NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
91.51 |
91.34 |
-0.17 |
-0.2% |
89.00 |
High |
91.90 |
92.10 |
0.20 |
0.2% |
92.39 |
Low |
90.55 |
90.47 |
-0.08 |
-0.1% |
88.13 |
Close |
91.38 |
90.86 |
-0.52 |
-0.6% |
91.54 |
Range |
1.35 |
1.63 |
0.28 |
20.7% |
4.26 |
ATR |
1.90 |
1.88 |
-0.02 |
-1.0% |
0.00 |
Volume |
313,331 |
71,632 |
-241,699 |
-77.1% |
1,745,273 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.03 |
95.08 |
91.76 |
|
R3 |
94.40 |
93.45 |
91.31 |
|
R2 |
92.77 |
92.77 |
91.16 |
|
R1 |
91.82 |
91.82 |
91.01 |
91.48 |
PP |
91.14 |
91.14 |
91.14 |
90.98 |
S1 |
90.19 |
90.19 |
90.71 |
89.85 |
S2 |
89.51 |
89.51 |
90.56 |
|
S3 |
87.88 |
88.56 |
90.41 |
|
S4 |
86.25 |
86.93 |
89.96 |
|
|
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 |
90.10 |
2.29 |
2.5% |
1.56 |
1.7% |
33% |
False |
False |
268,033 |
10 |
92.39 |
87.25 |
5.14 |
5.7% |
1.99 |
2.2% |
70% |
False |
False |
335,622 |
20 |
92.57 |
87.25 |
5.32 |
5.9% |
1.84 |
2.0% |
68% |
False |
False |
255,912 |
40 |
92.57 |
80.89 |
11.68 |
12.9% |
1.90 |
2.1% |
85% |
False |
False |
187,650 |
60 |
92.57 |
80.89 |
11.68 |
12.9% |
1.86 |
2.0% |
85% |
False |
False |
139,940 |
80 |
92.57 |
78.14 |
14.43 |
15.9% |
1.91 |
2.1% |
88% |
False |
False |
112,348 |
100 |
92.57 |
76.29 |
16.28 |
17.9% |
1.86 |
2.0% |
89% |
False |
False |
93,304 |
120 |
92.57 |
73.76 |
18.81 |
20.7% |
1.78 |
2.0% |
91% |
False |
False |
78,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.03 |
2.618 |
96.37 |
1.618 |
94.74 |
1.000 |
93.73 |
0.618 |
93.11 |
HIGH |
92.10 |
0.618 |
91.48 |
0.500 |
91.29 |
0.382 |
91.09 |
LOW |
90.47 |
0.618 |
89.46 |
1.000 |
88.84 |
1.618 |
87.83 |
2.618 |
86.20 |
4.250 |
83.54 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
91.29 |
91.10 |
PP |
91.14 |
91.02 |
S1 |
91.00 |
90.94 |
|