |
1.618 |
88.13 |
2.618 |
86.51 |
4.250 |
83.87 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
91.56 |
91.15 |
PP |
91.51 |
90.91 |
S1 |
91.45 |
90.66 |
|