NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
90.45 |
92.12 |
1.67 |
1.8% |
91.85 |
| High |
92.85 |
93.44 |
0.59 |
0.6% |
92.85 |
| Low |
89.88 |
92.06 |
2.18 |
2.4% |
89.88 |
| Close |
92.22 |
92.43 |
0.21 |
0.2% |
92.22 |
| Range |
2.97 |
1.38 |
-1.59 |
-53.5% |
2.97 |
| ATR |
1.68 |
1.66 |
-0.02 |
-1.3% |
0.00 |
| Volume |
74,605 |
51,321 |
-23,284 |
-31.2% |
215,723 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.78 |
95.99 |
93.19 |
|
| R3 |
95.40 |
94.61 |
92.81 |
|
| R2 |
94.02 |
94.02 |
92.68 |
|
| R1 |
93.23 |
93.23 |
92.56 |
93.63 |
| PP |
92.64 |
92.64 |
92.64 |
92.84 |
| S1 |
91.85 |
91.85 |
92.30 |
92.25 |
| S2 |
91.26 |
91.26 |
92.18 |
|
| S3 |
89.88 |
90.47 |
92.05 |
|
| S4 |
88.50 |
89.09 |
91.67 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.56 |
99.36 |
93.85 |
|
| R3 |
97.59 |
96.39 |
93.04 |
|
| R2 |
94.62 |
94.62 |
92.76 |
|
| R1 |
93.42 |
93.42 |
92.49 |
94.02 |
| PP |
91.65 |
91.65 |
91.65 |
91.95 |
| S1 |
90.45 |
90.45 |
91.95 |
91.05 |
| S2 |
88.68 |
88.68 |
91.68 |
|
| S3 |
85.71 |
87.48 |
91.40 |
|
| S4 |
82.74 |
84.51 |
90.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.44 |
89.88 |
3.56 |
3.9% |
1.67 |
1.8% |
72% |
True |
False |
44,728 |
| 10 |
93.44 |
88.56 |
4.88 |
5.3% |
1.45 |
1.6% |
79% |
True |
False |
56,180 |
| 20 |
93.44 |
88.07 |
5.37 |
5.8% |
1.54 |
1.7% |
81% |
True |
False |
62,609 |
| 40 |
93.44 |
81.41 |
12.03 |
13.0% |
1.77 |
1.9% |
92% |
True |
False |
48,704 |
| 60 |
93.44 |
81.41 |
12.03 |
13.0% |
1.79 |
1.9% |
92% |
True |
False |
39,501 |
| 80 |
93.44 |
78.05 |
15.39 |
16.7% |
1.75 |
1.9% |
93% |
True |
False |
34,442 |
| 100 |
93.44 |
74.29 |
19.15 |
20.7% |
1.72 |
1.9% |
95% |
True |
False |
29,255 |
| 120 |
93.44 |
74.29 |
19.15 |
20.7% |
1.67 |
1.8% |
95% |
True |
False |
25,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.31 |
|
2.618 |
97.05 |
|
1.618 |
95.67 |
|
1.000 |
94.82 |
|
0.618 |
94.29 |
|
HIGH |
93.44 |
|
0.618 |
92.91 |
|
0.500 |
92.75 |
|
0.382 |
92.59 |
|
LOW |
92.06 |
|
0.618 |
91.21 |
|
1.000 |
90.68 |
|
1.618 |
89.83 |
|
2.618 |
88.45 |
|
4.250 |
86.20 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.75 |
92.17 |
| PP |
92.64 |
91.92 |
| S1 |
92.54 |
91.66 |
|