NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
90.99 |
91.51 |
0.52 |
0.6% |
89.00 |
High |
91.69 |
91.90 |
0.21 |
0.2% |
92.39 |
Low |
90.10 |
90.55 |
0.45 |
0.5% |
88.13 |
Close |
91.54 |
91.38 |
-0.16 |
-0.2% |
91.54 |
Range |
1.59 |
1.35 |
-0.24 |
-15.1% |
4.26 |
ATR |
1.94 |
1.90 |
-0.04 |
-2.2% |
0.00 |
Volume |
283,261 |
313,331 |
30,070 |
10.6% |
1,745,273 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.33 |
94.70 |
92.12 |
|
R3 |
93.98 |
93.35 |
91.75 |
|
R2 |
92.63 |
92.63 |
91.63 |
|
R1 |
92.00 |
92.00 |
91.50 |
91.64 |
PP |
91.28 |
91.28 |
91.28 |
91.10 |
S1 |
90.65 |
90.65 |
91.26 |
90.29 |
S2 |
89.93 |
89.93 |
91.13 |
|
S3 |
88.58 |
89.30 |
91.01 |
|
S4 |
87.23 |
87.95 |
90.64 |
|
|
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 |
88.93 |
3.46 |
3.8% |
1.72 |
1.9% |
71% |
False |
False |
332,763 |
10 |
92.39 |
87.25 |
5.14 |
5.6% |
2.20 |
2.4% |
80% |
False |
False |
367,715 |
20 |
92.57 |
87.25 |
5.32 |
5.8% |
1.85 |
2.0% |
78% |
False |
False |
265,022 |
40 |
92.57 |
80.89 |
11.68 |
12.8% |
1.92 |
2.1% |
90% |
False |
False |
187,779 |
60 |
92.57 |
80.89 |
11.68 |
12.8% |
1.85 |
2.0% |
90% |
False |
False |
139,292 |
80 |
92.57 |
78.11 |
14.46 |
15.8% |
1.91 |
2.1% |
92% |
False |
False |
111,779 |
100 |
92.57 |
76.24 |
16.33 |
17.9% |
1.86 |
2.0% |
93% |
False |
False |
92,654 |
120 |
92.57 |
73.76 |
18.81 |
20.6% |
1.78 |
2.0% |
94% |
False |
False |
78,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.64 |
2.618 |
95.43 |
1.618 |
94.08 |
1.000 |
93.25 |
0.618 |
92.73 |
HIGH |
91.90 |
0.618 |
91.38 |
0.500 |
91.23 |
0.382 |
91.07 |
LOW |
90.55 |
0.618 |
89.72 |
1.000 |
89.20 |
1.618 |
88.37 |
2.618 |
87.02 |
4.250 |
84.81 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
91.33 |
91.33 |
PP |
91.28 |
91.28 |
S1 |
91.23 |
91.24 |
|