NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 20-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
91.34 |
90.70 |
-0.64 |
-0.7% |
89.00 |
High |
92.10 |
90.86 |
-1.24 |
-1.3% |
92.39 |
Low |
90.47 |
88.00 |
-2.47 |
-2.7% |
88.13 |
Close |
90.86 |
88.86 |
-2.00 |
-2.2% |
91.54 |
Range |
1.63 |
2.86 |
1.23 |
75.5% |
4.26 |
ATR |
1.88 |
1.95 |
0.07 |
3.7% |
0.00 |
Volume |
71,632 |
18,773 |
-52,859 |
-73.8% |
1,745,273 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.82 |
96.20 |
90.43 |
|
R3 |
94.96 |
93.34 |
89.65 |
|
R2 |
92.10 |
92.10 |
89.38 |
|
R1 |
90.48 |
90.48 |
89.12 |
89.86 |
PP |
89.24 |
89.24 |
89.24 |
88.93 |
S1 |
87.62 |
87.62 |
88.60 |
87.00 |
S2 |
86.38 |
86.38 |
88.34 |
|
S3 |
83.52 |
84.76 |
88.07 |
|
S4 |
80.66 |
81.90 |
87.29 |
|
|
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 |
92.37 |
88.00 |
4.37 |
4.9% |
1.81 |
2.0% |
20% |
False |
True |
202,214 |
10 |
92.39 |
87.25 |
5.14 |
5.8% |
2.01 |
2.3% |
31% |
False |
False |
297,635 |
20 |
92.57 |
87.25 |
5.32 |
6.0% |
1.93 |
2.2% |
30% |
False |
False |
248,080 |
40 |
92.57 |
80.89 |
11.68 |
13.1% |
1.92 |
2.2% |
68% |
False |
False |
186,414 |
60 |
92.57 |
80.89 |
11.68 |
13.1% |
1.88 |
2.1% |
68% |
False |
False |
139,962 |
80 |
92.57 |
78.26 |
14.31 |
16.1% |
1.93 |
2.2% |
74% |
False |
False |
112,299 |
100 |
92.57 |
76.61 |
15.96 |
18.0% |
1.86 |
2.1% |
77% |
False |
False |
93,330 |
120 |
92.57 |
73.76 |
18.81 |
21.2% |
1.79 |
2.0% |
80% |
False |
False |
78,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.02 |
2.618 |
98.35 |
1.618 |
95.49 |
1.000 |
93.72 |
0.618 |
92.63 |
HIGH |
90.86 |
0.618 |
89.77 |
0.500 |
89.43 |
0.382 |
89.09 |
LOW |
88.00 |
0.618 |
86.23 |
1.000 |
85.14 |
1.618 |
83.37 |
2.618 |
80.51 |
4.250 |
75.85 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
89.43 |
90.05 |
PP |
89.24 |
89.65 |
S1 |
89.05 |
89.26 |
|