NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
92.00 |
90.99 |
-1.01 |
-1.1% |
89.00 |
High |
92.37 |
91.69 |
-0.68 |
-0.7% |
92.39 |
Low |
90.75 |
90.10 |
-0.65 |
-0.7% |
88.13 |
Close |
91.40 |
91.54 |
0.14 |
0.2% |
91.54 |
Range |
1.62 |
1.59 |
-0.03 |
-1.9% |
4.26 |
ATR |
1.97 |
1.94 |
-0.03 |
-1.4% |
0.00 |
Volume |
324,074 |
283,261 |
-40,813 |
-12.6% |
1,745,273 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.88 |
95.30 |
92.41 |
|
R3 |
94.29 |
93.71 |
91.98 |
|
R2 |
92.70 |
92.70 |
91.83 |
|
R1 |
92.12 |
92.12 |
91.69 |
92.41 |
PP |
91.11 |
91.11 |
91.11 |
91.26 |
S1 |
90.53 |
90.53 |
91.39 |
90.82 |
S2 |
89.52 |
89.52 |
91.25 |
|
S3 |
87.93 |
88.94 |
91.10 |
|
S4 |
86.34 |
87.35 |
90.67 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.47 |
101.76 |
93.88 |
|
R3 |
99.21 |
97.50 |
92.71 |
|
R2 |
94.95 |
94.95 |
92.32 |
|
R1 |
93.24 |
93.24 |
91.93 |
94.10 |
PP |
90.69 |
90.69 |
90.69 |
91.11 |
S1 |
88.98 |
88.98 |
91.15 |
89.84 |
S2 |
86.43 |
86.43 |
90.76 |
|
S3 |
82.17 |
84.72 |
90.37 |
|
S4 |
77.91 |
80.46 |
89.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.39 |
88.13 |
4.26 |
4.7% |
1.82 |
2.0% |
80% |
False |
False |
349,054 |
10 |
92.57 |
87.25 |
5.32 |
5.8% |
2.20 |
2.4% |
81% |
False |
False |
357,106 |
20 |
92.57 |
87.25 |
5.32 |
5.8% |
1.85 |
2.0% |
81% |
False |
False |
258,223 |
40 |
92.57 |
80.89 |
11.68 |
12.8% |
1.93 |
2.1% |
91% |
False |
False |
181,898 |
60 |
92.57 |
80.89 |
11.68 |
12.8% |
1.87 |
2.0% |
91% |
False |
False |
134,790 |
80 |
92.57 |
77.34 |
15.23 |
16.6% |
1.91 |
2.1% |
93% |
False |
False |
108,142 |
100 |
92.57 |
73.76 |
18.81 |
20.5% |
1.86 |
2.0% |
95% |
False |
False |
89,590 |
120 |
92.57 |
73.76 |
18.81 |
20.5% |
1.78 |
1.9% |
95% |
False |
False |
75,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.45 |
2.618 |
95.85 |
1.618 |
94.26 |
1.000 |
93.28 |
0.618 |
92.67 |
HIGH |
91.69 |
0.618 |
91.08 |
0.500 |
90.90 |
0.382 |
90.71 |
LOW |
90.10 |
0.618 |
89.12 |
1.000 |
88.51 |
1.618 |
87.53 |
2.618 |
85.94 |
4.250 |
83.34 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
91.33 |
91.44 |
PP |
91.11 |
91.34 |
S1 |
90.90 |
91.25 |
|